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
- Identify the underlying — resolve to
TICKER.USformat (US options only) - Fetch options contracts list —
us-options-underlyingsfor available expirations - Fetch options chain —
us-options-eodfor specific expiration with Greeks - Fetch underlying price —
eodorreal-timefor current price context - Analyze — IV analysis, strategy payoff, Greeks exposure
- Compile options report
Note: Options endpoints (
us-options-eod,us-options-underlyings) are not wired into theeodhd_client.pyhelper — call them withcurlper 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