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ApexVol MCP Server

ApexVol MCP Server

ApexVol MCP Server

PyPI Python License: MIT

A Model Context Protocol (MCP) server that gives AI assistants live access to ApexVol's options analytics platform: options chains, IV rank, volatility risk premium, Greeks, gamma exposure (GEX), expected moves, strategy building, and market screening. 44 tools, one connector.

Works with Claude Code, Claude Desktop, claude.ai (remote connector — no install), and any MCP-compatible client.

Quickstart

Option A — Remote connector (no install)

ApexVol is listed in Claude's connector directory: open https://claude.ai/directory/apexvol (or Customize → Connectors → Discover in claude.ai or Claude Desktop and search for ApexVol), then select Connect to Claude.

Sign in with your ApexVol account when prompted (OAuth). That's it — no Python, no config files.

To add it by hand instead (or in another MCP client), use this URL as a custom connector:

https://apexvol.com/mcp-server

Claude Code can use the remote server too:

claude mcp add --transport http apexvol https://apexvol.com/mcp-server

then authenticate when prompted (the /mcp command shows login state).

Option B — Local install (stdio)

pipx install apexvol-mcp
claude mcp add apexvol -e APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE -- apexvol-mcp

Access requires any paid ApexVol plan (from $55/mo). Every tool returns the same data tier your web plan includes; Pro unlocks the full toolset. Tokens are self-served at apexvol.com/account → API Access.

Related MCP server: Trading Volatility MCP

Example session

Real output, 2026-08-15:

You: What's the IV rank for SPY?

Claude calls get_iv_rank("SPY"):

Metric

Value

Current IV

12.3%

IV Rank

7.8

IV Percentile

8.3%

52-Week Low

11.2%

52-Week High

25.0%

Assessment: LOW — consider buying premium rather than selling it.

Follow-ups like "so is a calendar spread better than an iron condor here?" work because Claude can pull the term structure, build both strategies, and compare the Greeks — in the same conversation.

Architecture

Remote (no install)
┌─────────────────────────┐            ┌──────────────────────────────┐
│ claude.ai / Desktop /   │── OAuth ──▶│ https://apexvol.com/mcp-server│
│ Claude Code (HTTP)      │            │ (streamable HTTP)             │
└─────────────────────────┘            └──────────────────────────────┘

Local (stdio)
┌─────────────────────┐               ┌─────────────────────┐
│ Claude Code/Desktop │               │ apexvol.com         │
│         │           │               │                     │
│         ▼           │               │                     │
│   ApexVol MCP       │──── HTTPS ───▶│  /api/mcp/data/...  │
│   (runs locally)    │               │                     │
└─────────────────────┘               └─────────────────────┘

The local server runs on your machine and calls the ApexVol platform API. The remote server is the same toolset hosted by ApexVol, authenticated with OAuth instead of a token.

Features

  • 43 Analytics Tools — every /api/mcp/data endpoint is reachable from Claude

  • Built-in reference — a help tool answers "which tool gives me X" from a bundled copy of the API docs, and 41 prompts appear in your client's prompt picker: 33 starters, three per data family, plus 8 whole-job recipes

  • Natural Language Interface - Ask questions like "What's the IV rank for SPY?"

  • Remote or local - hosted OAuth connector, or a pipx-installed stdio server

  • Token Authentication - Secure API token validation (local mode)

  • Built-in health check - apexvol-mcp --check verifies your install and token

Available Tools

Options Chain (6 tools)

  • get_options_chain - Full options chain for any ticker

  • get_expirations - Available expiration dates

  • get_options_by_delta - Find options at specific delta

  • get_stock_price - Current price and company info

  • calculate_expected_move - Expected move from straddle pricing; tickers="SPY,AAPL,NVDA" prices up to 25 symbols in one call (0.1.4)

  • get_historical_chain - Chain snapshot on any past trading day

Volatility Analysis (7 tools)

  • get_iv_rank - IV rank and percentile; tickers="SPY,QQQ,IWM" ranks up to 25 symbols in one call (0.1.4)

  • get_volatility_cone - IV vs historical realized volatility

  • get_volatility_risk_premium - VRP (IV minus RV)

  • get_term_structure - IV across expirations

  • find_iv_opportunities - Mean reversion opportunities

  • get_vix_snapshot - VIX level and term-structure state

  • get_monies_surface - Smoothed vol surface: implied, forecast, or model-vs-market comparison

Greeks & GEX (5 tools)

  • get_gex - Gamma Exposure by strike; tickers= batches up to 25 symbols, strikes_around and detail size the payload (0.1.4)

  • get_charm_exposure - Delta decay exposure

  • get_third_order_greeks - Speed, zomma, color, vomma, ultima

  • get_greeks_heatmap - Greeks across strikes and expirations

  • get_cross_index_gex - Compare GEX across indices

Options Flow (3 tools)

  • get_options_flow - Flow and unusual activity (end-of-day figures while the market is closed; answers with an explanation, never zeros, if the volume feed goes quiet); limit and detail size the row lists (0.1.4)

  • get_smart_money_flow - Institutional flow patterns ⚠️ same limitation as above

  • scan_volatility_arb - Cross-index volatility arbitrage

Strategy Building (5 tools)

  • build_strategy - Build options strategies (iron condor, spreads, etc.)

