"Unbalanced OTM call butterfly strategy for Nifty50 weekly options expiring January 6, 2026" matching MCP servers:

Read-only MCP server for options research with server-side filtering to reduce token usage. Supports Tradier and Alpaca data providers.

Enables querying options chains and estimating gamma exposure for ETFs and liquid underlyings, including proxy gamma calculations and historical gamma snapshots.

Enables AI assistants to access options analysis data, market research tools, portfolio risk snapshots, and platform context via 32 tools.

Enables LLM clients to analyze markets, research and optimize options strategies, and execute defined-risk vertical spreads on Interactive Brokers (paper-first) using an Opening Range Breakout signal across trading sessions.

Enables users to describe a market view and get real option structures priced against live order books, sized to budget, with payoff diagrams and worst-case outcomes.

An MCP server offering six strategies to filter and analyze Chinese convertible bonds, including dual-low, triple-low, YTM ranking, redemption monitoring, and revision analysis.

An MCP server that provides access to a SQLite database for analyzing trading strategy backtest results and performance metrics. It enables AI assistants to identify robust strategies across different market regimes and compare them against benchmarks using risk-adjusted metrics.

MCP server that enables searching, retrieving, and translating earnings call transcripts from MarketBeat, deployed on Cloudflare Workers.

Enables querying US bank regulatory filings at line-item level: search institutions, retrieve labeled call reports, track specific items over time, compare banks, and inspect data coverage and code meanings, with amounts normalized to whole dollars.

Enables real-time options order flow analysis with pattern detection, institutional bias tracking, and monitoring of specific strike ranges and expirations. Provides comprehensive options trading data through integration with a high-performance Go-based data broker.

Anti-firehose options-flow data for AI agents: curated daily pool, features, realized outcomes.

Enables AI assistants to interact with the PocketOption trading platform via MCP, including balance checks, candle data, asset screening, and trade placement, with support for multi-agent coordination.

A small MCP server that wraps MoneyMoney on macOS via AppleScript, exporting account lists and transactions (bookingDate, amount, name, purpose) as plists for invoice reconciliation, complementing a companion Apple Mail server.

An MCP server that gives an LLM agent a typed, audited tool surface over quant crypto-options desk analytics: gamma exposure, vanna, skew, vol surface, options flow, technicals, portfolio greeks, scenario analysis, and live positions.

Enables an LLM agent to reason over real Bybit crypto-options data through typed, read-only tools for GEX, vanna, skew, vol surface, flow, sentiment, technicals, portfolio greeks, scenarios, and positions, and to generate trader-grade market memos and delta updates from natural-language requests.

Options analytics MCP server providing 40+ tools for options chain data, position valuation, Greeks, charts, and volatility analysis.

A collection of small MCP servers for macOS automation that expose Apple Mail, MoneyMoney, and Spotlight functionality as tools via AppleScript and command-line, enabling AI applications to search mail, manage contacts and transactions, and perform system-wide file searches through natural language.

A fast, safe MCP server for YNAB providing read-only budget access by default, with 28 tools for budgets, transactions, categories, payees, accounts, scheduled transactions, and server-computed analytics.

Enables read-only access to personal financial data and safe, audited classification-rule management via Claude Desktop.

Institutional-grade quantitative stock analysis and research signals for AI agents via the Model Context Protocol (MCP).