"Information about the VIX (Volatility Index)" matching MCP tools:

• macro_snapshot

  Macro Snapshot

  Get the current state of the US/global economy in ONE call — Fed funds rate, the full Treasury yield curve (3mo/2y/10y + 10y-2y and 10y-3m spreads with inversion flag), CPI & core CPI year-over-year, unemployment, nonfarm payrolls (+1mo change), real GDP growth, S&P 500, VIX, the broad USD index, and BTC. Composes 16 FRED series (Federal Reserve economic data) with live crypto, runs them in parallel, and returns a structured dashboard plus human-readable callouts (curve inversion, inflation vs the Fed's 2% target, elevated VIX). Use this instead of fetching ten indicators separately. No arguments.

  Connector

• get_macro_causality_graph_tool

  OneQAZ Trading Intelligence

  Purpose: Lag-aware causal graph between macro categories (bonds / vix / forex / credit / inflation / liquidity / commodities). Returns only statistically significant lead-lag pairs (e.g. forex -> vix 7d rho=-0.41). Triggers (casual questions too): "what happens to VIX when bonds move?", "금리 오르면 뭐가 움직여?", "which macro leads which?", "거시 지표끼리 인과관계 있어?", "does the dollar lead volatility?". When to call: assess pre-emptive cross-category impact after a macro event. Prerequisites: none. Next steps: get_macro_influence_map for category -> market impact. Caveats: Pearson-based; requires >= 30 samples; p < 0.05 filter. Args: min_abs_corr: Minimum |corr| (default 0.15) max_p_value: Maximum p-value (default 0.05) Disclaimer: Information only, not investment advice.

  Connector

• data.capabilities

  Recursive Support Oracle

  Returns structured information about what the Recursive platform includes: features, AI model details, supported integrations, and what's included at every tier. Use for systematic feature comparison.

  Connector

• myrsu_get_employer

  myrsu-mcp

  Look up annual volatility (σ), historical peak-to-trough drawdowns, and the recommended max concentration cap for 40+ tech employer presets (NVDA, TSLA, MSFT, GOOGL, META, AAPL, AMZN, plus SaaS / cloud / semis / consumer / fintech / mobility). Use this when a user mentions their employer but you don't yet have their wealth numbers — gives quick context. Accepts ticker or name (case-insensitive). If outside the preset list, ask the user for a volatility estimate and use myrsu_analyze_risk directly.

  Connector

• get_market_pulse

  Stocklake — AI Stock Intelligence

  Live market health snapshot in a single call. Aggregates key market indicators without requiring multiple tool calls. No AI cost — reads live data directly from the market data feed. Returns: - vix: VIX level and change_pct (from live stocks data) - fear_greed: value (0-100) and label (e.g. "neutral", "greed", "fear") - breadth: market-wide RSI distribution — oversold_pct, overbought_pct, neutral_pct, universe_size - indices: SPY, QQQ, IWM prices + RSI + 1-week performance - bonds: TLT (long-duration bonds), GLD (gold) - updated_at: when the breadth/fear_greed snapshot was last recorded Available to all tiers.

  Connector

• fx_volatility

  banking-intelligence

  Get realized FX volatility for a currency pair. Computes 30-day and 90-day annualized volatility from historical ECB reference rates (standard deviation of daily log returns, annualized by sqrt(252)). Returns a qualitative bucket: LOW (<5%), MEDIUM (5-15%), HIGH (15-25%), VERY_HIGH (>25%), PEGGED (currency peg — near-zero volatility, e.g., USD/AED, USD/HKD). Also returns practical daily/weekly movement estimates and a settlement_risk_note explaining what the volatility means over a typical T+2 settlement period — use these to advise users on FX risk for their specific payment. Args: base: Base currency (ISO 4217, e.g., "EUR") target: Target currency (ISO 4217, e.g., "TRY") Examples: fx_volatility("EUR", "USD") fx_volatility("USD", "TRY")

  Connector

• find_similar

  FactorWeave

  Find historical (ticker, date) setups most similar to a query ticker today. Four similarity methods are available: cosine (default, all tiers) ranks by cosine similarity of 32-D regime-aware embeddings; label_aware (PRO+) restricts the backbook to dates in the same SPY volatility regime; supervised (QUANT) projects embeddings through a PLS regression fit on forward-return labels so neighbors are ones whose factor profile most-strongly-predicted realized returns; dtw (HOBBY+) cosine-shortlists then reranks by dynamic-time-warping distance over the rolling return window. Each returned neighbor row carries the analogue's factor row and forward-return labels at that historical (ticker, date) — pre-joined for honest backtests, no extra fetches needed. Use min_lookback_days=30 to filter out same-day correlated tickers. Pass conditioner=vx_term_structure (QUANT only) to additionally filter analogues to dates with a VIX-curve regime similar to today.

  Connector

• get_gdi_trend_analysis

  supply-chain-intelligence

  Get trend analysis of the Global Disruption Index over time. Returns the current GDI score plus 7-day, 14-day, and 30-day comparisons with direction, velocity of change, and pillar-level momentum. Identifies which pillar is driving changes and whether risk is accelerating or decelerating. Answers: 'Is supply chain risk getting better or worse, how fast, and why?' Used by supply chain executives for weekly status briefings and by traders to time entry/exit decisions around supply chain volatility.