  • analyze_strategy - Full P&L and Greeks analysis

  • optimize_strategy - Find optimal strikes

  • simulate_option_chain - Black-Scholes what-if re-pricing (price/DTE/IV shift)

  • calculate_probability_of_profit - PoP for any set of legs

Risk Management (4 tools)

  • calculate_portfolio_greeks - Aggregate portfolio Greeks

  • run_scenario_analysis - What-if scenarios

  • generate_stress_tests - Stress test results

  • get_hedge_recommendations - Delta-hedge suggestions (stock + option legs)

Positions are passed as a JSON array (ticker, position_type, quantity, strike, expiration, Greeks) — pull option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios.

Events & Screening (5 tools)

  • get_earnings_calendar - Upcoming earnings

  • analyze_earnings_history - Historical earnings moves

  • screen_market - Market screening (high IV, unusual volume, etc.)

  • get_market_overview - Market-wide volatility overview

  • get_economic_calendar - Macro events (CPI, FOMC, jobs...)

Ticker Analytics (8 tools)

  • get_ticker_analytics - One tool, eight views: skew, dividends, borrow_rate, correlation, hv_regimes, price_context, relative_value, greeks_exposure

  • get_earnings_move_analysis - seven views: mispricing, historical_moves, expected_vs_actual, verdict, seasonality, post_drift, iv_crush

  • get_max_pain - Max pain strike and loss profile

  • get_volume_profile - Volume/OI by strike with OI-implied support/resistance

  • get_zero_dte - 0DTE gamma, flip level, max pain, theta decay (SPY/QQQ/SPX...); strikes_around and detail size the chain (0.1.4)

  • get_orats_cores - Raw vendor cores row (340+ fields) with field selection

  • search_tickers - Resolve names to symbols / check coverage

  • scan_relative_value - Market-wide IV/SPY mean-reversion and pairs scans

Help and discovery (1 tool)

  • help - The API reference inside the server. help() lists the families and how to ask; help("get_iv_rank"), help("gex") or help("/iv-rank/{ticker}") return the tool, family or endpoint record (question, parameters, units, basis, fields, plan, prompts, docs URL); any other words run a search. Bundled data, no request cost, works before a token is set.

Prompt starters

The server also registers 41 prompts, three per data family plus one per recipe, that show up in the prompt picker of Claude Desktop, Cursor and VS Code. Each one carries the ticker as an argument with a real default, names the tools that answer it and links the family page. The wording matches the prompt library.

Installation (local mode, in detail)

Prerequisites

  • Python 3.10+

  • Any paid ApexVol plan and an API token (see "Getting a Token" below)

Install the Package

We recommend pipx so the apexvol-mcp command is isolated and always on your PATH:

pipx install apexvol-mcp

Plain pip install apexvol-mcp also works.

Or install from source:

git clone https://github.com/ryansilk/apexvol-mcp.git
cd apexvol-mcp
pip install -e .

Verify the install

Before touching any Claude config, confirm the command works and your token authenticates:

APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE apexvol-mcp --check

--check prints the client version, auth result, and your remaining rate-limit/monthly budget. If it says OK, the only step left is wiring it into Claude.

Configuration

Claude Code (CLI)

One command:

claude mcp add apexvol -e APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE -- apexvol-mcp

Or add to your project's .mcp.json or global ~/.claude.json by hand:

{
  "mcpServers": {
    "apexvol": {
      "command": "apexvol-mcp",
      "env": {
        "APEXVOL_API_TOKEN": "avmcp_YOUR_TOKEN_HERE"
      }
    }
  }
}

Claude Desktop App

macOS: Edit ~/Library/Application Support/Claude/claude_desktop_config.json

Windows: Edit %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "apexvol": {
      "command": "apexvol-mcp",
      "env": {
        "APEXVOL_API_TOKEN": "avmcp_YOUR_TOKEN_HERE"
      }
    }
  }
}

(Claude Desktop also supports the remote connector from Claude's connector directory — see Quickstart Option A.)

Environment Variables

Variable

Required

Description

APEXVOL_API_TOKEN

Yes

Your ApexVol API token

APEXVOL_API_URL

No

API URL (default: https://apexvol.com)

Rate limits

60 requests/min, 1,000/hour, 10,000/month per account — shared across local and remote modes. apexvol-mcp --check shows your remaining budget.

Usage

After configuration, restart Claude Code or Claude Desktop to load the MCP server.

Example Queries

Volatility Analysis:

  • "What's the IV rank for AAPL?"

  • "Show me the volatility cone for SPY"

  • "Is there a volatility risk premium in TSLA?"

Options Chain:

  • "Get the options chain for QQQ expiring next week"

  • "Find a 30 delta put on NVDA"

  • "What's the expected move for AMZN earnings?"

Greeks & GEX:

  • "What's the gamma exposure for SPY?"

  • "Show me the GEX flip point for QQQ"

  • "Compare GEX across major indices"

Flow Analysis:

  • "What's the options flow in AAPL today?"

  • "Any unusual options activity in META?"

  • "Scan for volatility arbitrage opportunities"

Strategy Building:

  • "Build an iron condor on SPY"

  • "Analyze a 150/155 call spread on AAPL"

  • "What are the Greeks for selling a 200 put on NVDA?"

