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OptionsFlow MCP Server

by Jazastry
GitHub
Python
MIT License
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OptionsFlow MCP Server

A Model Context Protocol (MCP) server providing advanced options analysis and strategy evaluation through Yahoo Finance. Enables LLMs to analyze options chains, calculate Greeks, and evaluate basic options strategies with comprehensive risk metrics.

Features

Options Analysis

  • Complete options chain data processing

  • Greeks calculation (delta, gamma, theta, vega, rho)

  • Implied volatility analysis

  • Probability calculations

  • Risk/reward metrics

Strategy Analysis

  • Credit Call Spreads (CCS)

  • Put Credit Spreads (PCS)

  • Cash Secured Puts (CSP)

  • Covered Calls (CC)

  • Position Greeks evaluation

  • Liquidity analysis

  • Risk metrics calculation

Risk Management

  • Bid-ask spread analysis

  • Volume and open interest validation

  • Position sizing recommendations

  • Maximum loss calculations

  • Probability of profit estimates

Installation

# Install dependencies pip install -r requirements.txt # Clone the repository git clone https://github.com/twolven/mcp-optionsflow.git cd mcp-optionsflow

Usage

Add to your Claude configuration: In your claude-desktop-config.json, add the following to the mcpServers section:

{ "mcpServers": { "optionsflow": { "command": "python", "args": ["path/to/optionsflow.py"] } } }

Replace "path/to/optionsflow.py" with the full path to where you saved the optionsflow.py file.

Available Tools

  1. analyze_basic_strategies

{ "symbol": str, # Required: Stock symbol "strategy": str, # Required: "ccs", "pcs", "csp", or "cc" "expiration_date": str, # Required: "YYYY-MM-DD" "delta_target": float, # Optional: Target delta for CSP/CC (default: 0.3) "width_pct": float # Optional: Width for spreads (default: 0.05) }

Strategy Analysis Response Format

{ "symbol": str, "strategy": str, "current_price": float, "expiration": str, "days_to_expiration": int, "analysis": { # Credit Call Spread / Put Credit Spread "strikes": { "short_strike": float, "long_strike": float }, "metrics": { "credit": float, "max_loss": float, "max_profit": float, "probability_of_profit": float, "risk_reward_ratio": float }, "greeks": { "net_delta": float, "net_theta": float, "net_gamma": float } # Cash Secured Put "strike": float, "metrics": { "premium": float, "max_loss": float, "assigned_cost_basis": float, "return_if_otm": float, "downside_protection": float }, "greeks": { "delta": float, "theta": float, "gamma": float } # Covered Call "strike": float, "metrics": { "premium": float, "max_profit": float, "max_profit_percent": float, "upside_cap": float, "premium_yield": float }, "greeks": { "position_delta": float, "theta": float, "gamma": float } } }

Requirements

  • Python 3.12+

  • mcp

  • yfinance

  • pandas

  • numpy

  • scipy

Limitations

  • Data sourced from Yahoo Finance with potential delays

  • Options data availability depends on market hours

  • Rate limits based on Yahoo Finance API restrictions

  • Greeks calculations are theoretical and based on Black-Scholes model

  • Early assignment risk not factored into probability calculations

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is licensed under the MIT License - see the LICENSE file for details.

Author

Todd Wolven - (https://github.com/twolven)

Acknowledgments

  • Built with the Model Context Protocol (MCP) by Anthropic

  • Data provided by Yahoo Finance

  • Developed for use with Anthropic's Claude

This server cannot be installed

-
security - not tested
A
license - permissive license
-
quality - not tested

How are these scores calculated?

remote-capable server

The server can be hosted and run remotely because it primarily relies on remote services or has no dependency on the local environment.

Enables advanced options analysis and strategy evaluation through Yahoo Finance data. Supports calculating Greeks, analyzing risk metrics, and evaluating credit spreads, cash secured puts, and covered calls strategies.

  1. Features
    1. Options Analysis
    2. Strategy Analysis
    3. Risk Management
  2. Installation
    1. Usage
      1. Available Tools
        1. Strategy Analysis Response Format
      2. Requirements
        1. Limitations
          1. Contributing
            1. License
              1. Author
                1. Acknowledgments

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