/options-analyzer

name: options-analyzer
description: >-
  Analyze options chains, implied volatility, Greeks, and strategy payoffs
  using EODHD Marketplace options data. Use when the user asks about options,
  implied volatility, Greeks, or options strategies.
version: 0.4.0

Skill: options-analyzer

Purpose

Analyze US equity options using EODHD Marketplace data — options chains with Greeks, implied volatility analysis, contract comparison, and strategy evaluation.

Trigger

Activate when the user asks for:

• Options chain for a ticker
• Implied volatility analysis or IV rank
• Greeks analysis (delta, gamma, theta, vega)
• Options strategy evaluation (covered calls, spreads, straddles, etc.)
• Put/call ratio or options flow
• Unusual options activity
• Options expiration analysis

Workflow

1. **Identify the underlying** — resolve to `TICKER.US` format (US options only) 2. **Fetch options contracts list** — `us-options-underlyings` for available expirations 3. **Fetch options chain** — `us-options-eod` for specific expiration with Greeks 4. **Fetch underlying price** — `eod` or `real-time` for current price context 5. **Analyze** — IV analysis, strategy payoff, Greeks exposure 6. **Compile options report**

> **Note:** Options endpoints (`us-options-eod`, `us-options-underlyings`) are **not wired into the > `eodhd_client.py` helper** — call them with `curl` per the endpoint docs. Access depends on your plan/tier: > on many paid plans the US options endpoints return data directly (HTTP 200), so don't assume a separate > Marketplace add-on is required — verify against your account before telling the user it's gated. Option > chains can be large (multi-MB); summarize, don't dump raw JSON into the chat.

Output Structure

Options Analysis — [Ticker] — [Date]

**Underlying Context**

• Current Price: —
• 52-Week Range: —
• Next Earnings: —
• Historical Volatility (30d): —

**Options Chain Summary** | Expiration | Days to Exp | Calls OI | Puts OI | P/C Ratio | ATM IV | |-----------|------------|---------|---------|-----------|--------|

**Selected Chain — [Expiration Date]**

*Calls* | Strike | Last | Bid | Ask | Vol | OI | IV | Delta | Gamma | Theta | Vega | |--------|------|-----|-----|-----|----|----|-------|-------|-------|------|

*Puts* | Strike | Last | Bid | Ask | Vol | OI | IV | Delta | Gamma | Theta | Vega | |--------|------|-----|-----|-----|----|----|-------|-------|-------|------|

**IV Analysis**

• ATM Implied Volatility: —
• IV Rank (vs 52-week range): —
• IV Skew (puts vs calls): —
• Term structure (near vs far expirations)

**Strategy Analysis** (if requested)

• Strategy description
• Max profit / Max loss / Breakeven
• Greeks exposure (net delta, gamma, theta, vega)
• Probability of profit estimate

> This is not financial advice. Data is for informational purposes only. > Options trading involves significant risk. Past performance does not guarantee future results.

Endpoints Used

| Endpoint | Purpose | Cost | Access | |----------|---------|------|--------| | `us-options-underlyings` | Available contracts | 10 calls | Marketplace | | `us-options-eod` | EOD chain with Greeks | 10 calls | Marketplace | | `us-options-contracts` | Historical contract data | 10 calls | Marketplace | | `eod` | Underlying price history | 1 call | Standard | | `technical` | Historical volatility | 5 calls | Standard |

References

• `../eodhd-api/references/endpoints/us-options-underlyings.md`
• `../eodhd-api/references/endpoints/us-options-eod.md`
• `../eodhd-api/references/endpoints/us-options-contracts.md`
• `../eodhd-api/references/endpoints/historical-stock-prices.md`
• `../eodhd-api/references/endpoints/technical-indicators.md`