Risk Management:

  • "Calculate portfolio Greeks for 100 AAPL shares and 1 AAPL 200 call"

  • "Run a stress test on my positions"

  • "How should I hedge my delta exposure?"

Market Overview:

  • "What's the market overview today?"

  • "Show me stocks with high IV rank"

  • "What earnings are coming up this week?"

Agent Skill

The repo ships an Agent Skill that teaches an AI assistant how to combine these tools into complete analyses — rich/cheap volatility assessment, earnings setups, premium-selling screens, GEX regime reads, and strategy stress-testing — with interpretation thresholds and error handling.

To use it with Claude Code, copy the skill into your skills directory:

mkdir -p ~/.claude/skills/options-analysis
curl -o ~/.claude/skills/options-analysis/SKILL.md \
  https://raw.githubusercontent.com/ryansilk/apexvol-mcp/main/skills/options-analysis/SKILL.md

Claude then loads it automatically whenever an options-analysis question comes up (the MCP server itself must also be connected).

Response Format

All tools return structured data with a markdown summary:

{
  "success": true,
  "data": { ... },
  "summary": "## AAPL IV Analysis\n\n| Metric | Value |\n...",
  "metadata": {
    "timestamp": "2025-01-08T10:30:00",
    "ticker": "AAPL"
  }
}

Authentication

Local mode uses token-based authentication; the remote connector uses OAuth (sign in with your ApexVol account, no token handling at all).

Token Format

  • Prefix: avmcp_

  • Length: 38 characters total

Getting a Token

API and MCP access are included with every paid ApexVol plan (Basic $55/mo, Premium, Pro). Each tool returns the same data tier your web plan includes; Pro unlocks the full toolset.

  1. Create and manage tokens at apexvol.com/account → API Access — issuance, rotation, and revocation are all self-service.

  2. Questions or issues: support@apexvol.com.

The token is sent with every request, so treat it like a password. If it leaks, revoke it on the account page and create a new one.

Troubleshooting

Start with the health check — it diagnoses most issues in one shot:

APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE apexvol-mcp --check

"Invalid or missing API token"

  • Verify your APEXVOL_API_TOKEN environment variable is set correctly

  • Ensure your token hasn't been revoked (check apexvol.com/account → API Access)

  • Check that the token starts with avmcp_

"Request timed out"

  • Check your internet connection

  • The ApexVol platform may be temporarily unavailable

MCP Server Not Loading

  • Restart Claude Code/Desktop after configuration changes

  • Check that apexvol-mcp is in your PATH (which apexvol-mcp; pipx installs handle this automatically)

  • Verify the configuration JSON syntax is valid

Remote connector won't authorize

  • Confirm your ApexVol account has an active paid plan, then remove and re-add the connector

  • The connector URL is exactly https://apexvol.com/mcp-server (no trailing slash)

Development

Running Locally

# Install in development mode
pip install -e ".[dev]"

# Run the server directly
python -m apexvol_mcp.server

Running Tests

pytest tests/

Support

For issues or questions:

License

MIT — see LICENSE. The client is open source; access to the ApexVol platform itself remains gated by your subscription.

Available Tools

43 tools
analyze_earnings_historyEarnings HistoryA
Read-only
Inspect

Analyze historical earnings moves for a stock.

Shows how the stock has moved on past earnings announcements, compared to the expected move implied by options.

Use this tool when the user asks about:

  • Historical earnings moves

  • Past earnings reactions

  • Beat/miss patterns

  • Options pricing accuracy

Args: ticker: Stock symbol

Returns: Historical earnings move analysis

Inputs: ticker (required).

analyze_strategyStrategy AnalyzerA
Read-only
Inspect

Analyze a custom options strategy.

Calculates full P&L profile, Greeks, probability of profit, and risk metrics for a custom strategy.

Use this tool when the user asks about:

  • Analyzing a specific trade

  • Strategy P&L profile

  • Greeks for a position

Args: ticker: Stock symbol legs: Strategy legs in format "BUY 1 C 150, SELL 1 C 155"

Returns: Full analysis with P&L, Greeks, and probabilities

Inputs: legs (required), ticker (required).

build_strategyStrategy BuilderA
Read-only
Inspect

Build an options strategy with optimal parameters.

Supports various strategy types and automatically selects strikes based on target delta or other criteria.

Strategy types: iron_condor, credit_spread, debit_spread, straddle, strangle, butterfly, calendar

Use this tool when the user asks about:

  • Building a specific strategy

  • Iron condor, credit spread, etc.

  • Strategy construction

Args: ticker: Stock symbol strategy_type: Type of strategy (iron_condor, credit_spread, etc.) expiration: Target expiration or None for nearest monthly width: Strike width for spreads in dollars; fractional widths like 2.5 are valid (default 5) target_delta: Target delta for strike selection (default 0.30)

Returns: Strategy details with legs, Greeks, and expected P&L

Inputs: ticker (required), strategy_type (required), width, expiration, +1 more.

calculate_expected_moveExpected MoveA
Read-only
Inspect

Calculate the expected move based on ATM straddle pricing.

The expected move represents the market's implied price range through the expiration date, derived from options pricing.

