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drmartell

thetadata-mcp

by drmartell

option_history_trade_greeks_first_order

Retrieve first-order Greeks for each historical options trade by expiration, with data limited to one month.

Instructions

[PROFESSIONAL] First-order greeks 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.
Behavior3/5

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

With no annotations, the description carries the full transparency burden. It does disclose important behavioral limits (max 1 month, expiration required) and that it returns per-trade data, but it does not describe output format, error behavior, or data freshness. The disclosure is minimal but not misleading.

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 concise sentence, front-loaded with the core purpose and followed by key constraints. Every word adds value, with no redundancy or filler.

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?

The tool has 15 parameters, no output schema, and no annotations, yet the description only states a one-line summary and two constraints. It does not explain return structure, time range handling, or how it differs from similar tools, leaving significant gaps for such a complex endpoint.

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%, so the schema fully documents all 15 parameters. The description adds no extra parameter semantics beyond what the schema already provides, hitting the baseline of 3.

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 indicates the tool provides first-order Greeks on a per-trade basis, and distinguishes it from related tools by noting the 1-month limit and expiration requirement. However, it lacks an explicit verb like 'Get' or 'Fetch', so it is not maximally specific.

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 useful constraints (max 1 month, requires expiration) that imply when this tool can be used, but it does not explicitly state alternatives or provide when-not-to-use guidance. Context is clear but exclusions are absent.

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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