Indexedhimself65/finance-skills

ETF Premium/Discount AnalysisFinance Skill

A comprehensive ETF premium/discount analysis skill with 5 sub-skills routed by user intent: (A) Single ETF Snapshot — current premium/discount with peer comparison and 5-tier interpretation framework (±0.05% to >3%); (B) Multi-ETF Comparison — side-by-side ranking with bid-ask spread noise filtering; (C) Premium Screener — scan 60+ common ETFs across 10 categories to find extreme premiums/discounts; (D) Premium Deep Dive — full analysis with 3-month volatility, dollar volume, causal diagnostic framework (demand surge, time-zone mismatch, liquidity stress, stale NAV, structural issues), and persistence assessment; (E) Premium Surge Decomposition — decompose a single-day surge into NAV-driven vs excess premium using holdings-weighted returns, compute dealer gamma exposure (GEX) from the options chain using Black-Scholes gamma with two conventions (SqueezeMetrics net GEX and customer-net-long gross hedge), estimate dealer share of volume, and assess convergence timeline across hours (AP arbitrage), days (options expiration/gamma decay), and weeks (flow normalization). Includes 12-category peer groups, category-specific benchmarks, and a gamma squeeze diagnostic table (7 indicators). Uses yfinance for all data. Auto-installs yfinance, pandas, numpy if missing. Includes two detailed reference files (ETF premium formulas/mechanics and gamma squeeze framework with worked example).

Snapshot quality: 84/100
Snapshot risk: Medium
Audit conclusion: Needs review

Discovery

What this Skill helps an agent do.

Search metadata is limited to this summary, the controlled finance taxonomy, and relation labels. Detailed upstream instructions are not part of the Search Index.

Finance tasks

Etf premium analysisOptions analysisScreener analysis

Domains and assets

Equity researchTechnical analysisPublic equities

Search aliases and tags

ETF premiumETF discountNAV premiumETF premium screenerETF gamma squeezeETF premium surgedecompose ETF movedealer gamma exposureGEX for ETFAP arbitrage blockedetf-premiumetf-discountnavgamma-squeezedealer-hedginggexoptions-flowetf-screenerap-arbitragepremium-decomposition

Trust

Evidence from the captured directory.

This content snapshot assessment does not certify the repository, current files, or installation environment. "Not verified" means the captured files did not support a Yes or No conclusion.

License

MITYes

GitHub reports the repository license as MIT License.

Review state

Automated review: Automated review
Install tested: No
Human reviewed: Not verified

Snapshot

Files reviewed: 4
Captured: 2026-07-29 07:31 UTC
Snapshot ID: fsh-etf-premium-2026-07-29-001

Permissions

FilesystemRead

The skill does not read local files.

FilesystemWrite

The skill does not write local files.

NetworkAccess

Yes

yfinance pulls ETF info, NAV, holdings, options chains, and historical prices from Yahoo Finance APIs. Screener mode fetches data for 60+ tickers.

ShellExecution

Yes

The skill executes Python scripts in the shell for data fetching, premium calculation, GEX computation, and surge decomposition. Auto-installs yfinance, pandas, numpy via pip if missing.

CodeExecution

Yes

The skill executes Python code including Black-Scholes gamma calculation, GEX aggregation, premium decomposition, volatility annualization, and dealer share estimation.

ExternalCredentials

No external credentials are required — yfinance uses public Yahoo Finance APIs.

Dependencies

yfinance

python3 -m pip install yfinance (auto-installed if missing)

Yes

Python library for pulling Yahoo Finance ETF info, NAV, holdings, options chains, and price history.

pandas

python3 -m pip install pandas (auto-installed if missing)

Yes

Data manipulation library for handling ETF premium DataFrames and options chain data.

numpy

python3 -m pip install numpy (auto-installed if missing)

Yes

Numerical computing library used in volatility annualization and gamma exposure calculations.

Python 3.8+

Python 3.8 or later

Yes

Python runtime required for yfinance data fetching and all analytical computations.

Data sources named by the Skill

Yahoo Finance (yfinance)

Python library providing access to Yahoo Finance ETF data including navPrice, options chains, funds_data, and price history.

Snapshot assessment

84/100

Pineify Finance Skill snapshot assessment, version 1.0.0. Generated 2026-07-29 07:31 UTC.

Medium risk · Needs review

Skill structure

100/100

Instruction clarity

100/100

Dependency transparency

45/100

Permission transparency

75/100

Safety guardrails

100/100

Finance task fit

100/100

Audit findings

Medium

Dependency manifest is absent from the snapshot

No requirements.txt or pyproject.toml is included in the captured directory. Dependencies are documented in README and auto-installed if missing.

Low

Auto-installs Python dependencies via pip if missing

The skill auto-installs yfinance, pandas, and numpy via subprocess.check_call([sys.executable, "-m", "pip", "install", "-q", "yfinance", "pandas", "numpy"]) when not detected. This modifies the user Python environment.

Low

GEX computation is sensitive to dealer-positioning assumptions

The skill computes GEX using two conventions (SqueezeMetrics net GEX and customer-net-long gross hedge) and explicitly warns that results can differ by orders of magnitude depending on convention. The reference file includes a worked example where the article figures do not reconcile, illustrating the sensitivity.

Low

Relies on yfinance — unofficial Yahoo Finance data

yfinance is an unofficial library that scrapes Yahoo Finance APIs. Data may be delayed, incomplete, or break without notice. The skill acknowledges NAV timing limitations and 15-minute price delays in its caveats.

Sources and relations

Context around this Skill.

Repository