Use this tool when the user asks about:

  • Expected move or implied move

  • How much a stock might move

  • Options-implied price range

  • Event risk pricing

Args: ticker: Stock symbol expiration: Specific expiration or None for nearest

Returns: Expected move in dollars and percentage

Inputs: ticker (required), expiration.

calculate_portfolio_greeksPortfolio GreeksA
Read-only
Inspect

Calculate aggregate Greeks for a portfolio of positions.

Takes a portfolio of options positions and calculates net delta, theta, and vega exposure plus a risk-level assessment.

Use this tool when the user asks about:

  • Portfolio Greeks

  • Net delta/theta/vega

  • Position exposure

Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios.

Returns: Aggregated portfolio Greeks with risk assessment

Inputs: positions (required).

calculate_probability_of_profitProbability of ProfitA
Read-only
Inspect

Calculate the probability of profit for a set of option legs.

Uses N(d2)-based probabilities on the combined position payoff.

Use this tool when the user asks about:

  • Probability of profit / PoP for a trade

  • Odds a spread or condor expires profitable

Args: legs: JSON array of legs, e.g. '[{"option_type": "put", "action": "sell", "strike": 95, "iv": 32.5, "premium": 1.20, "quantity": 1}]' (iv accepts percent or decimal; premium is per share) stock_price: Current stock price days_to_exp: Days to expiration

Returns: Probability of profit percentage

Inputs: legs (required), days_to_exp (required), stock_price (required).

find_iv_opportunitiesIV OpportunitiesA
Read-only
Inspect

Find IV mean reversion trading opportunities.

Identifies when IV is statistically extreme (>2 std from mean) and suggests strategies to capture mean reversion.

Use this tool when the user asks about:

  • Mean reversion opportunities

  • Extreme IV levels

  • When to sell/buy volatility

  • IV statistical analysis

Args: ticker: Stock symbol z_score_threshold: Statistical threshold (default 2.0)

Returns: Opportunity assessment with strategy recommendations

Inputs: ticker (required), z_score_threshold.

generate_stress_testsStress TestsA
Read-only
Inspect

Run stress test scenarios on a portfolio.

Tests portfolio under extreme market conditions like crashes, vol spikes, and rallies.

Use this tool when the user asks about:

  • Stress testing

  • Crash scenarios

  • Worst-case analysis

Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios.

Returns: P&L under various stress scenarios

Inputs: positions (required).

get_charm_exposureCharm ExposureA
Read-only
Inspect

Get charm (delta decay) exposure by strike.

Charm measures how delta changes with time. High charm exposure indicates significant delta changes as time passes, affecting hedging flows.

Use this tool when the user asks about:

  • Charm exposure

  • Delta decay

  • Time-based hedging flows

Args: ticker: Stock symbol expiration: Specific expiration or None for nearest

Returns: Charm exposure by strike

Inputs: ticker (required), expiration.

get_cross_index_gexCross-Index GEXA
Read-only
Inspect

Compare GEX across major indices.

Shows gamma exposure comparison between SPY, QQQ, IWM, and other major indices to understand market-wide positioning.

Use this tool when the user asks about:

  • Cross-index GEX comparison

  • Market-wide gamma positioning

  • Index relative GEX

Args: tickers: Comma-separated tickers or None for defaults (SPY,QQQ,IWM,DIA)

Returns: GEX comparison across indices

Inputs: tickers.

get_earnings_calendarEarnings CalendarA
Read-only
Inspect

Get upcoming earnings announcements.

Shows companies reporting earnings in the upcoming period, including expected move implied by options pricing.

Use this tool when the user asks about:

  • Upcoming earnings

  • What companies report this week

  • Earnings calendar

Args: days_ahead: Number of days to look ahead (default 7) min_market_cap: Minimum market cap filter in billions

Returns: List of upcoming earnings with expected moves

Inputs: days_ahead, min_market_cap.

get_earnings_move_analysisEarnings Move AnalysisA
Read-only
Inspect

Analyze how a stock moves around earnings and whether options misprice it.

Pick via the analysis argument:

  • "mispricing" (default): IV rank + VRP + expected-vs-actual history combined into an over/underpriced assessment

  • "historical_moves": realized post-earnings moves over several horizons

  • "expected_vs_actual": straddle-implied expected move vs what actually happened

  • "verdict": combined buy/sell-the-straddle verdict for the next earnings

  • "seasonality": monthly/quarterly return and volatility seasonality

  • "post_drift": post-earnings drift statistics over recent quarters

  • "iv_crush": IV build-up and crush pattern around past earnings

Use this when the user asks whether earnings options are over/underpriced, how a stock usually moves on earnings, or if a straddle is worth buying.

Args: ticker: Stock symbol analysis: One of the seven analysis names above periods: Comma-separated day horizons for historical_moves (default "7,14,21,30")

Returns: The selected earnings analysis payload with a compact summary

Inputs: ticker (required), periods, analysis.

get_economic_calendarEconomic CalendarA
Read-only
Inspect

Get the macro economic-event calendar (CPI, FOMC, jobs reports...).

