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drmartell

thetadata-mcp

by drmartell

option_history_trade_greeks_all

Get historical per-trade Greeks for options, requiring an expiration date and covering up to one month.

Instructions

[PROFESSIONAL] Greeks calculated at each trade. Max 1 month, requires expiration.

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.
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).
end_timeNoThe end time (inclusive) in the specified day.16:00:00
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).
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. It discloses the trade-level granularity and the 1-month limit, but omits what the response contains (e.g., trade price, volume, Greeks values by delta/gamma), any pagination behavior, or whether it is historical only. For a data retrieval tool, this is insufficient disclosure.

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

Conciseness3/5

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

The description is concise but lacks structured prose; it is two fragments rather than complete sentences. The '[PROFESSIONAL]' prefix is unnecessary noise. It front-loads the main point (Greeks at each trade) but could be more polished without adding length.

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?

With 15 parameters, no output schema, and no annotations, the description is too sparse to fully prepare an agent. It does not explain the interaction of date/time parameters, how 'max_dte' or 'strike_range' affect results, or the return structure. The tool is complex, and the description only scratches the surface.

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%, with each parameter well-described (e.g., 'date', 'strike', 'version', 'rate_type'). The description adds no parameter specifics beyond what the schema already provides, but calling out 'requires expiration' reinforces a required field. Baseline of 3 is appropriate when the schema handles parameter documentation.

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 core function: 'Greeks calculated at each trade.' This clearly identifies the tool as providing trade-level historical data with Greeks calculations, distinguishing it from EOD or snapshot Greek tools. It also includes constraints (max 1 month, requires expiration) that further define its scope.

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 gives constraints: 'Max 1 month, requires expiration.' This implies the tool is for short-term trade-level analysis and that an expiration is mandatory, but it does not explicitly mention when to prefer this over alternative sibling tools (e.g., option_history_greeks_all). The guidance is present but not comprehensive.

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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