Implied move
Skill blaze10011/market-flow-desk/.claude/skills/implied-move
Forward-looking implied move from the ATM options straddle — what the options market is pricing for a name, especially through its next earnings. Use when the user asks "how big a move is priced in for X?", "what does the options market expect for earnings?", "is the straddle rich?", or when weighing hold-through-earnings decisions alongside earnings-gap-risk (which is the backward-looking half — always pair them: history vs what's priced NOW).From its SKILL.md
npx -y skills add blaze10011/market-flow-desk --skill implied-moveAssembled from the repository path, not quoted from the project. Check it against their README if it does not work.
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SKILL.md
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Implied Move — what the options market is paying for
earnings_gap.py says how violent PAST prints were; the ATM straddle says what the market is pricing TODAY. implied move % = (ATM call + put) / spot, through the first expiry after the next earnings date when known, else nearest expiry.
Steps
- Run from project root:
python3 scripts/implied_move.py [TICKERS...](no args = all 10; options data is flaky — skipped names are noted, don't invent numbers for them) - Interpret only what it prints:
- "options pricing ±X% through <expiry>" — the market's expected move; if the expiry covers earnings, that's the event risk the user's stop can't protect.
- Realized-vol baseline for the same horizon — the comparison line: implied well ABOVE baseline = fat event premium priced in; implied BELOW = options are calm relative to recent tape (or recent realized vol is inflated by a selloff — say which).
- For hold-through-earnings decisions, present the pair: historical avg ±% (earnings-gap-risk) vs implied ±% now, and what each branch does to the user's position size.
Never suggest options trades — he trades stock; this is a risk gauge only. Decision support, NOT advice. Data ~15-min delayed.
What ships with it
Read from the repository
Just SKILL.md. No reference files, no scripts.