Use this tool when the user asks about:

  • Upcoming macro events or data releases

  • When the next CPI/FOMC/NFP is

  • Event risk beyond earnings

Args: from_date: Start date YYYY-MM-DD (default today) to_date: End date YYYY-MM-DD (default ~1 week out)

Returns: Economic events with dates and importance

Inputs: to_date, from_date.

get_expirationsExpiration DatesA
Read-only
Inspect

Get available expiration dates for a ticker.

Returns a list of all available options expiration dates, useful for planning trades or understanding the term structure.

Use this tool when the user asks about:

  • When options expire

  • Available expiration dates

  • Weekly vs monthly expirations

Args: ticker: Stock symbol

Returns: List of expiration dates

Inputs: ticker (required).

get_gexGamma Exposure (GEX)A
Read-only
Inspect

Get Gamma Exposure (GEX) levels and flip points.

GEX measures the gamma exposure of market makers at each strike level. Positive GEX suggests dealer hedging will dampen moves (supportive). Negative GEX suggests dealer hedging will amplify moves (volatile).

Use this tool when the user asks about:

  • Gamma exposure or GEX

  • Support and resistance from options

  • Dealer hedging levels

  • Market maker positioning

Args: ticker: Stock symbol (e.g., "SPY", "QQQ") expiration: Specific expiration or None for aggregate aggregate: Whether to aggregate across all expirations

Returns: GEX by strike, total GEX, and key levels

Inputs: ticker (required), aggregate, expiration.

get_greeks_heatmapGreeks HeatmapA
Read-only
Inspect

Get Greeks visualization data across strikes and expirations.

Returns a matrix of Greek values that can be visualized as a heatmap. Useful for understanding the Greek landscape across the chain.

Use this tool when the user asks about:

  • Greeks across strikes

  • Delta/gamma/theta/vega heatmap

  • Greek distribution

Args: ticker: Stock symbol greek: Which Greek to show ("delta", "gamma", "theta", "vega") option_type: "calls" or "puts"

Returns: Heatmap matrix data with strikes and expirations

Inputs: ticker (required), greek, option_type.

get_hedge_recommendationsHedge RecommendationsA
Read-only
Inspect

Get delta-hedge recommendations for a portfolio.

Computes net portfolio delta and suggests a stock hedge plus an option-based alternative on the hedge ticker to reach the target delta. Recommendations are share-equivalent, not beta-weighted.

Use this tool when the user asks about:

  • How to hedge a position or portfolio

  • Getting delta-neutral

  • Protective puts / reducing directional risk

Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios. hedge_ticker: Instrument to hedge with (default SPY) target_delta: Desired net portfolio delta (default 0 = neutral)

Returns: Current vs target delta and concrete hedge suggestions

Inputs: positions (required), hedge_ticker, target_delta.

get_historical_chainHistorical Options ChainA
Read-only
Inspect

Get the options chain as it looked on a past trading day (EOD snapshot).

Historical chains go back years — see how an option was priced before an earnings event, through a selloff, or at any point in its life.

Use this tool when the user asks about:

  • What an option was trading at on a past date

  • How a chain looked before/after an event

  • Backtesting entries against real historical quotes

Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD trade_date: The historical date to snapshot YYYY-MM-DD

Returns: End-of-day chain snapshot for that date

Inputs: ticker (required), expiration (required), trade_date (required).

get_iv_rankIV RankA
Read-only
Inspect

Get IV Rank and percentile for a stock.

IV Rank shows where current implied volatility stands relative to its historical range. High IV Rank (>50) suggests elevated volatility, potentially favorable for selling premium. Low IV Rank (<30) suggests cheap options, potentially favorable for buying premium.

Use this tool when the user asks about:

  • Whether options are expensive or cheap

  • IV rank or IV percentile

  • Historical volatility context

  • Premium selling/buying opportunities

Args: ticker: Stock symbol (e.g., "AAPL", "SPY") lookback_days: Historical lookback period (default 252 = 1 year)

Returns: IV rank data with interpretation and strategy recommendations

Inputs: ticker (required), lookback_days.

get_market_overviewMarket OverviewA
Read-only
Inspect

Get market-wide volatility overview.

Shows aggregate volatility metrics across major indices and sectors, including VIX levels, put/call ratios, and GEX regime.

Use this tool when the user asks about:

  • Market overview

  • Overall market volatility

  • VIX and market sentiment

  • Broad market positioning

Returns: Market-wide volatility and positioning overview

Inputs: no named parameters.

get_max_painMax PainA
Read-only
Inspect

Get the max pain strike for a ticker.

Max pain is the strike where option holders lose the most at expiry (and writers keep the most premium) — often watched as a magnet level into expiration.

Use this tool when the user asks about:

  • Max pain level

  • Where the stock might pin at expiration

  • Option-writer positioning

Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD (default: nearest)

Returns: Max pain strike with the loss profile by strike

Inputs: ticker (required), expiration.

get_monies_surfaceVolatility SurfaceA
Read-only
Inspect

Get the ORATS monies volatility surface for a ticker.

