Skip to main content
Glama
drmartell

thetadata-mcp

by drmartell

option_history_greeks_first_order

Fetch historical first-order option Greeks from midpoint prices, with up to one month of data per request.

Instructions

[STANDARD] Historical first-order greeks 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?

No annotations are provided, so the description carries the full burden of behavioral disclosure. It does mention the midpoint-price source and a 1-month limit, but it fails to describe the response format, output structure, or any access requirements. The description also omits what specific Greek letters (delta, gamma, etc.) are included, leaving the agent to guess.

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 extremely concise and front-loaded, delivering the core purpose and a key constraint in a single sentence. The '[STANDARD]' tag is minor but does not detract. Every word contributes value, making it appropriately sized.

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 the tool's complexity (15 parameters, 3 required) and the absence of an output schema, the description is too sparse. It does not explain how date ranges, intervals, or strike filtering work together, nor does it indicate what the response will look like. The agent would need to rely entirely on the schema, which lacks usage context.

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?

All 15 parameters have descriptions in the input schema (100% coverage), so the description adds no parameter-specific meaning. Per the rubric, a baseline of 3 is appropriate when the schema already fully documents parameters, and the description does not need to compensate.

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 what the tool does: it provides historical first-order Greeks derived from midpoint prices. The constraint 'Max 1 month per request' adds scoping. It distinguishes itself from sibling tools like option_history_greeks_second_order and option_history_greeks_all by the 'first-order' qualifier.

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 implies usage for fetching historical first-order Greeks data, but it does not explicitly state when to prefer this over alternatives such as option_history_trade_greeks_first_order or option_history_greeks_eod. No exclusions or alternative tool names are provided, leaving the guidance merely implicit.

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

Install Server

Other Tools

Latest Blog Posts

MCP directory API

We provide all the information about MCP servers via our MCP API.

curl -X GET 'https://glama.ai/api/mcp/v1/servers/drmartell/thetadata-mcp'

If you have feedback or need assistance with the MCP directory API, please join our Discord server