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drmartell

thetadata-mcp

by drmartell

option_history_greeks_all

Fetch historical option Greeks for all orders from midpoint prices, with configurable time intervals and filters, up to one month per request.

Instructions

[PROFESSIONAL] Historical greeks (all orders) from midpoint prices. Max 1 month per request.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
dateNoThe date to fetch data for. If present, this overrides start_date and end_date.
rightNoThe right (call or put) of the contract.both
strikeNoThe strike price of the contract in dollars (ie `100.00` for `$100.00`), or `*` for all strikes.*
symbolYesThe stock or index symbol, or underlying symbol for options.
versionNoUsed to adjust Greeks calculation methodology. "1" uses a fixed .15 DTE for 0DTE; "latest" uses real TTE (down to a minimum of 1 hour)latest
end_dateNoThe end date (inclusive).
end_timeNoThe end time (inclusive) in the specified day.16:00:00
intervalYesThe size of the time interval must be one of the available options listed below. Intervals less than 1m are available only for single-day requests.1s
rate_typeNoThe interest rate type to be used in a Greeks calculation.sofr
expirationYesThe expiration of the contract in `YYYY-MM-DD` or `YYYYMMDD` format.
rate_valueNoThe interest rate, as a percent, to be used in a Greeks calculation.
start_dateNoThe start date (inclusive).
start_timeNoThe start time (inclusive) in the specified day.09:30:00
strike_rangeNoUsed to specify a filter to limit the number of contracts returned relative to the underlying's spot price. Will return the specified number of strikes above and below the spot price, as well as the at-the-money strike.
annual_dividendNoThe annualized expected dividend amount to be used in Greeks calculations.
Behavior2/5

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

Since no annotations are provided, the description carries the full burden of behavioral disclosure. It mentions the midpoint-price source and the one-month max window, but it does not explain what 'all orders' means, which specific Greeks are returned, or the structure of the response. It also omits any details about pagination, rate limits, or data coverage, which is a significant gap for a historical data tool.

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 very brief and front-loaded, with the purpose stated first and a key constraint in a second sentence. However, the '[PROFESSIONAL]' prefix is unnecessary and adds noise. The text is concise but arguably too short to be fully informative, earning a 4 rather than a 5.

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?

Given 15 parameters, a large set of sibling tools, and no output schema, this one-sentence description is insufficient. It does not clarify what 'all orders' means, how the various date/rate/strike parameters interact, or what kind of data the agent should expect in the response. The rich parameter schema partially compensates, but high-level behavioral context remains severely lacking.

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?

The input schema has 100% description coverage for all 15 parameters, each with a clear explanation. The tool description adds no parameter-specific information beyond what the schema already provides, so it stays at the baseline of 3. The one-month limit is a general constraint rather than a parameter-level detail.

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 states the tool provides historical Greeks for options, computed from midpoint prices, and notes a one-month request limit. It clearly identifies the resource and key constraint, though it lacks an explicit action verb and the phrase 'all orders' is somewhat ambiguous. It partially distinguishes itself from sibling tools like the trade-based 'option_history_trade_greeks_all' via the midpoint-price source.

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?

There is no explicit guidance on when to use this tool versus its many siblings such as option_history_trade_greeks_all, option_history_greeks_eod, or order-based variants. The phrase 'from midpoint prices' implies one use case, but no alternatives or exclusions are mentioned, leaving the agent uncertain about tool selection.

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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