Agents › Quantitative Finance & Trading › Derivatives Pricing & Structuring › Volatility Surface Arbitrage Scanner for Security Review Design ReviewVolatility Surface Arbitrage Scanner for Security Review Design Review
Scan an implied volatility surface for calendar spread, butterfly, and put-call parity arbitrage violations and quantify the riskless profit opportunity.
Educational use only. For education and experimentation. This agent is AI-generated or community-written and has not been verified by a qualified professional. It is not a certified or approved tool. Do not rely on it for decisions that affect health, safety, legal rights or money without independent review by a suitably qualified professional.
Not financial, tax, accounting or investment advice. Consult a suitably qualified adviser or accountant before acting. How this library is made
Best with Copilot
Quantitative Finance & Trading
Derivatives Pricing & Structuring
Open this agent in the library →
More Derivatives Pricing & Structuring agents
All Derivatives Pricing & Structuring agents
· All Quantitative Finance & Trading agents
Prompteneering is a free library of expert AI agents — each one a structured
system prompt (role, context, task, constraints, output format) you can copy and
run in Claude, ChatGPT, Gemini, Cursor and more.
Browse the whole library · About