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Glama
JerBouma

Finance Toolkit

by JerBouma

options

Read-onlyIdempotent

Compute option prices, Greeks, and implied volatility using Black-Scholes, binomial tree, and other models. Supports multiple tickers.

Instructions

Option pricing and Greeks (Black-Scholes model, binomial tree, delta, gamma, theta, vega, rho, implied volatility). Requires tickers='AAPL' — use comma-separated values for multiple tickers.

Available indicators: get_asian_option, get_barrier_option, get_binary_option, get_binomial_model, get_bjerksund_stensland, get_black_scholes_model, get_charm, get_color, get_delta, get_dual_delta, get_dual_gamma, get_epsilon, get_gamma, get_garman_kohlhagen, get_implied_volatility, get_lambda, get_monte_carlo_option_price, get_option_chains, get_partial_derivative, get_put_call_parity, get_rho, get_risk_neutral_density, get_speed, get_stock_price_simulation, get_strategy_payoff, get_theta, get_ultima, get_vanna, get_vega, get_vera, get_veta, get_volatility_surface, get_vomma, get_zomma.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
legsNoValue for legs. Leave unset to use the default of the indicator you selected. Required by: get_strategy_payoff.
seedNoValue for seed.
rebateNoValue for rebate.
tickersNoComma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'.
end_dateNoEnd of the date range in YYYY-MM-DD format.2026-10-02
indicatorYesName of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators.
quarterlyNoReturn quarterly data instead of annual when True.
timestepsNoValue for timesteps.
knock_typeNoValue for knock_type.out
put_optionNoValue for put_option.
start_dateNoStart of the date range in YYYY-MM-DD format.2021-10-03
time_stepsNoValue for time_steps.
cash_payoutNoValue for cash_payout.
option_typeNoValue for option_type.cash-or-nothing
simulationsNoValue for simulations.
standardizeNoReturn the Z-Score (standard score) instead of the raw values, i.e. how many standard deviations each value is from the mean of its own series. When combined with growth=True, the growth values are standardized instead of the raw values.
show_columnsNoComma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage.
dividend_yieldNoValue for dividend_yield.
risk_free_rateNoValue for risk_free_rate.
american_optionNoValue for american_option.
expiration_dateNoValue for expiration_date.
show_input_infoNoValue for show_input_info.
benchmark_tickerNoTicker used as the market benchmark, e.g. 'SPY' or '^GSPC'.SPY
expiration_datesNoValue for expiration_dates.
strike_step_sizeNoValue for strike_step_size.
barrier_directionNoValue for barrier_direction.down
number_of_strikesNoValue for number_of_strikes.
outlier_thresholdNoValue for outlier_threshold.
stock_price_rangeNoValue for stock_price_range.
barrier_percentageNoValue for barrier_percentage.
strike_price_rangeNoValue for strike_price_range. Leave unset to use the default of the indicator you selected. Defaults differ between indicators.
time_to_expirationNoValue for time_to_expiration.
show_standard_errorNoValue for show_standard_error.
expiration_time_rangeNoValue for expiration_time_range.
number_of_expirationsNoValue for number_of_expirations.
show_expiration_datesNoValue for show_expiration_dates.
stock_price_step_sizeNoValue for stock_price_step_size.
foreign_risk_free_rateNoValue for foreign_risk_free_rate.
show_unique_combinationsNoValue for show_unique_combinations.

