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OptionsFlow MCP Server

by twolven

OptionsFlow MCP 服务器

模型上下文协议 (MCP) 服务器通过雅虎财经提供高级期权分析和策略评估。使法学硕士 (LLM) 能够分析期权链、计算希腊值,并使用综合风险指标评估基本期权策略。

特征

期权分析

  • 完成期权链数据处理

  • 希腊字母计算(delta、gamma、theta、vega、rho)

  • 隐含波动率分析

  • 概率计算

  • 风险/回报指标

策略分析

  • 信用看涨期权价差(CCS)

  • 看跌期权信用利差(PCS)

  • 现金担保看跌期权(CSP)

  • 备兑看涨期权(CC)

  • 位置希腊值评估

  • 流动性分析

  • 风险指标计算

风险管理

  • 买卖价差分析

  • 交易量和未平仓合约验证

  • 头寸规模建议

  • 最大损失计算

  • 利润估计概率

Related MCP server: MCP Yahoo Finance

安装

# Install dependencies
pip install -r requirements.txt

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

用法

添加到您的 Claude 配置:在您的claude-desktop-config.json中,将以下内容添加到mcpServers部分:

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

将“path/to/optionsflow.py”替换为保存 optionsflow.py 文件的完整路径。

可用工具

  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)
}

策略分析回复格式

{
    "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
        }
    }
}

要求

  • Python 3.12+

  • 甲基氯丙烯

  • yfinance

  • 熊猫

  • numpy

  • scipy

限制

  • 数据来源于雅虎财经,可能会有延迟

  • 期权数据的可用性取决于市场时间

  • 基于 Yahoo Finance API 限制的速率限制

  • 希腊人的计算是理论性的,基于 Black-Scholes 模型

  • 提前分配风险未计入概率计算

贡献

欢迎贡献代码!欢迎提交 Pull 请求。

执照

该项目根据 MIT 许可证获得许可 - 有关详细信息,请参阅LICENSE文件。

作者

托德·沃尔文 - ( https://github.com/tolven )

致谢

  • 使用 Anthropic 的模型上下文协议 (MCP) 构建

  • 数据由雅虎财经提供

  • 专为与 Anthropic 的 Claude 配合使用而开发

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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