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quantdata

by uk.quantdata

Options max pain by expiration

quantdata_max_pain
Read-only

Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there. Pure arithmetic — no pricing model, no volatility assumption, so anyone with the same chain gets the same number. Also returns put/call ratio and the heaviest call and put open-interest strikes. Returns every expiration inside 45 days rather than picking one, because the figure is per-expiration and the near- and far-dated values routinely disagree. US listed stocks and ETFs only: cash-settled index options (SPX, NDX, RUT, VIX) return an error — use SPY, QQQ, IWM. Open interest settles overnight, so this describes the prior session's positioning; report as_of and spot_date alongside the number.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYesUS listed stock or ETF ticker, e.g. NVDA or SPY.
distributionNoInclude the full open-interest distribution by strike. Large; only request it when the user wants strike detail.

Schema Changelog

Changes observed during successful MCP inspections. Dates show when Glama detected each change.

  1. First observed

TDQS

A4.9/5.0
Behavior5/5

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

Discloses that computation is pure arithmetic without pricing models, making it deterministic. Notes that open interest is from prior session, requiring as_of and spot_date. Annotations already indicate read-only and open-world, but description adds valuable context.

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

Conciseness5/5

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

Description is well-organized, front-loading the core definition, then adding necessary caveats and usage notes. No fluff; every sentence serves a purpose.

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

Completeness5/5

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

Despite no output schema, the description clearly states what the tool returns (put/call ratio, heaviest strikes, all expirations within 45 days) and error conditions. Sufficient for an agent to understand outputs.

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

Parameters4/5

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

Schema covers both parameters with descriptions. Description adds no new parameter-specific info but reinforces the purpose of 'distribution' as large and optional. Overall, it complements schema well.

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?

The description clearly defines the tool as computing options max pain per expiration from open interest, specifying it as the strike where option buyers lose most in aggregate. It distinguishes from siblings by focusing on a specific analytical metric.

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

Usage Guidelines5/5

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

Explicitly states when to use (US stocks/ETFs) and when not to (cash-settled indexes, recommending alternatives like SPY, QQQ, IWM). Also explains that it returns all expirations within 45 days, guiding proper interpretation.

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

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TDQS

A4.7/5.0
Disambiguation5/5

Each tool targets a distinct market data domain: Brooks price action events, dealer gamma, options max pain, API key request, and Weis Wave volume-price structure. Despite some conceptual overlap between options-related tools, their descriptions clearly differentiate calculations and data sources.

Naming Consistency5/5

All five tools follow the exact same `quantdata_<topic>` snake_case pattern, making the naming perfectly uniform and predictable. No mixed conventions or stylistic deviations.

Tool Count5/5

Five tools is a well-scoped set for a specialized quant data server. Each tool serves a clear analytical purpose, and the API key request tool supports access to the four data tools without bloating the surface.

Completeness5/5

The set explicitly covers four market-data categories plus key management, and each tool is fully self-contained for its intended analysis. No obvious dead ends or missing core operations within the stated domain of quantitative market analytics.

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