equity_options_signal
Analyzes a stock's implied volatility to estimate the expected 1-month move and evaluates put/call open interest skew for market sentiment.
Instructions
Get the 1-month implied move and put/call OI skew for a stock (yfinance).
The implied move (straddle / spot) is primarily a risk-sizing tool — it tells you how much the market expects the stock to move before the nearest ~30-day expiration. The directional score from put/call OI skew is LOW conviction (options flow is noisy); treat this as a weak secondary indicator only.
Args: params: ticker (str) and response_format ('markdown'|'json').
Returns: str: Markdown or JSON with implied_move_pct, expiry, pc_oi_ratio, score.
Examples: - "How volatile is NVDA expected to be?" -> ticker='NVDA' - "What does options flow say about AAPL?" -> ticker='AAPL'
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |