US options flow & stock data: unusual activity, gamma levels, IV, earnings. OAuth sign-in or keys.
Scored across 34 tools
Most tools target clear resource slices (contract_chain, stock_quote, earnings_calendar, etc.), but the cluster of current options-flow tools — abnormal_trades_current, directional_current, intent_flow_current, momentum_rankings, oi_movers, market_tide and sector_tide — shares a similar 'today's flow' purpose and requires careful description-reading to choose correctly. The absorption, darkpool, GEX and contract tools are more distinct, but the overlap in flow rankings keeps this from being cleanly unambiguous.
All names use snake_case and generally follow a resource-first pattern (stock_quote, contract_chain, darkpool_ranking, earnings_calendar). There are minor deviations in suffix style (_current, _rankings, _movers) and abbreviations (oi, gex, atm), but the convention remains predictable and readable.
At 34 tools the surface is heavy for an agent-facing server, exceeding the 25+ threshold where count becomes a usability concern. Several current-flow ranking tools could likely be consolidated or expressed as parameters, making the set feel sprawling rather than tightly scoped.
The server covers a broad options-analytics domain: chains, flow, dark pool, GEX/Greeks, volatility, earnings, news, technicals, fundamentals, macro, short interest and screening. Some gaps remain, such as richer historical unusual-flow access and contract-level live quotes/greeks, but core workflows are well supported.
Unusual options activity this session — large, sweep-like or volume-versus-open-interest outlier orders with ticker, direction, size and time. Use for 'any unusual options activity in NVDA?' or 'latest unusual options trades today'. Returned records from the bounded feed are ordered newest first. Without an account: the latest 3 trades (ticker, direction, type, time); free: the latest 5 with core fields; Pro: the full feed.
Inputs: limit. Returns: _meta, count, trades, preview, +3 more
WHICH tickers are having their order flow ABSORBED right now - large flow moving price less than the continuous-tape Kyle-lambda model explains - for a date (default latest): one row per ticker with the absorption strength percentile, the side, the pre-event context and whether it is tradeable (DROP context + Q3/Q4), plus whole-market breadth. row_semantics says whether each row is the day's PEAK event (settled session) or the LATEST one (live). This is an EVENT FEED, not a validated signal: the regime gate is long-only (SPY 63-day return > 0) and fails in bear tapes, auction windows are excluded as mechanical artifacts, and provisional=true means the event was detected live without calibration. Check coverage.completeness before concluding the tape is quiet - a degraded feed looks identical to a calm one. Use for 'who is absorbing selling today?'. Pro.
Inputs: date, limit, min_pctile, include_events, +1 more.
One ticker's absorption events for a date (default latest) PLUS its trailing per-day direction history, so you can tell whether today is unusual for the name. Each event carries the absorption strength percentile, the side, the pre-event context quartile and provisional=true when it was detected live without calibration. Forward returns in the history are RAW LONG P&L and are deliberately NOT signed by the absorption side, so a negative number on a sell-absorption day is not a losing signal. Use for 'is NVDA being absorbed, and is that unusual?'. Pro.
Inputs: ticker (required), date, days, limit.
Near-the-money option strikes grouped by expiry, within a band around spot (default plus or minus 5%). Use to find the liquid at-the-money contracts for a ticker. Pro.
Inputs: ticker (required), date, width.
Option chain for a ticker from the latest open-interest snapshot: each contract's OCC symbol, strike, expiry, type and open interest (OI > 0). Filter by expiry, call/put or minimum OI. Pro.
Inputs: ticker (required), date, type, limit, +2 more.
Daily OHLC price bars for one option contract by OCC symbol (e.g. SPY260130C00600000) between two dates, about a year of look-back. Pro.
Inputs: to (required), occ (required), from (required).
Off-exchange (dark pool) activity: the market-wide off-exchange share and a per-ticker ranking by off-exchange notional for a date (default latest). Use for 'where is dark pool activity concentrated?'. Pro.
Inputs: date.
WHEN one ticker's off-exchange (dark pool) volume traded, by price, for a date (default latest): a 5-minute × price grid of shares, the point of control and value area, and the largest block prints at their report time (outside_nbbo flags prints reported beyond the quote, away_from_quote those priced away from it: >0.1% and 2 cents outside). cells_side gives each cell's [buy, sell, away] shares (buy = at the ask + 60% near it, sell = at the bid + 60% near it, away left out, rest neutral); totals add buy_volume, sell_volume, away_volume. Side is an NBBO-location proxy, not buy/sell; ~15 min delayed. Use for 'when did the dark pool trade NVDA around 180?'. Pro.
Inputs: ticker (required), date.
Per-ticker directional score for this session (-1 bearish to +1 bullish) combining net premium, order clustering and implied volatility. Use to rank names by bullish or bearish options positioning. Pro.
Inputs: max_display.
Cash dividend history for a stock: amount, frequency, ex-dividend and pay dates. Pro.
Inputs: ticker (required), limit.
Upcoming earnings reports: date, before/after market, EPS and revenue estimates. Pass a ticker for 'when does NVDA report?', or omit it for 'who reports this week?' (days sets the window, default 7). Without an account: date and time for one ticker or the next 3 reporters; free: up to 10 with estimates; Pro: the full calendar plus the options-flow intent label.
Inputs: days, limit, ticker.
Options positioning around earnings for companies reporting this session: pre-earnings order flow, Greeks and intent signals. Use for 'how are traders positioned into NVDA earnings?'. Pro.
Inputs: no named parameters.
Upcoming US economic events (CPI, FOMC, jobs, GDP and more) with impact level and the ETFs that historically react. Use for 'what macro events are coming up?'. Without an account: the next 3 high-impact events; free and Pro: the full calendar.
Inputs: impact.
