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OptionsFlow MCP Server

by twolven

OptionsFlow MCP サーバー

Yahoo!ファイナンスを通じて高度なオプション分析と戦略評価を提供するモデルコンテキストプロトコル(MCP)サーバー。LLMは、オプションチェーンの分析、ギリシャ指標の計算、そして包括的なリスク指標を用いた基本的なオプション戦略の評価が可能になります。

特徴

オプション分析

  • 完全なオプションチェーンデータ処理

  • ギリシャ計算(デルタ、ガンマ、シータ、ベガ、ロー)

  • インプライドボラティリティ分析

  • 確率計算

  • リスク/報酬指標

戦略分析

  • クレジットコールスプレッド(CCS)

  • プットクレジットスプレッド(PCS)

  • キャッシュ・セキュアード・プット(CSP)

  • カバードコール(CC)

  • ポジションギリシャ人の評価

  • 流動性分析

  • リスク指標の計算

リスク管理

  • ビッド・アスク・スプレッド分析

  • 取引量と建玉の検証

  • ポジションサイズの推奨事項

  • 最大損失計算

  • 利益予測の確率

Related MCP server: MCP Yahoo Finance

インストール

# Install dependencies
pip install -r requirements.txt

# Clone the repository
git clone https://github.com/twolven/mcp-optionsflow.git
cd mcp-optionsflow

使用法

Claude 構成に追加します。claude claude-desktop-config.jsonで、 mcpServersセクションに以下を追加します。

{
    "mcpServers": {
        "optionsflow": {
            "command": "python",
            "args": ["path/to/optionsflow.py"]
        }
    }
}

「path/to/optionsflow.py」を、optionsflow.py ファイルを保存した場所へのフルパスに置き換えます。

利用可能なツール

  1. analyze_basic_strategies

{
    "symbol": str,                    # Required: Stock symbol
    "strategy": str,                  # Required: "ccs", "pcs", "csp", or "cc"
    "expiration_date": str,          # Required: "YYYY-MM-DD"
    "delta_target": float,           # Optional: Target delta for CSP/CC (default: 0.3)
    "width_pct": float              # Optional: Width for spreads (default: 0.05)
}

戦略分析回答フォーマット

{
    "symbol": str,
    "strategy": str,
    "current_price": float,
    "expiration": str,
    "days_to_expiration": int,
    "analysis": {
        # Credit Call Spread / Put Credit Spread
        "strikes": {
            "short_strike": float,
            "long_strike": float
        },
        "metrics": {
            "credit": float,
            "max_loss": float,
            "max_profit": float,
            "probability_of_profit": float,
            "risk_reward_ratio": float
        },
        "greeks": {
            "net_delta": float,
            "net_theta": float,
            "net_gamma": float
        }
        
        # Cash Secured Put
        "strike": float,
        "metrics": {
            "premium": float,
            "max_loss": float,
            "assigned_cost_basis": float,
            "return_if_otm": float,
            "downside_protection": float
        },
        "greeks": {
            "delta": float,
            "theta": float,
            "gamma": float
        }
        
        # Covered Call
        "strike": float,
        "metrics": {
            "premium": float,
            "max_profit": float,
            "max_profit_percent": float,
            "upside_cap": float,
            "premium_yield": float
        },
        "greeks": {
            "position_delta": float,
            "theta": float,
            "gamma": float
        }
    }
}

要件

  • Python 3.12以上

  • マクピー

  • yファイナンス

  • パンダ

  • ナンピー

  • サイピー

制限事項

  • データはYahoo Financeから取得しており、遅延の可能性があります

  • オプションデータの利用可能時間は市場時間によって異なります

  • Yahoo Finance API 制限に基づくレート制限

  • ギリシャの計算は理論的なものであり、ブラックショールズモデルに基づいている。

  • 早期割り当てリスクは確率計算に考慮されていない

貢献

貢献を歓迎します!お気軽にプルリクエストを送信してください。

ライセンス

このプロジェクトは MIT ライセンスに基づいてライセンスされています - 詳細についてはLICENSEファイルを参照してください。

著者

トッド・ウルブン - ( https://github.com/twolven )

謝辞

  • Anthropicのモデルコンテキストプロトコル(MCP)を使用して構築

  • データはYahoo Financeより提供

  • アントロピックのクロードとの使用のために開発されました

Available Tools

1 tool
analyze_basic_strategiesB

Analyze one legacy options strategy using executable quotes and European Black-Scholes estimates.

ParametersJSON Schema
NameRequiredDescriptionDefault
symbolYesYahoo Finance ticker symbol
strategyYesOptions strategy: call credit spread, put credit spread, cash-secured put, or covered call
width_pctNoTarget spread width as a fraction of the short strike
delta_targetNoAbsolute target delta for CSP/CC selection
expiration_dateYesExpiration date in YYYY-MM-DD format

Output Schema

ParametersJSON Schema
NameRequiredDescription
dataYes
successYes
providerYes
warningsYes
timestampYes

TDQS

B3.3/5.0
Behavior3/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

With no annotations, the description carries the behavioral disclosure burden. It does add useful context by specifying that the analysis uses executable quotes and European Black-Scholes estimates, implying a read-only estimation nature. However, it does not disclose limitations, what 'legacy' means, or any other behavioral traits such as data-source assumptions or scope constraints.

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

Conciseness5/5

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

The description is a single, tightly written sentence that communicates the core action and method without filler. It is front-loaded with the main purpose and wastes no words.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

The input schema and output schema cover parameter details and return structure, so the description does not need to explain those. However, lack of usage guidance and limited behavioral disclosure leave the description only minimally complete for an agent deciding when and how to invoke it confidently.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

The schema covers 100% of parameters with descriptions, so the baseline is 3. The description does not add parameter-level meaning beyond the schema; it only frames the overall pricing/analysis methodology. No compensation is needed, but no extra value is provided either.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose4/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description states a clear verb ('Analyze') and a specific resource ('one legacy options strategy'), and adds method context ('executable quotes and European Black-Scholes estimates'). However, 'legacy' is not explained, and with no sibling tools listed there is no explicit differentiation from alternatives.

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

Usage Guidelines2/5

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

No guidance is given about when to use this tool versus alternatives, nor any exclusions or prerequisites. The description only implies that the tool is for analyzing an options strategy, but it does not state conditions or compare to other possible approaches.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

Tool Schema Changelog

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

  1. 1 tool updatev2.0.0
    • First observedanalyze_basic_strategies

TDQS

B3.4/5.0

Scored across 1 tool

Disambiguation5/5

Only one tool exists, so there is no possibility of confusing it with others. The tool's purpose is clearly articulated.

Naming Consistency5/5

The single tool name 'analyze_basic_strategies' follows a clear verb_noun pattern and is syntactically consistent. There are no other names to create inconsistency.

Tool Count3/5

One tool feels very thin for a server named 'OptionsFlow', which implies a broader range of options-related functionality. However, if the intended scope is strictly basic strategy analysis, the single tool is borderline acceptable.

Completeness2/5

The server only covers basic strategy analysis, leaving gaps for advanced strategies, other analytical features, or workflow operations. Agents needing additional options functionality will hit dead ends.

Maintenance

ActivitySlowing
ResponsivenessNo issues

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