  • "implied" (default): the market's current smoothed vol surface

  • "forecast": ORATS's model-forecast surface

  • "comparison": implied vs forecast side by side — where the model disagrees with the market (potential rich/cheap spots)

Use this tool when the user asks about:

  • The vol surface or smoothed IV by delta

  • Model-vs-market vol disagreement

  • Where IV looks rich or cheap across the surface

Args: ticker: Stock symbol surface: "implied", "forecast", or "comparison"

Returns: Monies surface rows per expiration

Inputs: ticker (required), surface.

get_options_by_deltaOptions by DeltaA
Read-only
Inspect

Find options at a specific delta.

Useful for finding options at standard delta levels (e.g., 0.30 delta calls for covered calls, 0.16 delta puts for credit spreads).

Use this tool when the user asks about:

  • Options at a specific delta

  • 30 delta calls or 20 delta puts

  • Finding strikes by delta

Args: ticker: Stock symbol target_delta: Target delta (0.0 to 1.0, default 0.30) option_type: "call" or "put" expiration: Specific expiration or None for nearest

Returns: Strike and option details at the target delta

Inputs: ticker (required), expiration, option_type, target_delta.

get_options_chainOptions ChainA
Read-only
Inspect

Get the options chain for a ticker.

Returns calls and puts with all Greeks, IV, volume, and open interest per strike. Defaults to the nearest expiration and the 20 strikes each side of the money — widen only when the analysis genuinely needs it.

Use this tool when the user asks about:

  • Options prices for a stock

  • Call or put prices at specific strikes

  • Volume and open interest data

  • Full options chain information

Args: ticker: Stock symbol (e.g., "AAPL", "SPY", "TSLA") expiration: Specific expiration date (YYYY-MM-DD); overrides num_expirations num_expirations: How many of the nearest expirations to include (1-10) strikes_around: Strikes per side of the money to keep (0 = full chain)

Returns: Options chain data with calls, puts, and metadata

Inputs: ticker (required), expiration, strikes_around, num_expirations.

get_options_flowOptions FlowA
Read-only
Inspect

Analyze options flow and unusual activity for a ticker.

Returns call/put volumes, premiums, and identifies unusual activity that may indicate institutional positioning.

Use this tool when the user asks about:

  • Options flow or order flow

  • Call/put ratio

  • Unusual options activity

  • Large trades or sweeps

Args: ticker: Stock symbol

Returns: Flow analysis with volumes, premiums, and unusual activity

Inputs: ticker (required).

get_orats_coresORATS Core DataA
Read-only
Inspect

Get raw ORATS "cores" analytics for a ticker — 340+ pre-computed fields.

The deepest single call available: IV surface summary metrics, IV/HV history stats, term-structure slope/contango, earnings-move components, borrow rates, betas, percentiles, and more, straight from the data vendor. Use when the curated endpoints don't carry the specific field you need.

Use this tool when the user asks about:

  • A specific ORATS field by name

  • Deep vendor-level analytics not in other tools

  • Bulk fundamentals+vol context for one ticker

Args: ticker: Stock symbol fields: Comma-separated field names for specific fields, "all" for the entire row, or empty for the curated ~45-field default

Returns: The requested cores fields (available_field_count says how many exist)

Inputs: ticker (required), fields.

get_smart_money_flowSmart Money FlowA
Read-only
Inspect

Identify institutional/smart money options trades.

Filters for large trades, sweeps, and block orders that may indicate informed positioning.

Use this tool when the user asks about:

  • Smart money or institutional flow

  • Large options trades

  • Block trades or sweeps

  • Whale activity

Args: ticker: Stock symbol

Returns: Smart money flow patterns and significant trades

Inputs: ticker (required).

get_stock_priceStock PriceA
Read-only
Inspect

Get current stock price and company information.

Returns the current price, bid/ask, and basic company stats.

Use this tool when the user asks about:

  • Current stock price

  • Bid/ask spread

  • Company information

Args: ticker: Stock symbol

Returns: Current price and company information

Inputs: ticker (required).

get_term_structureIV Term StructureA
Read-only
Inspect

Get IV term structure across all expirations.

Shows how implied volatility varies across different expiration dates. Contango (upward slope) is normal; backwardation suggests near-term event risk.

Use this tool when the user asks about:

  • Term structure of volatility

  • Calendar spread opportunities

  • Event-driven vol bumps

  • Contango vs backwardation

Args: ticker: Stock symbol

Returns: Term structure data by expiration

Inputs: ticker (required).

get_third_order_greeksThird-Order GreeksA
Read-only
Inspect

Get third-order Greeks: Speed, Zomma, Color, Vomma, Ultima.

These advanced Greeks measure higher-order sensitivities:

  • Speed: Rate of change of gamma

  • Zomma: Gamma sensitivity to volatility

  • Color: Gamma sensitivity to time

  • Vomma: Vega sensitivity to volatility

  • Ultima: Vomma sensitivity to volatility

Use this tool when the user asks about:

  • Third-order Greeks

  • Speed, zomma, color

  • Advanced Greeks analysis

Args: ticker: Stock symbol expiration: Specific expiration or None for nearest

Returns: Third-order Greeks data

Inputs: ticker (required), expiration.

get_ticker_analyticsTicker AnalyticsA
Read-only
Inspect

Get a specific per-ticker analytics view.

