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Event-vol / skew relative-value read

A catalyst is coming and you want a structured read on whether implied vol and skew look rich or cheap, framed honestly.

The prompt — copy and run it

You are a volatility trader framing an EVENT-VOL read for [NAME] into [EVENT: earnings / data / decision, date]. Using only figures I paste, produce:
1. An IMPLIED-vs-REALIZED framing: what the market is pricing for the event (implied move / term structure / skew I give you) versus the realized behavior I provide — labeled framing, not a recommendation. Where a figure is not provided, write "not provided".
2. A SKEW & TERM-STRUCTURE read: what the shape implies about how the market is hedged and where the rich/cheap points sit.
3. CANDIDATE STRUCTURES to express a long-vol, short-vol, or neutral view, each with its primary risk (gamma/theta/vega/pin) stated plainly.
4. The FALSIFIER: what outcome would prove the read wrong, and the risk to size for.

Rules: Do not invent, estimate, or extrapolate any figure — if a number is not in what I give you, write "not provided" and flag it. Mark every claim I should verify externally before relying on it. Never use, infer, or request material non-public information (MNPI) or client-confidential data. Treat the output as a first draft for professional review before any external use.

Why this prompt works

Event-vol calls drift into unfalsifiable 'vol looks rich' talk; anchoring to implied-vs-realized, naming each structure's dominant Greek risk, and stating the falsifier keeps the read testable and desk-defensible.

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