85_vol_skew

85 — Options Volatility Skew Scanner

Category: Screening / Analytics

Scans option chains to compute implied volatility across strikes and expiries, identifying mispriced options and displaying the vol surface.

How It Works

1. Fetches the full option chain via get_option_chain with pagination.
2. Classifies each contract as CALL or PUT via name/code heuristics.
3. Computes implied vol via Newton-Raphson back-solve using Black-Scholes.
4. Groups results by expiry and displays skew tables.
5. Highlights the vol smile bottom and overall skew spread.

Usage

python3 main.py                         # defaults to HK.00700
python3 main.py --stock HK.00700 --min-oi 100

Key Concepts Demonstrated

• get_option_chain with pagination
• Black-Scholes implied vol via Newton-Raphson (pure math.erf)
• Moneyness classification (ATM/OTM/ITM)
• Vol skew visualization via formatted tables
• Pure stdlib — no numpy/scipy