expected-move-visualizer
Expected Move Visualizer (SentiSense)
Turn options pricing into a picture. This skill fetches one stock's implied volatility, its last price, its recent daily closes, its next earnings date and how it moved on its last eight reports, all from the read-only SentiSense API, binds them into a reviewed HTML template that ships with the skill, and hands back a single self-contained file: a modeled expected-move cone at 30, 60 and 90 days, tilted by 25-delta put and call demand, with the next report marked inside it and the modeled move set against what this stock has actually done on past earnings.
The artifact renders offline. Everything it needs is inlined at build time, so it opens with no network access, no external stylesheet and no script from anywhere else. That is deliberate: it is a snapshot you can keep, screenshot, attach to a note, or open next week and still have render.
Read-only educational data interface. Every figure it draws is modeled from end-of-day implied volatility, and the output is informational context, never a personalized buy or sell recommendation.
When to Use
- "How much is $NVDA expected to move?" or "what is the expected move into earnings?"
- "Draw me the implied move for this stock", "show me the volatility cone"
- "Is implied volatility rich or cheap here?", "how does the implied move compare to how it actually moved last time?" (the artifact sets the modeled move against past earnings reactions, or against realized volatility when a ticker has no reported history)
- "What is the options market pricing before the report?"
- Any time a chart communicates better than a paragraph of numbers.
Not this skill: options flow and positioning readings such as put/call percentiles, skew percentiles, open-interest walls and unusually active contracts belong to unusual-options-activity. What a company actually reported belongs to stock-earnings-analysis. This skill does one job, which is turning implied volatility into a picture.