Skip to main content
Glama

iv_analytics

Read-onlyIdempotent

Compute derived options-volatility analytics for a US ticker from LiveDataLink's historical volatility series (2019-2024): IV Rank (where current implied vol sits in its own range over the lookback window), IV Percentile (share of days with lower IV), Variance Risk Premium (implied minus realized vol), 52-week IV high/low, and 1-week/1-month IV momentum. Premium synthesis over the options-history store. Analytical aid, not investment advice.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
as_ofNoOptional as-of date (YYYY-MM-DD); defaults to the latest available day.
tickerYesUS stock ticker with listed options (e.g. 'AAPL', 'SPY').
lookback_daysNoTrailing window for rank/percentile (default 252 ~ 1 trading year).

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed3 schema fields changed
    • addedInput schema / properties / lookback_days / maximum
      Added value: +2520
    • addedInput schema / properties / lookback_days / minimum
      Added value: +2
    • changedInput schema / properties / lookback_days / type
      Previous value: -"number"New value: +"integer"
  2. First observed

TDQS

A3.9/5.0
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare readOnly/idempotent/openWorld, so the bar is lower, but the description adds real context: the underlying source (LiveDataLink historical volatility series), the 2019-2024 coverage window, and the 'analytical aid, not investment advice' disclaimer. It does not cover rate limits or behavior on tickers lacking options, so it falls short of a 5.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Front-loaded with the core purpose, and the metric parentheticals each add discriminating value rather than filler. The single long sentence is dense but every clause earns its place; a minor readability cost keeps it from a 5.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

With no output schema, the description compensates by enumerating the returned metrics, which is exactly what an agent needs. It also discloses the data source and coverage window; only edge-case behavior (missing options history, error cases) is left unspecified.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, so the schema documents ticker, as_of, and lookback_days including defaults and bounds. The description adds only light framing ('where current implied vol sits in its own range over the lookback window'), which is baseline-3 territory when the schema does the heavy lifting.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

States a specific verb ('Compute') and resource ('derived options-volatility analytics') and enumerates the exact outputs (IV Rank, IV Percentile, VRP, 52-week high/low, momentum). This clearly distinguishes it from raw-data siblings like options_history_volhist or options_history_atm_iv.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines3/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description implies usage ('Premium synthesis over the options-history store') but never states when to prefer this over sibling volatility tools or when it is inappropriate. An agent can infer intent but gets no explicit routing guidance or exclusions.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

Try in Browser

Glama MCP Gateway

Add one secure layer between your agents and this server.