One tool, eight analyses — pick via the analysis argument:

  • "skew": put/call IV skew (view: "analysis" default, "history", "curvature")

  • "dividends": dividend history, yield, and ex-date behavior

  • "borrow_rate": stock borrow cost / hard-to-borrow signals (short-squeeze context)

  • "correlation": correlation and beta vs SPY and sector; pass compare_with to get the pairwise correlation vs another ticker instead

  • "hv_regimes": historical volatility regimes (view: "dashboard" default, "signals", "decomposition", "ex_earnings")

  • "price_context": price action + volatility briefing for orientation

  • "relative_value": is this ticker's vol rich or cheap vs its own history and peers

  • "greeks_exposure": dealer gamma/delta/vanna/charm exposure by strike

Args: ticker: Stock symbol (e.g., "AAPL") analysis: One of the eight analysis names above expiration: Optional YYYY-MM-DD filter (greeks_exposure only) days: History window in trading days (borrow_rate, relative_value, hv_regimes) view: Sub-view for skew / hv_regimes (see above) compare_with: Second ticker for pairwise correlation (correlation only)

Returns: The selected analytics payload with a compact summary

Inputs: ticker (required), analysis (required), days, view, +2 more.

get_vix_snapshotVIX SnapshotA
Read-only
Inspect

Get the current VIX snapshot: level, change, and term-structure state.

Use this tool when the user asks about:

  • The VIX or overall market fear level

  • Whether index vol is elevated or calm

  • Vol regime context before a trade

Returns: VIX level, change, and context

Inputs: no named parameters.

get_volatility_coneVolatility ConeA
Read-only
Inspect

Get volatility cone comparing current IV to historical realized volatility.

The volatility cone shows the historical distribution of realized volatility at different time horizons, allowing comparison with current implied volatility. This helps identify if options are over/underpriced relative to historical moves.

Use this tool when the user asks about:

  • IV vs realized volatility comparison

  • Volatility cone analysis

  • Historical volatility distribution

  • Whether options are fairly priced

Args: ticker: Stock symbol periods: Comma-separated periods in days (default "10,20,30,60,90")

Returns: Volatility cone data with percentile rankings

Inputs: ticker (required), periods.

get_volatility_risk_premiumVolatility Risk PremiumA
Read-only
Inspect

Calculate the volatility risk premium (IV minus realized volatility).

VRP measures the spread between implied and realized volatility. Positive VRP means options are pricing in more volatility than actually occurs - favorable for sellers. Negative VRP means options are cheap relative to actual moves.

Use this tool when the user asks about:

  • Volatility risk premium or VRP

  • IV vs RV spread

  • Whether to sell or buy volatility

  • Premium edge assessment

Args: ticker: Stock symbol lookback_days: Days for realized vol calculation (default 30) view: "current" (snapshot), "timeseries" (IV vs HV through time), or "by_expiration" (VRP per expiration)

Returns: VRP data with assessment and strategy recommendation

Inputs: ticker (required), view, lookback_days.

get_volume_profileVolume ProfileA
Read-only
Inspect

Get the option volume and open-interest profile by strike.

Shows where volume and OI concentrate across strikes — support/ resistance implied by positioning, plus notable OI changes.

Use this tool when the user asks about:

  • Where the open interest sits

  • Volume by strike

  • OI-implied support and resistance

Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD (default: nearest)

Returns: Per-strike volume/OI profile

Inputs: ticker (required), expiration.

get_zero_dte0DTE AnalyticsA
Read-only
Inspect

Get 0DTE (same-day expiration) analytics for a ticker.

Includes 0DTE gamma exposure, gamma flip level, max pain, theta decay projection, and the chain for today's expiration. Only meaningful for tickers with daily expirations (SPY, QQQ, SPX...) on trading days.

Use this tool when the user asks about:

  • 0DTE setups or same-day options

  • Intraday gamma/pinning levels

  • Today's expiration chain

Args: ticker: Stock symbol with 0DTE listings (e.g., "SPY")

Returns: 0DTE analytics payload

Inputs: ticker (required).

optimize_strategyStrike OptimizerA
Read-only
Inspect

Find optimal strikes for a strategy type.

Optimizes strike selection based on target criteria like max credit, best risk/reward, or target probability.

Use this tool when the user asks about:

  • Best strikes for a strategy

  • Optimal iron condor strikes

  • Maximizing credit or probability

Args: ticker: Stock symbol strategy_type: Type of strategy target: Optimization target (credit, risk_reward, probability)

Returns: Optimized strategy parameters

Inputs: ticker (required), strategy_type (required), target.

run_scenario_analysisScenario AnalysisA
Read-only
Inspect

Run what-if scenario analysis on a portfolio.

Shows how portfolio value changes under different market conditions (linear delta/vega/theta approximation).

Use this tool when the user asks about:

  • What-if scenarios

  • Portfolio P&L under different conditions

  • Price/vol sensitivity

Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios. stock_move_pct: Percent stock price change to simulate (e.g. -5) iv_change_pct: Percent IV change to simulate (e.g. 25) days_forward: Days of time decay to advance

Returns: Estimated P&L under the scenario with per-Greek contributions

Inputs: positions (required), days_forward, iv_change_pct, stock_move_pct.

scan_relative_valueRelative Value ScanA
Read-only
Inspect

Market-wide relative-value scans.