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed3 schema fields changedv2.2.1
    • changedInput schema / properties / end_date / default
      Previous value: -"2026-08-19"New value: +"2026-10-02"
    • changedInput schema / properties / start_date / default
      Previous value: -"2021-08-20"New value: +"2021-10-03"
    • changedInput schema / properties / stock_price_step_size / type
      Previous value: -"number"New value: +"integer"
  2. Changed25 schema fields changedv2.2.0
    • addedInput schema / properties / barrier_direction
      Added value: +{
      +  "default": "down",
      +  "description": "Value for barrier_direction.",
      +  "title": "Barrier Direction",
      +  "type": "string"
      +}
    • addedInput schema / properties / barrier_percentage
      Added value: +{
      +  "default": 0.9,
      +  "description": "Value for barrier_percentage.",
      +  "title": "Barrier Percentage",
      +  "type": "number"
      +}
    • addedInput schema / properties / cash_payout
      Added value: +{
      +  "default": 1,
      +  "description": "Value for cash_payout.",
      +  "title": "Cash Payout",
      +  "type": "number"
      +}
    • changedInput schema / properties / end_date / default
      Previous value: -"2026-07-14"New value: +"2026-08-19"
    • addedInput schema / properties / expiration_dates
      Added value: +{
      +  "anyOf": [
      +    {
      +      "type": "string"
      +    },
      +    {
      +      "type": "null"
      +    }
      +  ],
      +  "default": null,
      +  "description": "Value for expiration_dates.",
      +  "title": "Expiration Dates"
      +}
    • addedInput schema / properties / foreign_risk_free_rate
      Added value: +{
      +  "default": 0,
      +  "description": "Value for foreign_risk_free_rate.",
      +  "title": "Foreign Risk Free Rate",
      +  "type": "number"
      +}
    • changedInput schema / properties / indicator / enum
      Previous value: -[
      -  "get_binomial_model",
      -  "get_black_scholes_model",
      -  "get_charm",
      -  "get_color",
      -  "get_delta",
      -  "get_dual_delta",
      -  "get_dual_gamma",
      -  "get_epsilon",
      -  "get_gamma",
      -  "get_implied_volatility",
      -  "get_lambda",
      -  "get_option_chains",
      -  "get_partial_derivative",
      -  "get_rho",
      -  "get_speed",
      -  "get_stock_price_simulation",
      -  "get_theta",
      -  "get_ultima",
      -  "get_vanna",
      -  "get_vega",
      -  "get_vera",
      -  "get_veta",
      -  "get_vomma",
      -  "get_zomma"
      -]New value: +[
      +  "get_asian_option",
      +  "get_barrier_option",
      +  "get_binary_option",
      +  "get_binomial_model",
      +  "get_bjerksund_stensland",
      +  "get_black_scholes_model",
      +  "get_charm",
      +  "get_color",
      +  "get_delta",
      +  "get_dual_delta",
      +  "get_dual_gamma",
      +  "get_epsilon",
      +  "get_gamma",
      +  "get_garman_kohlhagen",
      +  "get_implied_volatility",
      +  "get_lambda",
      +  "get_monte_carlo_option_price",
      +  "get_option_chains",
      +  "get_partial_derivative",
      +  "get_put_call_parity",
      +  "get_rho",
      +  "get_risk_neutral_density",
      +  "get_speed",
      +  "get_stock_price_simulation",
      +  "get_strategy_payoff",
      +  "get_theta",
      +  "get_ultima",
      +  "get_vanna",
      +  "get_vega",
      +  "get_vera",
      +  "get_veta",
      +  "get_volatility_surface",
      +  "get_vomma",
      +  "get_zomma"
      +]
    • addedInput schema / properties / knock_type
      Added value: +{
      +  "default": "out",
      +  "description": "Value for knock_type.",
      +  "title": "Knock Type",
      +  "type": "string"
      +}
    • addedInput schema / properties / legs
      Added value: +{
      +  "anyOf": [
      +    {
      +      "additionalProperties": {
      +        "anyOf": [
      +          {
      +            "type": "number"
      +          },
      +          {
      +            "type": "boolean"
      +          },
      +          {
      +            "type": "string"
      +          }
      +        ]
      +      },
      +      "type": "object"
      +    },
      +    {
      +      "type": "null"
      +    }
      +  ],
      +  "default": null,
      +  "description": "Value for legs. Leave unset to use the default of the indicator you selected. Required by: get_strategy_payoff.",
      +  "title": "Legs"
      +}
    • addedInput schema / properties / number_of_expirations
      Added value: +{
      +  "default": 6,
      +  "description": "Value for number_of_expirations.",
      +  "title": "Number Of Expirations",
      +  "type": "integer"
      +}
    • addedInput schema / properties / number_of_strikes
      Added value: +{
      +  "default": 200,
      +  "description": "Value for number_of_strikes.",
      +  "title": "Number Of Strikes",
      +  "type": "integer"
      +}
    • addedInput schema / properties / option_type
      Added value: +{
      +  "default": "cash-or-nothing",
      +  "description": "Value for option_type.",
      +  "title": "Option Type",
      +  "type": "string"
      +}
    • addedInput schema / properties / outlier_threshold
      Added value: +{
      +  "default": 5,
      +  "description": "Value for outlier_threshold.",
      +  "title": "Outlier Threshold",
      +  "type": "number"
      +}
    • addedInput schema / properties / rebate
      Added value: +{
      +  "default": 0,
      +  "description": "Value for rebate.",
      +  "title": "Rebate",
      +  "type": "number"
      +}
    • addedInput schema / properties / seed
      Added value: +{
      +  "anyOf": [
      +    {
      +      "type": "integer"
      +    },
      +    {
      +      "type": "null"
      +    }
      +  ],
      +  "default": null,
      +  "description": "Value for seed.",
      +  "title": "Seed"
      +}
    • addedInput schema / properties / show_standard_error
      Added value: +{
      +  "default": false,
      +  "description": "Value for show_standard_error.",
      +  "title": "Show Standard Error",
      +  "type": "boolean"
      +}
    • addedInput schema / properties / simulations
      Added value: +{
      +  "default": 10000,
      +  "description": "Value for simulations.",
      +  "title": "Simulations",
      +  "type": "integer"
      +}
    • changedInput schema / properties / start_date / default
      Previous value: -"2021-07-15"New value: +"2021-08-20"
    • addedInput schema / properties / stock_price_range
      Added value: +{
      +  "default": 0.5,
      +  "description": "Value for stock_price_range.",
      +  "title": "Stock Price Range",
      +  "type": "number"
      +}
    • addedInput schema / properties / stock_price_step_size
      Added value: +{
      +  "default": 1,
      +  "description": "Value for stock_price_step_size.",
      +  "title": "Stock Price Step Size",
      +  "type": "number"
      +}
    • addedInput schema / properties / strike_price_range / anyOf
      Added value: +[
      +  {
      +    "type": "number"
      +  },
      +  {
      +    "type": "null"
      +  }
      +]
    • changedInput schema / properties / strike_price_range / default
      Previous value: -0.25New value: +null
    • changedInput schema / properties / strike_price_range / description
      Previous value: -"Value for strike_price_range."New value: +"Value for strike_price_range. Leave unset to use the default of the indicator you selected. Defaults differ between indicators."
    • removedInput schema / properties / strike_price_range / type
      Removed value: -"number"
    • addedInput schema / properties / time_steps
      Added value: +{
      +  "default": 100,
      +  "description": "Value for time_steps.",
      +  "title": "Time Steps",
      +  "type": "integer"
      +}
  3. Changed3 schema fields changed
    • changedInput schema / properties / end_date / default
      Previous value: -"2026-07-09"New value: +"2026-07-14"
    • addedInput schema / properties / standardize
      Added value: +{
      +  "default": false,
      +  "description": "Return the Z-Score (standard score) instead of the raw values, i.e. how many standard deviations each value is from the mean of its own series. When combined with growth=True, the growth values are standardized instead of the raw values.",
      +  "title": "Standardize",
      +  "type": "boolean"
      +}
    • changedInput schema / properties / start_date / default
      Previous value: -"2021-07-10"New value: +"2021-07-15"
  4. Changed2 schema fields changedv2.1.4
    • changedInput schema / properties / end_date / default
      Previous value: -"2026-06-27"New value: +"2026-07-09"
    • changedInput schema / properties / start_date / default
      Previous value: -"2021-06-28"New value: +"2021-07-10"
  5. Changed2 schema fields changedv2.1.3
    • changedInput schema / properties / end_date / default
      Previous value: -"2026-06-23"New value: +"2026-06-27"
    • changedInput schema / properties / start_date / default
      Previous value: -"2021-06-24"New value: +"2021-06-28"
  6. Changed4 schema fields changedv0.1.2
    • changedInput schema / properties / end_date / default
      Previous value: -"2026-06-22"New value: +"2026-06-23"
    • removedInput schema / properties / rounding
      Removed value: -{
      -  "anyOf": [
      -    {
      -      "type": "integer"
      -    },
      -    {
      -      "type": "null"
      -    }
      -  ],
      -  "default": null,
      -  "description": "Number of decimal places to round results to.",
      -  "title": "Rounding"
      -}
    • addedInput schema / properties / show_columns
      Added value: +{
      +  "anyOf": [
      +    {
      +      "type": "string"
      +    },
      +    {
      +      "type": "null"
      +    }
      +  ],
      +  "default": null,
      +  "description": "Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage.",
      +  "title": "Show Columns"
      +}
    • changedInput schema / properties / start_date / default
      Previous value: -"2021-06-23"New value: +"2021-06-24"
  7. Addedv0.1.1

