Ready to supercharge your AI agents?

Install any skill in seconds. Free to start, no credit card required.

A Share Volatility Surface · aifinlab | DecimalAI

financeby aifinlab

A Share Volatility Surface

aifinlab/a-share-volatility-surface

Source aifinlab/finclaw ↗License Apache-2.0

A股波动率曲面/隐含波动率分析。当用户说"波动率曲面"、"隐含波动率"、"IV曲面"、"volatility surface"、"波动率微笑"、"波动率偏斜"、"IV skew"时触发。基于 cn-stock-data 获取数据，构建与分析波动率曲面。支持 formal/brief 两种输出风格。

SkillScore74Maintained

Automatic

Finance & Accounting pack

Last verified 8/28/2026

What it changes

Passed 16 of 21 test cases with the skill, and 12 of 21 without it.

Without skill57%

With skill74%

Checks it passed that the model alone missed

Includes skew anomaly (偏斜异常).
Names cn-stock-data as the skill used to fetch option prices and spot market data.
Identifies these actions as belonging to Step 2: Volatility Surface Construction (波动率曲面构建).

and 1 more in the full report

4 fixed13 passed either way6 still failing0 broke

Pass-rate lift: +17 pp
Tokens: +1%
Agent turns: 0%
Response time: -25%

Model gemini-3.6-flashMeasured 8/28/2026v117 of 23 cases passed with skill · 21 comparable

Tokens, turns and time describe resource use, not a dollar price.

Use this skill

Save it into your project's skills folder. Claude Code picks it up in its next session.

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-volatility-surface/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-volatility-surface/SKILL.md

Want it pinned and updatable? pip install "decimalai>=0.15", then decimalai skills add aifinlab-a-share-volatility-surface, and start Claude Code with claude --plugin-dir "$(git rev-parse --show-toplevel)/.agents"

1 · One-time — install the CLI (docs ↗)

pip install "decimalai>=0.15"

2 · Get the skill — writes .agents/skills/aifinlab-a-share-volatility-surface/ and pins it in .decimal/skills.lock

decimalai skills add aifinlab-a-share-volatility-surface

No CLI? Get the same file — curl · raw file

curl -fsSL --create-dirs -o .claude/skills/aifinlab-a-share-volatility-surface/SKILL.md https://app.decimal.ai/s/aifinlab-a-share-volatility-surface/SKILL.md

Raw file: /s/aifinlab-a-share-volatility-surface/SKILL.md ↗ · machine-readable summary at /s/aifinlab-a-share-volatility-surface.json ↗

Safety checks: 3 of 3 passed

Code scan CleanIntent PassedContent Clean

See it in action

One of 3 test cases the skill fixed. Same model, same prompt, with and without the skill.

1 of 3

Prompt

在期权波动率分析工作流中，交易信号（Step 4）环节包含了四项具体的分析指标。请列出这四项指标。

What was checked, without and with the skill
Checked	Without skill	With skill
Includes IV quantile (IV分位数).	Passed	Passed
Includes IV vs RV / VRP.	Passed	Passed
Includes skew anomaly (偏斜异常).	Missed	Passed
Includes term structure inversion (期限结构倒挂).	Passed	Passed

case-21 · gemini-3.6-flash · 8/28/2026 · answers are capped and redacted

What's inside

The instructions your model reads when the skill loads.

SKILL.md86 lines2 files

波动率曲面/隐含波动率分析助手

数据获取

通过 cn-stock-data skill 获取数据：

期权数据: 各行权价/到期日的期权价格
标的行情: ETF/指数实时价格
历史IV: 隐含波动率时序数据

分析工作流

Step 1: 隐含波动率计算

BSM模型反解IV：Newton-Raphson迭代
按行权价/到期日构建IV矩阵
IV微笑/偏斜形态分析
ATM IV作为市场波动率预期的核心指标

Step 2: 波动率曲面构建

插值方法：SVI(Stochastic Volatility Inspired)参数化
时间维度：短期/中期/长期IV期限结构
行权价维度：OTM Put/ATM/OTM Call的IV差异
曲面平滑：消除套利机会的无套利约束

Step 3: 曲面形态分析

偏斜度(skew)：OTM Put IV - OTM Call IV
凸度(convexity)：翼部IV相对ATM的凸起程度
期限结构斜率：远月IV vs 近月IV
曲面动态：曲面形态随标的价格变动的规律

Step 4: 交易信号

IV分位数：当前IV在历史中的位置
IV vs RV：隐含波动率与已实现波动率的差(VRP)
偏斜异常：skew突变可能预示方向性行情
期限结构倒挂：近月IV>远月IV预示短期风险

Step 5: 输出报告

输出格式

formal 风格（研报级）

Track record

Benchmark

16 / 21

test cases passed, vs 12 / 21 without

Adoption

Users: 0
Times used: 0

Safety and source details

SkillSafety

✓ 3 of 3 passed

Code scan15 of 15 checks clean

0 critical · 0 warning · 0 info — scanner v4 — 8/3/2026

View 15 scanner checks

live_secretremote_code_executionreverse_shelldata_exfiltrationssrf_metadataagent_snoopinganti_refusaldestructive_commandsobfuscated_unicodeunicode_homoglyphopaque_blobsuspicious_urltool_overreachtrigger_abuseprompt_injection_phrasing

IntentSafe

LLM judge · does the skill do what it claims

ContentClean

LLM judge · policy & harmful-content review

Source

Imported

aifinlab / finclaw

skills/a-share-volatility-surface/SKILL.md

View on GitHub ↗

License Apache-2.0Imported 8/3/2026Version v1Bundled 1 file

Other skills for the same job

Published skills whose descriptions closely match this one, with their headline benchmark lift.

More skills from the same source and nearby in the registry, with their headline benchmark lift.