etf-premium

仓库创建 2026年3月14日最近提交 1 个月前SkillHot 收录 20 天前

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对交易者或 ETF 研究员解释价格偏离来源有很高价值。

这个 Skill 做什么

计算 ETF 市场价与 NAV 的溢价/折价并分解单日差异成因。

计算 ETF 市场价相对 NAV 的溢价或折价，并把单日大幅偏离拆解成 NAV 驱动还是结构性原因（比如 gamma squeeze、dealer hedging、AP 抛补套利等）。需要判断某只 ETF 为何与持仓差异、是否被高估或被交易行为推动时用它，会拉取市场数据（如 yfinance）并给出可复核的分解逻辑。

▸ 展开 SKILL.md 英文原文

Calculate ETF premium/discount vs NAV via Yahoo Finance, and decompose single-day surges into NAV-driven vs structural components (gamma squeeze, dealer hedging, blocked AP arbitrage). Use whenever the user asks about an ETF's premium or discount, NAV comparison, why an ETF diverged from its holdings, or how much of a move is dealer-hedging-driven. Triggers: "ETF premium", "ETF discount", "NAV premium", "is SPY at a premium", "BITO premium", "IBIT premium", "bond ETF discount", "trading above/below NAV", "ETF premium screener", "biggest discount", "compare ETF NAV", "ETF arbitrage", "ETF gamma squeeze", "ETF premium surge", "decompose ETF move", "dealer gamma exposure", "GEX for ETF", "why did this ETF jump", "premium convergence", "AP arbitrage blocked", or any request about the gap between an ETF's price and underlying value. Especially relevant for leveraged, inverse, international, bond, commodity, and crypto ETFs.

研究检索ETF溢价NAV比对套利分析通用

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帮我安装这个 skill：https://raw.githubusercontent.com/himself65/finance-skills/main/plugins/market-analysis/skills/etf-premium/SKILL.md

或 curl 直取 SKILL.md

curl -fsSL "https://raw.githubusercontent.com/himself65/finance-skills/main/plugins/market-analysis/skills/etf-premium/SKILL.md"

SKILL.MD 节选查看完整文件 ↗

# ETF Premium/Discount Analysis Skill

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](https://github.com/ranaroussi/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 purpose

via SKILL·HOT · 数据来自 GitHub 公开信息 · 原文版权归作者所有