TDQS

C2.7/5.0
Behavior2/5

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

Annotations already declare readOnlyHint, idempotentHint, and openWorldHint, so the safety profile is covered. The description adds nothing behavioral beyond annotations — no mention of data-source/auth requirements, compute cost for Monte Carlo or simulation indicators, or what happens when an indicator's params are omitted.

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

Conciseness2/5

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

The purpose sentence is front-loaded and useful, but roughly half the text is a verbatim re-listing of the 33 enum values already in the schema. That duplication inflates the description without adding selection-relevant information, which is a significant structural waste.

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

Completeness2/5

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

For a dispatcher exposing 39 parameters and 33 indicators with an output schema present, the description never explains how the parameter set maps to individual indicators — an agent must infer from scattered schema hints which of the 39 params matter for a chosen indicator. The critical per-indicator parameter guidance is absent from the description.

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

Parameters3/5

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

Schema description coverage is 100% across 39 parameters, so baseline is 3. The description's ticker-format note ('comma-separated values for multiple tickers') merely restates the schema's own text, and the indicator list duplicates the enum, adding no semantic depth about which params apply to which indicator.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description names the resource (option pricing and Greeks) and enumerates the model families it covers (Black-Scholes, binomial tree, implied volatility), so the domain is unambiguous. It does not differentiate itself from siblings like volatility, models, or econometrics, which partly overlap this territory.

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

Usage Guidelines2/5

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

The only usage guidance is a prerequisite ('Requires tickers="AAPL"'), which is already documented in the schema. There is no statement of when to select this tool over volatility/models, and no guidance on choosing among the 33 registered indicators beyond listing their names.

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