  • "mean_reversion" (default): tickers whose IV/SPY ratio is stretched vs its own 1-year average — rich or cheap vol candidates

  • "pairs": rich-vs-cheap ticker pairs for pairs trading

Args: view: "mean_reversion" or "pairs" limit: Max results (1-50) threshold: Z-score threshold for mean_reversion (default 1.5)

Returns: Scan results ranked by stretch

Inputs: view, limit, threshold.

scan_volatility_arbVolatility Arbitrage ScanA
Read-only
Inspect

Scan for cross-index volatility arbitrage opportunities.

Identifies when implied volatility relationships between correlated assets are mispriced, creating potential arbitrage opportunities.

Use this tool when the user asks about:

  • Volatility arbitrage

  • Cross-asset vol relationships

  • Vol dislocations

  • Relative value opportunities

Returns: Volatility arbitrage opportunities across indices

Inputs: no named parameters.

screen_marketMarket ScreenerA
Read-only
Inspect

Screen the market for trading opportunities.

Preset screens run against the full ~6,000-ticker universe using bulk data (cheap on quota). Pass screen_type="list" to fetch the catalog.

Screen types:

  • high_iv_rank / low_iv_rank: elevated or depressed IV vs 1-year range

  • high_vrp: IV rich vs realized — premium-selling edge

  • earnings_this_week: reporting in the next 7 days

  • high_skew: elevated put skew (hedging demand / fear)

  • steep_contango: large front-to-back IV spread (calendar spreads)

  • mean_reversion: IV/SPY ratio stretched vs its 1-year average

  • vol_pairs: rich-vs-cheap ticker pairs vs SPY

  • decorrelation: low-beta diversifiers

  • unusual_volume: options volume far above 20-day average

  • pin_risk: spot pinned near a large-OI strike into expiration

Use this tool when the user asks about:

  • Finding trading opportunities

  • Screening for high IV stocks

  • Unusual activity scan

  • What to trade

Args: screen_type: Screen name from the list above (or "list" for the catalog) limit: Maximum results to return (default 20) min_market_cap: Minimum market cap in dollars (0 = server default $1B) exclude_earnings_days: Skip tickers reporting within N days (0 = keep all)

Returns: Stocks matching the screen criteria

Inputs: limit, screen_type, min_market_cap, exclude_earnings_days.

search_tickersTicker SearchA
Read-only
Inspect

Search or validate tickers against the platform's coverage universe.

Use before deep analysis when unsure a symbol is supported, or to resolve a company name to its ticker.

Args: query: Symbol or company-name fragment (e.g. "NVDA" or "nvidia") limit: Max matches to return (1-20)

Returns: Ranked matches plus exact-match/supported flags

Inputs: query (required), limit.

simulate_option_chainChain SimulatorA
Read-only
Inspect

Re-price an options chain at a hypothetical stock price, DTE, and IV shift.

Black-Scholes "what-if" for the whole chain: what would these options be worth if the stock were at X, with Y days left, and IV up/down Z%?

Use this tool when the user asks about:

  • What an option would be worth if the stock moves

  • How theta decay reshapes the chain over time

  • IV crush / IV spike what-ifs

Args: ticker: Stock symbol (server fetches the current chain) sim_price: Hypothetical stock price sim_dte: Days to expiration to simulate (0 = at expiry) iv_adjustment: IV shift in percent, -50 to +50 (e.g. -30 for IV crush) expiration: Expiration date YYYY-MM-DD (default: nearest)

Returns: The re-priced chain with Greeks at the simulated conditions

Inputs: ticker (required), sim_dte (required), sim_price (required), expiration, +1 more.

Tool Schema Changelog

Recent tool additions, removals, and schema changes observed during successful MCP inspections.

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    TDQS

    A3.8/5.0

    Scored across 43 tools

    Disambiguation2/5

    Several tool clusters have unclear boundaries: get_options_flow and get_smart_money_flow both analyze options flow, find_iv_opportunities overlaps with get_iv_rank, get_volatility_risk_premium, scan_relative_value, and screen_market, and get_market_overview partially duplicates get_vix_snapshot. Multi-analysis aggregators like get_ticker_analytics and get_earnings_move_analysis also duplicate capabilities scattered across standalone tools, making selection genuinely ambiguous.

    Naming Consistency4/5

    The vast majority follow a consistent get_/calculate_/build_/analyze_ verb-noun snake_case pattern. Minor deviations exist, such as analyze_earnings_history versus get_earnings_move_analysis for similar earnings analytics, and scan_volatility_arb versus screen_market using different verbs for overlapping scanning actions.

    Tool Count2/5

    43 tools is well beyond the 25+ threshold for a heavy tool surface. While the domain is broad, several tools are redundant or could be consolidated into the existing multi-analysis pattern (e.g., get_ticker_analytics, get_earnings_move_analysis), and the overlapping scanner and flow tools could be merged to reduce the count meaningfully.

    Completeness5/5

    For an options and volatility analytics server, the surface is exceptionally complete: chains, historical chains, Greeks, GEX, IV metrics, term structure, flow, strategy building/analysis, portfolio risk, earnings, economic calendar, market screening, and ticker search are all covered. There are no obvious dead ends or critical missing operations within the read-only analytics scope.

    Maintenance

    ActivitySlowing
    ResponsivenessNo recent community issues

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