ApexVol MCP Server
ApexVol MCP Server connects AI assistants to live options analytics — chains, volatility, Greeks/GEX, flow, strategy building, risk, and screening — over 43 tools (plus a help tool) available remotely via OAuth or locally via an API token.
Options chains & pricing: full chains with Greeks/IV/volume/OI, expirations, strike-by-delta lookup, stock quotes, expected move, and historical EOD chain snapshots
Volatility analysis: IV rank/percentile, volatility cone, volatility risk premium (current/timeseries/by-expiration), term structure, IV mean-reversion opportunities, VIX snapshot, and ORATS implied/forecast vol surface
Greeks & dealer positioning: GEX by strike with flip levels, charm exposure, third-order Greeks (speed, zomma, color, vomma, ultima), Greeks heatmaps, and cross-index GEX comparison
Options flow: flow/unusual activity, institutional "smart money" patterns, and cross-index volatility arbitrage scans
Strategy building: construct strategies (iron condor, spreads, straddle, butterfly, calendar), analyze custom legs, optimize strikes, Black-Scholes chain what-ifs, and probability of profit
Risk management: aggregate portfolio Greeks, scenario analysis, stress tests, and delta-hedge recommendations
Events & screening: earnings calendar/history, macro economic calendar, market-wide volatility overview, and preset screens (high IV rank, high VRP, high skew, contango, pin risk, unusual volume, etc.)
Ticker analytics: eight views per ticker (skew, dividends, borrow rate, correlation, HV regimes, price context, relative value, dealer Greek exposure), seven earnings-move analyses, max pain, volume/OI profile, 0DTE analytics, and raw ORATS 340+ field cores
Discovery & utilities: ticker search/coverage validation, market-wide relative-value and pairs scans, an in-server
helpreference, and 41 prompt starters in the client picker
Click on "Deploy Server".
Wait a few minutes for the server to deploy. Once ready, it will show a "Started" state.
In the chat, type
@followed by the MCP server name and your instructions, e.g., "@ApexVol MCP Server What's the IV rank for SPY?"
That's it! The server will respond to your query, and you can continue using it as needed.
Here is a step-by-step guide with screenshots.
ApexVol MCP Server
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.
Setup guide (step by step): https://apexvol.com/learn/claude-options-data-mcp
REST API docs: https://apexvol.com/docs/api
Single-file API reference, sized for LLM context windows: https://apexvol.com/docs/api/apexvol-api.md
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-serverClaude Code can use the remote server too:
claude mcp add --transport http apexvol https://apexvol.com/mcp-serverthen 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-mcpAccess 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/dataendpoint is reachable from ClaudeBuilt-in reference — a
helptool 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 recipesNatural 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 --checkverifies your install and token
Available Tools
Options Chain (6 tools)
get_options_chain- Full options chain for any tickerget_expirations- Available expiration datesget_options_by_delta- Find options at specific deltaget_stock_price- Current price and company infocalculate_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 volatilityget_volatility_risk_premium- VRP (IV minus RV)get_term_structure- IV across expirationsfind_iv_opportunities- Mean reversion opportunitiesget_vix_snapshot- VIX level and term-structure stateget_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_aroundanddetailsize the payload (0.1.4)get_charm_exposure- Delta decay exposureget_third_order_greeks- Speed, zomma, color, vomma, ultimaget_greeks_heatmap- Greeks across strikes and expirationsget_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);limitanddetailsize the row lists (0.1.4)get_smart_money_flow- Institutional flow patterns ⚠️ same limitation as abovescan_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 analysisoptimize_strategy- Find optimal strikessimulate_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 Greeksrun_scenario_analysis- What-if scenariosgenerate_stress_tests- Stress test resultsget_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 earningsanalyze_earnings_history- Historical earnings movesscreen_market- Market screening (high IV, unusual volume, etc.)get_market_overview- Market-wide volatility overviewget_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_exposureget_earnings_move_analysis- seven views:mispricing,historical_moves,expected_vs_actual,verdict,seasonality,post_drift,iv_crushget_max_pain- Max pain strike and loss profileget_volume_profile- Volume/OI by strike with OI-implied support/resistanceget_zero_dte- 0DTE gamma, flip level, max pain, theta decay (SPY/QQQ/SPX...);strikes_aroundanddetailsize the chain (0.1.4)get_orats_cores- Raw vendor cores row (340+ fields) with field selectionsearch_tickers- Resolve names to symbols / check coveragescan_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")orhelp("/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-mcpPlain 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-mcpOr 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 |
| Yes | Your ApexVol API token |
| 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.mdClaude 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.
Create and manage tokens at apexvol.com/account → API Access — issuance, rotation, and revocation are all self-service.
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_TOKENenvironment variable is set correctlyEnsure 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-mcpis 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.serverRunning Tests
pytest tests/Support
For issues or questions:
Email: support@apexvol.com
Documentation: https://apexvol.com/docs/api
Setup guide: https://apexvol.com/learn/claude-options-data-mcp
License
MIT — see LICENSE. The client is open source; access to the ApexVol platform itself remains gated by your subscription.
Available Tools
43 toolsanalyze_earnings_historyEarnings HistoryARead-onlyInspect
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 AnalyzerARead-onlyInspect
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 BuilderARead-onlyInspect
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 MoveARead-onlyInspect
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 GreeksARead-onlyInspect
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 ProfitARead-onlyInspect
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 OpportunitiesARead-onlyInspect
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 TestsARead-onlyInspect
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 ExposureARead-onlyInspect
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 GEXARead-onlyInspect
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 CalendarARead-onlyInspect
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 AnalysisARead-onlyInspect
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 CalendarARead-onlyInspect
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 DatesARead-onlyInspect
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)ARead-onlyInspect
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 HeatmapARead-onlyInspect
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 RecommendationsARead-onlyInspect
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 ChainARead-onlyInspect
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 RankARead-onlyInspect
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 OverviewARead-onlyInspect
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 PainARead-onlyInspect
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 SurfaceARead-onlyInspect
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 DeltaARead-onlyInspect
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 ChainARead-onlyInspect
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 FlowARead-onlyInspect
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 DataARead-onlyInspect
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 FlowARead-onlyInspect
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 PriceARead-onlyInspect
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 StructureARead-onlyInspect
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 GreeksARead-onlyInspect
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 AnalyticsARead-onlyInspect
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 SnapshotARead-onlyInspect
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 ConeARead-onlyInspect
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_volume_profileVolume ProfileARead-onlyInspect
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 AnalyticsARead-onlyInspect
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 OptimizerARead-onlyInspect
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 AnalysisARead-onlyInspect
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 ScanARead-onlyInspect
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 ScanARead-onlyInspect
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 ScreenerARead-onlyInspect
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 SearchARead-onlyInspect
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 SimulatorARead-onlyInspect
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
Scored across 43 tools
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.
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.
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.
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
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Live US options chains with Greeks and IV, a screener, SQL, and FMP fundamentals.
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