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

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

license - permissive license

quality - not tested

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.

A Model Context Protocol server that enables LLMs to analyze options chains, calculate Greeks, and evaluate basic options strategies through Yahoo Finance data.

Related Resources

Reddit Discussion about this server

Related MCP Servers

StockFlow MCP Server
twolven
-
security
A
license
-
quality
A Model Context Protocol server providing real-time stock data and options analysis through Yahoo Finance, enabling LLMs to access market data, analyze stocks, and evaluate options strategies.
Last updated -
4
Python
MIT License
MCP Ethers Wallet
crazyrabbitLTC
A
security
A
license
A
quality
A Model Context Protocol server that gives LLMs the ability to interact with Ethereum networks, manage wallets, query blockchain data, and execute smart contract operations through a standardized interface.
Last updated -
31
323
2
TypeScript
MIT License
Calculator MCP
wrtnlabs
A
security
A
license
A
quality
A Model Context Protocol server that provides basic calculator functionality for LLMs, enabling them to perform mathematical operations like addition, subtraction, multiplication, division, modulo, and square root.
Last updated -
6
125
12
TypeScript
MIT License
Ramp MCP Serverofficial
ramp-public
-
security
A
license
-
quality
A Model Context Protocol server that enables access to Ramp financial data through an in-memory database, allowing LLMs to analyze transactions, reimbursements, bills, and other financial information from Ramp's platform.
Last updated -
14
Python
MIT License

View all related MCP servers

OptionsFlow MCP Server