event_vol
shallowio.github.Tristan-tech-ai/quiver-risk-brain · Verify this server
Options-implied expected move around a scheduled event (FOMC/CPI/earnings/etc.). Given spot, ATM implied vol, and days-to-event, returns the 1σ move, the straddle-implied expected ABSOLUTE move (risk-neutral E|ΔS|), and the probability of exceeding move thresholds. Given the vol term structure across the event (ATM IV of the expiry before vs after), it ISOLATES the event's own priced-in move (the Wright event-day technique). Self-checked: the straddle equals a numerical integral of |S_T−S₀|. This is the magnitude that macro calendars (which give only date + impact label) leave out.
1 trials · measured 8 days ago
event_vol scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.Tristan-tech-ai/quiver-risk-brain, measured 25 Aug 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote
- Credential class
- self-provisionable
- Category
- Finance & compliance
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-08-25 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
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