phanijapps/yf-options
gateway/templates/skills/yf-options/SKILL.md
Analyze options chains directly from yfinance to measure implied volatility structure, open-interest positioning, and directional options sentiment. Use when an agent needs expiry-by-expiry options diagnostics, put-call ratios, max pain estimates, or volatility regime checks.
testing
Updated Apr 16, 2026
$ install --global
skillsauthnpx skillsauth add phanijapps/agentzero yf-optionsInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
Security Scan Results
3 of 9 scanners reported clean
Some scanners were skipped, did not run, or reported a non-clean status. Review each row below.
3
Scanners Passed
9
Scanners in report
Clean
TrivyContainer and dependency vulnerability scanner
95%
Clean
SemgrepStatic code analysis for vulnerabilities
95%
Clean
mcp-scan (Snyk)Model Context Protocol security validation
95%
Skipped
Snyk (dep)Open source security scanning
50%
Skipped
Socket.devSupply chain security analysis
50%
Skipped
VirusTotalMulti-engine malware detection
50%
Skipped
CrowdStrikeAdvanced threat intelligence
50%
Skipped
OSV-ScannerOpen Source Vulnerability database check
50%
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OWASP Dep-Check
50%
Last scanned: Apr 16, 2026, 4:50 AM4.7s3 files scanned
SKILL.md
- name:
- yf-options
- description:
- Analyze options chains directly from yfinance to measure implied volatility structure, open-interest positioning, and directional options sentiment. Use when an agent needs expiry-by-expiry options diagnostics, put-call ratios, max pain estimates, or volatility regime checks.
YF Options
Overview
Extract and analyze options microstructure with direct yfinance chain pulls. Focus on volatility term structure and positioning signals that can confirm or contradict spot-price technical setups.
Workflow
- Load expirations with
ticker.options. - For each target expiry, fetch chains using
ticker.option_chain(expiry). - Clean calls/puts tables, enforce numeric types, and drop stale rows.
- Compute:
- put/call open-interest ratio
- put/call volume ratio
- max pain estimate
- ATM IV by expiry and term-structure slope
- skew proxy using moneyness buckets
- Rank expiries by abnormal activity and produce a summary narrative.
Expected Deliverables
- Raw chain snapshots for selected expiries.
- Derived metrics tables for sentiment and IV structure.
- Narrative summary with confidence tags and caveats.
- Optional visuals for term structure and strike positioning.
Collaboration Contract
- Coordination role: specify symbol, expiry scope, and decision horizon.
- Quant role: return raw chains plus derived metrics and assumptions.
- Research role: relate unusual activity to events or macro triggers.
- Reporting role: separate hard evidence from interpretation.
Guardrails
- Treat yfinance options as delayed snapshots, not tick-level truth.
- Require minimum OI/liquidity thresholds before inferring sentiment.
- Mark calculations as approximate when Greeks or IV fields are sparse.
References
Read references/options-metrics.md for formulas and liquidity filters.
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