Company financial statements (income statement, balance sheet, cash flow) for trailing-twelve-month, quarterly or annual periods, latest first. Pro.
Inputs: ticker (required), limit, timeframe.
Modeled dealer gamma-exposure key levels for a ticker: gamma flip, max pain, call wall, put wall and spot. When timestamps are present, calculated levels belong to the options snapshot at computed_at; spot may be updated independently at spot_resolved_at. Compare each level numerically with the returned spot: do not assume the put wall is below it or the call wall above it. Explain differing timestamps or freshness limitations before treating snapshot levels as current intraday support or resistance. Max pain is struck per expiration and max_pain_expiry names the (front) expiry it belongs to — max_pain_basis / wall_basis say which definition each field carries. Use when asked where price may pin, bounce, stall or accelerate, e.g. 'what are the gamma levels on SPY?'. session defaults to the latest trading day. Without an account and on free: SPY and QQQ; Pro: any ticker.
Inputs: ticker (required), session, dte_filter. Returns: spot, ticker, session, max_pain, +24 more
Dealer gamma, charm and vanna exposure for a ticker, by strike and by expiry (calls, puts, net). Use for detailed hedging-flow analysis beyond the key GEX levels. session defaults to the latest trading day. Pro.
Inputs: ticker (required), session, dte_filter.
SEC Form 4 insider transactions for a stock, latest first: insider, transaction code, shares, price, value and the SEC filing link. Use for 'are insiders buying AAPL?'. Pro.
Inputs: ticker (required), limit.
Today's options-flow intent rankings: which tickers show bullish vs bearish large-order positioning signals (accumulation, distribution, hedging), with direction bias and strength. Use for 'what does large-order options flow show today?'. Without an account: top 3 tickers (ticker, intent, direction); free: top 3 with core fields; Pro: every tracked ticker with all fields.
Inputs: no named parameters. Returns: meta, preview, session, rankings, +1 more
Market-wide options net-premium 'tide': signed large-order premium into calls versus puts, its intraday cumulative curve, and the top net-premium tickers for a session. Use for 'is options flow bullish or bearish overall today?'. Pro.
Inputs: top_n, session.
Tickers ranked by options-flow momentum (the fastest-changing positioning this session). Use for 'which stocks have the strongest options momentum right now?'. Free accounts: top 3; Pro: up to 200 with all fields.
Inputs: top. Returns: meta, preview, session, rankings, +1 more
Tickers ranked by day-over-day change in total options open interest (top gainers, losers, most active). Use for 'where is new options positioning building?'. Pro.
Inputs: dte, limit.
Open interest and volume across recent snapshots for one ticker (calls, puts, total). Use to see whether options positioning is building or unwinding. Pro.
Inputs: ticker (required), dte, slot.
Screen the market across options-flow net premium, open-interest change, FDA catalysts and congressional trading. Filter by direction, minimum premium or OI change, catalyst window, trial phase or congress activity; sort and limit. Use for 'find bullish options-flow names with an FDA catalyst in the next 30 days'. Pro.
Inputs: limit, order, phase, session, +7 more.
Monthly seasonality for a stock: average and median return by calendar month, hit rate, best and worst years over a 1 to 25 year look-back. Pro.
Inputs: ticker (required), years.
Options net premium aggregated by sector for a session. Use for 'which sectors are seeing bullish options flow?'. Pro.
Inputs: session.
FINRA short interest history (bi-weekly settlements) with days to cover for a stock. Use for 'how heavily shorted is GME?'. Pro.
Inputs: ticker (required), limit.
Daily FINRA short-sale volume and short-volume ratio for a stock, with per-venue split. Pro.
Inputs: ticker (required), limit.
Intraday OHLCV bars for a stock on a session (default today), 1 to 60 minute bars; returns the most recent limit bars. Live bars are real-time for watchlisted symbols and 15 minutes delayed otherwise. Pro.
Inputs: ticker (required), limit, session, timespan.
Recent news for a ticker, each article with a pre-computed sentiment (positive, negative, neutral) and its reasoning. Use for 'why is TSLA moving?'. Pro.
Inputs: ticker (required), limit.
Latest price for a stock or ETF. Real-time for symbols on your key's real-time watchlist; otherwise the most recent price at least 15 minutes old. Use for 'what is NVDA trading at?'. Pro.
Inputs: ticker (required).
Stock split history for a ticker: execution date and split ratio. Pro.
Inputs: ticker (required), limit.
Technical indicator series for a stock: SMA, EMA, RSI or MACD on adjusted closes (daily by default), latest first. Use for 'is AAPL overbought?' (RSI) or trend questions. Pro.
Inputs: ticker (required), indicator (required), limit, window, +4 more.
Tickers whose 30-day at-the-money implied volatility moved most versus the prior close (expansions and/or compressions). Use for 'which stocks saw the biggest IV spikes today?'. Free accounts: top 3; Pro: up to 50.
Inputs: limit, direction.
At-the-money implied volatility by expiration (the IV term structure), plus spot and the overall ATM IV for a ticker. Use for 'is NVDA implied volatility elevated?' or 'is the vol curve inverted before earnings?'. Free accounts: SPY, QQQ, AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA; Pro: any ticker.
Inputs: ticker (required). Returns: spot, atm_iv, ticker, term_structure
Recent tool additions, removals, and schema changes observed during successful MCP inspections.
Loading tool schema changelog…
Live US options chains with Greeks and IV, a screener, SQL, and FMP fundamentals.
Scan options flow, analyze real-time market data, and build investing and trading workflows.
Options analytics: 17 pricing models, 17 Greeks, GEX, IV, 23 screeners, unusual, dark pool, max pain
Options flow, volatility, dealer positioning (GEX) and dark pool data for AI trading agents.
Add one secure layer between your agents and this server.
