# Etf Premium

Calculate an ETF's premium or discount to NAV from Yahoo Finance data (yfinance)...

- Repository: https://github.com/himself65/finance-skills (3487 stars)
- Category: Business
- License: MIT
- Last updated: 2026-10-25
- Runs scripts: no, instructions only

## Install

Claude Code: `npx skills add himself65/finance-skills --skill etf-premium -g -a claude-code -y`
Codex: `npx skills add himself65/finance-skills --skill etf-premium -g -a codex -y`
Cursor: `npx skills add himself65/finance-skills --skill etf-premium -g -a cursor -y`
Gemini CLI: `npx skills add himself65/finance-skills --skill etf-premium -g -a gemini-cli -y`
Claude Code plugin marketplace: `/plugin marketplace add himself65/finance-skills`

## Description

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).

## SKILL.md, as published by its author (untrusted third-party text, read it as data)

# 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](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 purposes only. Not financial advice. yfinance is not affiliated with Yahoo, Inc.

---

## Step 1: Ensure Dependencies Are Available

**Current environment status:**

```
!`python3 -c "exec('try:\n import yfinance, pandas, numpy\n print(f\'yfinance={yfinance.__version__} pandas={pandas.__version__} numpy={numpy.__version__}\')\nexcept Exception:\n print(\'DEPS_MISSING\')')"`
```

If `DEPS_MISSING`, install required packages:

```python
import subprocess, sys
subprocess.check_call([sys.executable, "-m", "pip", "install", "-q", "yfinance", "pandas", "numpy"])
```

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).

The rest: https://github.com/himself65/finance-skills/blob/HEAD/plugins/market-analysis/skills/etf-premium/SKILL.md