Skip to main content
Glama

get_vex

Retrieve Vanna and Charm Exposure (VEX) for a ticker, showing how dealer delta shifts with implied volatility and time. Ideal for analyzing options flow and end-of-day drift.

Instructions

Vanna & Charm Exposure (VEX) — the second-order dealer Greeks. Vanna is how dealer delta shifts as implied volatility moves (∂Delta/∂IV); Charm is how it shifts as time passes (∂Delta/∂Time, i.e. delta decay). These are the flows behind OPEX drift and end-of-day drift, sitting one layer beneath GEX.

Plan: Pro and up.

Args: symbol: Underlying ticker. expiration: Unix timestamp of a specific expiry, or "all". Omit for the nearest expiry.

Returns VEXResponse JSON: symbol, spotPrice, timestamp, totalNetVEX ($ delta shift per +1% IV move), totalNetCharm ($ delta shift per day), and strikes[] with callVEX/putVEX/netVEX and callCharm/putCharm/netCharm.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYes
expirationNo

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observedv0.2.0

TDQS

A4/5.0
Behavior3/5

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

With no annotations, the description carries the full burden of behavioral disclosure. It explains the output structure and the expiration behavior, and notes the plan requirement. It does not mention error handling, rate limits, or potential side effects, though as a read operation these are less critical. It is moderately transparent but not exhaustive.

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?

The description is well-structured with sections for args and returns. The opening conceptual explanation is necessary for interpreting the output, though it slightly delays the core action. It is not overly verbose and every sentence adds value, but a more direct lead-in would improve front-loading.

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?

Given the absence of an output schema, the description clearly enumerates the return fields and their meanings. It also covers parameter usage and the plan requirement. It lacks explicit differentiation from sibling tools and does not address error scenarios, but for a read-only tool with a clear output contract, it is reasonably complete.

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

Parameters5/5

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

The schema has 0% description coverage, so the description fully compensates by explaining symbol as 'Underlying ticker' and expiration with format (Unix timestamp), special value ('all'), and default behavior (nearest expiry). This adds significant meaning beyond the raw schema and ensures the agent knows exactly how to use each parameter.

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 states the tool returns VEX (Vanna & Charm Exposure), defines the two second-order Greeks, and lists the exact output fields. It distinguishes itself from related tools like GEX by noting it sits 'one layer beneath GEX,' giving the agent a precise sense of what the tool provides.

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 mentions a prerequisite (Pro plan) and provides parameter usage details for expiration (specific, 'all', or omit for nearest expiry). However, it does not explicitly compare to sibling tools or state when to prefer this over alternatives like get_gex or get_greeks, leaving selection guidance to inference.

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