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drmartell

thetadata-mcp

by drmartell

option_history_trade_greeks_third_order

Retrieve third-order Greeks for each historical option trade, filtered by symbol and expiration, within a one-month period.

Instructions

[PROFESSIONAL] Third-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 provided, the description carries the full burden. It discloses the pre-requisite of expiration and a 1-month maximum, which is useful context beyond the schema. However, it omits other behavioral traits such as return format, handling of wildcard expiration ('*'), or whether it is a read-only operation.

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 short sentence, front-loaded with the core purpose. There is no fluff or repetitive content, and every word earns its place (aside from the 'PROFESSIONAL' prefix, which is marginal but not harmful).

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 15 parameters, no output schema, and many similar siblings. The description fails to explain how it differs from other trade greeks variations (e.g., first-order, all) or what the return structure looks like. It leaves the agent to infer context from the name alone, which is insufficient for correct invocation.

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 baseline is 3. The description adds no parameter-level detail beyond what the schema already provides; the 'requires expiration' note merely repeats the schema's required field. The 'Max 1 month' constraint is a global limitation, not a parameter semantic.

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 'Third-order greeks at each trade', which is a specific verb+resource (fetch third-order greeks for trade data). This distinguishes it from sibling tools by order (first/second/all) and trade-level vs EOD, so it is easy to identify the correct tool.

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 trade-level third-order greeks and provides constraints ('Max 1 month, requires expiration'), but does not explicitly state when to prefer this over alternatives or when not to use it. No exclusions or alternative tool names are given.

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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