Basic information about this MCP server.

Check how the Trading Volatility MCP is authenticated for this session. Returns mode='keyed' when an API key is present (full access), or mode='demo' when no key is set (only the demo tickers are available). Does not reveal the key.

Get the canonical compact state snapshot for a ticker — the default starting point for analysis (price, gamma regime, IV rank, key positioning metrics). Optional include is a comma-separated list of add-ons (e.g. 'call_diag').

Get a deterministic narrative interpretation of a ticker's current regime and positioning — a plain-language read of the state. Optional view selects an alternate explanation view when available.

Get the assembled market-structure interpretation for a ticker: headline signal, regime classification, expected behavior, key levels, and supporting metrics. Optional include adds sections (e.g. 'state', 'call_diag').

Get the current signals for a ticker (active setup/positioning signals).

Get key price levels for a ticker (gamma flip, walls, max pain, expected-move bounds). Optional view formats the output: 'json' (default), 'tradingview', or 'tos' (thinkorswim).

Get a historical daily time series for a ticker, for charting and regime context. metrics is a comma-separated list of metric keys (e.g. 'price,iv_rank,gex_flip'); window is a lookback like '30d', '180d', or '2y'. Both are optional and fall back to the API defaults.

Get the gamma strike curve (net gamma per strike) for a ticker. exp selects the expiration: 'combined' (default), 'nearest', 'first_weekly', 'first_monthly', or a 'YYYY-MM-DD' date. Set realtime=true for an intraday pull (requires trading hours when exp is a specific date).

Get the strike-aligned gamma decomposition by expiration bucket for a ticker (combined, nearest, first_weekly, first_monthly, all_other_expiries).

Get the net GEX (gamma exposure) strike curve for a ticker, with call/put contributions — identifies key strikes and call-vs-put dominance. exp selects the expiration: 'combined' (default), 'nearest', or 'first_monthly'.

Get real-time options volume aggregated by strike for a ticker and a specific expiration. exp (the expiration date, required) selects the contract month; set include='iv' to add implied-volatility columns.

Rank trade setups across all tickers by opportunity score (descending) to discover opportunities. Filters (all optional, AND'd): limit (1-200, default 20), min_score (0-10), regime (CSV of RegimeLabel values like 'trending_low_vol,range_bound'), recommended_direction (CSV of long/short/neutral), trade_bias, trend_state, momentum_state, realized_vol_state (CSV), iv_rank_min/iv_rank_max (0-100), price_min/price_max.

Run a named screener preset over the cross-ticker ranking. name is one of: momentum_breakout, capitulation_reversal, range_premium_seller, trend_pullback, highvol_breakdown. Any filter you pass overrides the preset's value. Filters (all optional, AND'd): limit (1-200, default 20), min_score (0-10), regime (CSV of RegimeLabel values like 'trending_low_vol,range_bound'), recommended_direction (CSV of long/short/neutral), trade_bias, trend_state, momentum_state, realized_vol_state (CSV), iv_rank_min/iv_rank_max (0-100), price_min/price_max.

Rank single-leg income setups (covered calls and cash-secured puts) across all tickers by an IVR-led, regime-guarded income-fit score (descending). Each ticker may surface as both a CC and a CSP candidate, each with a 1-sigma suggested strike, estimated premium, annualized yield, assignment/cap price, and breakeven. Filters (all optional): type ('cc' or 'csp'; omit for both), min_income_score (0-10), limit (2-50, default 10). Estimates are as-of the latest snapshot; earnings/event risk is flagged in each row's caveats but not filtered out.

Get the compact agent-oriented trade setup for a ticker: market state plus a deterministic trade recommendation (regime, bias, opportunity score/tier, trade type, direction, structures, entry/stop/target framing, and caution flags).

Return the Trading Volatility v2 capability manifest (the /llm-spec): the full list of endpoints, metrics, parameters, and conventions. Call this first to self-orient — to discover which metrics, expirations, regimes, and screeners are available before making other calls.