Agent skill · data analytics · himself65
etf-premium
Calculate an ETF's premium or discount to NAV from Yahoo Finance data (yfinance), compare or screen ETFs by premium, explain why a gap exists, and decompose a sudden ETF move into NAV-driven vs structural components (dealer gamma exposure, blocked AP arbitrage, sentiment). Use this skill whenever the user asks whether an ETF trades above or below NAV, compares ETF premiums or discounts, screens for the biggest ones, asks about ETF arbitrage or premium convergence, or wants to know why an ETF jumped or diverged from its holdings — including gamma squeezes, dealer gamma exposure (GEX), and blocked creation/redemption. Especially relevant for leveraged, inverse, international, bond, commodity, and crypto ETFs (IBIT, BITO, HYG, KWEB).
Why this skill is useful
Provides specific calculations and analysis methods for ETF premium/discount that the AI wouldn't reliably generate on its own.
What it needs
Requires numpy, pandas, yfinance installed locally. About 11k tokens when loaded. Last updated 2026-08-05. 3,127 stars on the source repository.
What this skill does
ETF Premium/Discount Analysis Skill If your host has not already executed the shell probes below (for example, in Codex), run the commands inside the ! wrappers with its shell tool before choosing a setup path. Use the actual output; if shell access is unavailable, report that limitation. Calculates the premium or discount of an ETF's market price relative to its Net Asset Value (NAV) using data from Yahoo Finance via yfinance. Why this matters: An ETF's market price can diverge from the value of its underlying holdings (NAV). When you buy at a premium, you're overpaying relative to the assets; at a discount, you're getting a bargain. This divergence is typically small for liquid US equity ETFs but can be significant for bond ETFs, international ETFs, leveraged/inverse products, and crypto ETFs — especially during periods of market stress. Important: For research and educational purposes only. Not financial advice. yfinance is not affiliated with Yahoo, Inc. --- Step 1: Ensure Dependencies Are Available Current environment status: If DEPSMISSING, install required packages: If already installed, skip and proceed. --- Step 2: Route to the Correct Sub-Skill Classify the user's request and jump to the matching section. If the user asks a general question about an ETF's premium or discount without specifying a particular analysis type, default to Sub-Skill A (Single ETF Snapshot). …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills himself65/etf-premium