Skip to main content
Glama
drmartell

thetadata-mcp

by drmartell

option_snapshot_greeks_second_order

Get real-time second-order Greeks (gamma, vanna, vomma) for all option contracts on an expiration, with configurable strike, right, and rate parameters.

Instructions

[PROFESSIONAL] Real-time second-order greeks for all contracts on an expiration.

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
min_timeNoFilters snapshots to include only data with a timestamp greater or equal to the specified value (HH:mm:ss.SSS format).
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.
stock_priceNoThe underlying stock price to be used in the Greeks calculation.
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?

With no annotations provided, the description carries the full burden of behavioral disclosure, but it only states 'Real-time second-order greeks for all contracts on an expiration.' It does not explain return format, whether results are paginated, any rate limits, or that this is a read-only operation. It adds little beyond the tool name and schema descriptions.

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

Conciseness4/5

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

The description is a single sentence, which is highly concise and front-loaded with the key phrase 'Real-time second-order greeks'. However, the leading '[PROFESSIONAL]' tag is unnecessary filler and does not add meaningful information, preventing a perfect score.

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 (12 parameters, no output schema, no annotations, and numerous sibling tools), a one-sentence description is insufficient. It does not specify what fields are included in the response (e.g., gamma, vanna, charm), how filters interact, or what makes this snapshot different from history or at-time variants. The schema documents parameters but not the overall behavior or return expectations.

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 input schema covers all 12 parameters with descriptions (100% coverage), so the description does not need to repeat them. Baseline is 3 because the schema does the heavy lifting. However, the description itself adds no semantic value about parameters or their relationships, so it earns exactly the baseline.

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 identifies the tool's function: returning real-time second-order Greeks for all contracts on a given expiration. It effectively distinguishes itself from sibling tools like first/third-order and implied volatility by naming 'second-order'. However, it lacks an explicit action verb (e.g., 'retrieves'), making it slightly less direct than a fully specified purpose.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

No explicit guidance is provided about when to use this tool versus alternatives such as option_snapshot_greeks_first_order or option_snapshot_greeks_all. The description implies usage through the phrase 'second-order greeks', but it does not state exclusions, prerequisites, or alternative scenarios. A user must infer from the tool name alone.

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