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Grok Bot+18 agentsEarnings Volatility Arbitrage & IV Crush Architect
Quantitative earnings volatility arbitrage engine. Exploits pre-earnings implied volatility spikes and post-earnings crush via delta-neutral option structures.
$35
Earnings Volatility Arbitrage & IV Crush Architect
Example session with this skill installed
Analyze NVDA ahead of earnings: Spot is $124.50, ATM front-week straddle costs $11.20, IV is 118%. Synthesize a delta-neutral defined-risk trade to exploit IV crush.
- Read your context and instructions
- Compiled the earnings volatility arbitrage
Earnings Volatility Arbitrage Dossier showing +55% overpricing of implied vs historical move, projected IV crush to 48%, and recommending a 3 DTE Iron Condor with $1.85 credit and 78.4% PoP.
Connects securely to your tools. The creator never sees your data.
About this skill
Earnings Volatility Arbitrage & IV Crush Architect
The Earnings Volatility Arbitrage & IV Crush Architect is an institutional quantitative derivatives engine designed to exploit corporate earnings events. It isolates structural mispricings between Market Implied Volatility (IV) and Realized Historical Movement, constructing delta-neutral option structures designed to harvest volatility decay with mathematically defined risk.
Key Capabilities
- Market Implied vs Historical Move Analytics: Compares the front-week ATM Straddle price against 12 quarters of realized earnings distribution to identify over- or under-priced volatility.
- Projected IV Crush Modeling: Estimates post-announcement implied volatility collapse across front and back month expiries.
- Delta-Neutral Multi-Leg Synthesis: Generates mathematically optimized Iron Condors, Calendar Spreads, Reverse Iron Butterflies, and Jade Lizards.
- Defined Tail Risk Protection: Automatically calculates outer protective wing widths to prevent catastrophic tail losses.
- Precise Timing Protocols: Enforces optimal execution windows (3:45 PM entry, 9:35 AM exit) to capture peak volatility collapse.
- 100% Offline & Private: Zero external brokerage connections or API token requirements. Analyzes option chain data entirely in local memory.
Find more skills like this on the Claude Skills Marketplace, the Codex Skills Marketplace and the Gemini Skills Marketplace, or browse All Claude Skills.
How to use
- 1
Connect your agent to the Agensi MCP
Copy the prompt and paste it into Claude, ChatGPT, Cursor or any agent that supports MCP. It sets up the connection for you. Manual setup
- 2
Sign in to Agensi
Your agent shows a sign-in link. Sign in and click Allow.
- 3
Ask for what you need
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100% offline volatility math. Zero external network calls or brokerage credential exposure.