Vol Desk - option chain in, an implied-vs-realized volatility readout out

Paste an option chain and a price history: the browser solves an implied volatility for every quote by bisection and prints the iterations and the price residual, computes the Greeks, fits the out-of-the-money smile to an at-the-money level and 25-delta wings, measures realized volatility with its own sampling band, checks put-call parity, call convexity and calendar arbitrage, and finds the decisive quote by removing each one and refitting. The shortcuts are printed with the vol points by which they miss; a quote that admits no volatility is refused with its reason. Measurement is free. The AI pass writes the desk note and may only use language the measurement admits. A derived work of the option-vol-analysis skill by Anthropic (anthropics/financial-services-plugins). Not investment advice.

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