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drmartell

thetadata-mcp

by drmartell

option_history_greeks_eod

Get end-of-day Greeks (delta, gamma, theta, vega) for options by symbol and expiration. Specify '*' to include all expirations and strikes for full analysis.

Instructions

[STANDARD] EOD greeks for all contracts by symbol and expiration. Use expiration=* for all.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
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.
max_dteNoIf specified, only contracts with a full calendar day 'Days to Expiration' (DTE) less than or equal to this number will be returned.
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).
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, or `*` for all expirations.
rate_valueNoThe interest rate, as a percent, to be used in a Greeks calculation.
start_dateNoThe start date (inclusive).
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.
underlyer_use_nbboNoUsed to select underlyer pricing for Greeks calculation. "true" uses the midpoint of the NBBO; "false" uses the last trade price.
Behavior2/5

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

No annotations are provided, so the description carries the full burden of behavioral disclosure. It only states that the tool returns EOD greeks, with no mention of read-only nature, output format, pagination, or historical depth. This leaves significant behavioral assumptions unclear.

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

Conciseness5/5

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

The description is a single, front-loaded sentence with zero wasted words. It efficiently communicates the core purpose and includes one practical usage tip, making every word earn its place.

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?

This is a complex tool with 13 parameters, no output schema, and no annotations. A one-sentence description is inadequate to convey the tool's role among many sibling greeks history tools, nor does it describe the structure of the response or how EOD data differs from trade/quote data. The description is too sparse for the tool's complexity.

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 schema covers all 13 parameters with descriptions (100% coverage), so the baseline is 3. The description adds no new parameter information beyond restating that symbol and expiration are the primary filters and the wildcard usage for expiration, which is already documented in the schema.

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 clearly states it returns EOD greeks for all contracts by symbol and expiration, providing a specific verb, resource, and scope. However, it does not explicitly distinguish this tool from closely related siblings like option_history_greeks_all, which also likely provides greeks history data.

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 includes a usage tip ('Use expiration=* for all') but gives no explicit guidance on when to use this tool versus alternatives such as option_history_greeks_first_order or option_history_trade_greeks_*. The [STANDARD] tag implies it is the default choice, but this is not made explicit.

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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