  Connector

• get_top_trading_strategies

  Helium MCP Server - News, Markets & AI

  Get the top-ranked short volatility and long volatility option trading strategies. Returns two ranked lists — short_volatility (sell premium / theta strategies) and long_volatility (buy premium / gamma strategies) — each containing up to `limit` tickers. Each entry has the same fields as get_ticker: - ticker, name, latest_price, page_url - bullish_case, bearish_case, potential_outcomes, takeaway, analysis_date (AI-generated, when available) - price_forecast_days, price_forecast_percent, price_forecast_lower/upper_bound_percent (when available) - iv_rank_percentile (0-100, IV rank over past year, when available) - short_vol_call, short_vol_put: best short volatility option packs (when available) - long_vol_call, long_vol_put: best long volatility option packs (when available) Sort options: - "helium_rank" (default): Helium AI edge score — best overall expected value - "odds_of_profit": Highest probability of profit - "historical_performance": Best annualized historical P&L across backtested trades - "reward_to_risk": Best reward-to-risk ratio - "smallest_max_loss": Strategies with the smallest maximum possible loss Args: sort: Ranking method (default "helium_rank"). One of: 'helium_rank', 'odds_of_profit', 'historical_performance', 'reward_to_risk', 'smallest_max_loss'. limit: Number of results per strategy type (1-20, default 5).

  Connector

• get_vx_term_structure

  FactorWeave

  VIX futures contango/backwardation read: (VX_continuous − VIX_cash) / VIX_cash. Negative = backwardation (near-term realized vol > expected forward vol — classic stress / vol-panic signal). Positive = contango (term structure normal, calm regime). Pass history=true (HOBBY+) for the 252-day series for charting. Single-number version of the vol-curve regime that traders watch every day.

  Connector

• list_futures

  FactorWeave

  List the top-30 futures contracts that have per-ticker factor decomposition available. Returns ticker, the asset family (equity-index / energy / metals / rates / fx / crypto), and the latest snapshot (close, mom, rsi, oi_z20, oi_vol_ratio, comp_score). PRO tier or higher for the snapshot block; ticker list itself is FREE. Use the returned tickers with get_features to pull the full factor row (e.g. get_features(ticker="VX") for the VIX futures continuous contract).

  Connector

• macro_dashboard

  Financial Signals MCP

  Get current macro indicators with trend and historical-percentile context — Treasury yields, the 10Y-2Y spread, Fed funds, CPI, unemployment, VIX, credit spreads, and the dollar, sourced from FRED. FREE market intelligence — every financial agent needs macro context, so this is the gateway.

  Connector

• get_iv_radar

  hpsilab-mcp

  Implied-volatility (IV) structure for a stock: how expensive options are, whether volatility is being squeezed, and whether traders are paying up for upside (calls) or downside (puts). Available to all signed-in users. Args: ticker: Stock symbol, e.g. "NVDA". refresh: Bypass the backend's fresh IV cache and request the latest option-chain pull. Defaults to False.

  Connector

• get_ngx_market_overview

  Mansa African Markets

  Get a real-time overview of the Nigerian Stock Exchange (NGX). Returns the All Share Index (ASI), market capitalisation, trading volume, deals, advancers, and decliners. Use this when the user asks about the Nigerian stock market at a high level.

  Connector

• risk_pillar_breakdown

  supply-chain-intelligence

  Get detailed breakdown of supply chain disruption risk by category. Returns individual scores for each GDI pillar — Transportation (port congestion, border delays, freight weather), Energy (petroleum, natural gas, electricity, fuel prices), Materials (31 commodity prices with volatility), and Macro (Federal Reserve indicators, Producer Price Index). Each pillar includes its score, trend direction, and the specific data points driving the current reading. Essential for supply chain managers who need to diagnose which risk category is elevated and why.

  Connector

• cross_asset

  Bitget MCP — Crypto, DeFi & Macro Market Intelligence

  Rolling cross-asset correlation: BTC vs Gold, DXY, Nasdaq, S&P500, 10Y Treasury yield, EUR/USD, oil, VIX, and any other Yahoo Finance symbol. Returns Pearson correlation (full period + rolling window) with trend and interpretation. No API key required.

  Connector

• get_vix_state

  FlashAlpha

  VIX regime vs SPX realized volatility: overvixing/undervixing/neutral label, spread (VIX minus SPX RV20d), ratio, and interpretation. Use to classify fear gauge premium, identify contango/backwardation in vol term structure, assess short-vol vs long-vol environment, or time volatility-selling strategies.

  Connector

• get_onboarding_experience

  Fluentive MCP

  Returns information about how easy Fluentive is to set up and use. Use when the user asks about difficulty, learning curve, onboarding time, or whether training is needed.

  Connector

• market-breadth

  The Stall

  US equity market breadth dashboard via institutional ETF-ratio breadth proxies. Measures participation across equal-weight (RSP/SPY divergence), small-caps (IWM/SPY), risk appetite (SPHB/SPLV), and mid-caps (MDY/SPY). Returns per-pair ratios, 20-day average, divergence%, 5-day momentum, and OUTPERFORMING/NEUTRAL/UNDERPERFORMING signal for each. Composite breadth_score (−100..+100) and breadth_regime (STRONGLY_BULLISH → STRONGLY_BEARISH). Use to confirm whether a market rally has broad participation or is driven by narrow mega-cap leadership. Complements sector-rotation (sector allocation) and volatility-brief (VIX regime). No API key required.

  Connector

• indicator

  Macro Snapshot

  Read recent history for a single FRED (Federal Reserve economic data) series — drill into anything in the macro_snapshot or any other FRED series id. Common ids: UNRATE (unemployment), DFF (Fed funds), DGS10/DGS2/DGS3MO (Treasury yields), CPIAUCSL (CPI index), CPILFESL (core CPI index), PAYEMS (nonfarm payrolls), VIXCLS (VIX), SP500, MORTGAGE30US (30y mortgage rate), WALCL (Fed balance sheet), DTWEXBGS (broad USD index), T10Y2Y/T10Y3M (curve spreads). Returns observations most-recent-first plus the latest value.

  Connector