compute_volatility_surface
Derive a full implied volatility surface from options chain data, providing IV per strike and expiry, skew, term structure, IV rank and percentile, and vol regime with buy/sell signals.
Instructions
Compute full implied volatility surface from real Polygon options chain: IV per strike/expiry, 25-delta skew, term structure, IV rank (0-1), IV percentile, and vol regime (low/normal/elevated/extreme). Generates actionable signal: long_vol/short_vol/sell_skew/buy_skew.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| expiry_filter | No | Only include options expiring after this date (YYYY-MM-DD) |