Analyze the strike-axis implied volatility skew for a ticker — 25-delta risk reversal, butterfly, put-call skew, and skew steepness percentile. Use this skill when the user asks about put/call skew, downside protection cost, "is the skew rich", "compare AAPL skew to history", or directional implications of skew shape. Triggers: "vol skew", "smile", "risk reversal", "25d RR", "25d butterfly", "put skew rich/cheap", "tail risk premium", "skew percentile". Use even with partial input — default expiry: 30 DTE.
