Get CBOE Volatility Index (VIX) historical daily OHLC data. VIX measures expected 30-day S&P 500 volatility. Below 15 = low volatility/complacency, above 30 = high fear/uncertainty. Data available from 1990 to present.
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542,705 tools. Updated 2026-09-10 01:31
"Information about the VIX (Volatility Index)" matching MCP tools:
- Runs a Monte Carlo simulation over a portfolio balance and returns the distribution of possible end values: percentiles, mean, median, and if you give a goal amount, the share of simulated paths that reached it. Returns are drawn from a normal distribution using the expected return and volatility you supply. Use when the user asks about the range or probability of outcomes rather than a single projected number, for example the odds of reaching a target, or how much volatility widens the spread. Do not use it to value a company (use calculate_dcf_value or get_stock_valuation), and do not use it for retirement withdrawal, tax, or drawdown-sequencing questions, which it does not model. The simulation propagates the assumptions you give it. Normally distributed returns understate real market tail risk, and the output is a property of the inputs, not a prediction about any real portfolio.ConnectorNo auth
- Estimated dealer gamma exposure (GEX) for a US listed stock or ETF: net and gross GEX, the zero gamma (flip) level and the heaviest strikes. Unlike max pain this is a Black-Scholes ESTIMATE — zero rate, zero dividend, implied volatility solved from end-of-day quotes, and the convention that dealers are long every call and short every put. Keep that framing when reporting it. A null flip is not an error: check flip_status — 'no_sign_change_within_10pct' means net gamma keeps one sign across the whole traded range, which is a state worth reporting. US listed stocks and ETFs only, with a liquid chain: cash-settled index options (SPX, NDX, RUT, VIX) return an error — use SPY, QQQ, IWM instead. Reads the prior session's settled open interest and cannot update intraday whatever the clock says, so report as_of and spot_date with the number.ConnectorNo auth
- How far the market EXPECTS price to move, priced off options (the DVOL index). Every other derivatives tool here describes how the market is POSITIONED; this one prices how expensive protection is. Returns the current 30-day implied volatility, annualized, in PERCENT (34.95 means 34.95%), together with its min, median, max and PERCENTILE over the window — an IV of 35% says nothing alone, but at the 5th percentile of the last month it says optionality is cheap and the market is complacent. Also returns the derived expected move (plus or minus percent over 1, 7 and 30 days), which scales with the square root of time, not linearly: dividing annualized IV by 365 instead of by the root understates a one-day move roughly nineteenfold. Distinct from the VIX reported by get_macro_rates, which is US equity volatility, not crypto. Published for BTC and ETH only; any other coin comes back under "unavailable" rather than failing the request.ConnectorNo auth
- How far the market EXPECTS price to move, priced off options (the DVOL index). Every other derivatives tool here describes how the market is POSITIONED; this one prices how expensive protection is. Returns the current 30-day implied volatility, annualized, in PERCENT (34.95 means 34.95%), together with its min, median, max and PERCENTILE over the window — an IV of 35% says nothing alone, but at the 5th percentile of the last month it says optionality is cheap and the market is complacent. Also returns the derived expected move (plus or minus percent over 1, 7 and 30 days), which scales with the square root of time, not linearly: dividing annualized IV by 365 instead of by the root understates a one-day move roughly nineteenfold. Distinct from the VIX reported by get_macro_rates, which is US equity volatility, not crypto. Published for BTC and ETH only; any other coin comes back under "unavailable" rather than failing the request.ConnectorNo auth
- How much of government can be done online: the UN E-Government Development Index (0–1) and its three components — Online Service Index, Telecommunication Infrastructure Index, Human Capital Index — for all 41 spine countries, read from the UN E-Government Knowledgebase's country pages because no data file is published. The index measures what government provides online and the infrastructure and skills to use it, not whether a newcomer can use it (most services need a national id or residence first). The survey is biennial and the caveat names its year. `country`, `countries`, or a ranking by `index` (egdi default; osi, tii, hci), highest first unless `sort=lowest`. Published figures, for information only; every response says so first.ConnectorNo auth
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- AlicenseNot gradedqualityDmaintenanceEnables AI assistants to perform memory forensics analysis using Volatility 3 through natural language prompts. Supports process listing, network connection analysis, and other memory artifact inspection from memory images.52Apache 2.0
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Purchasing power via plain-omelette prices: country, region and city readings in EUR, worldwide.
chaos-index MCP — wraps StupidAPIs (requires X-API-Key)
- 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.ConnectorNo auth
- 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.ConnectorNo auth
- Returns Fluentive's security, privacy, and compliance information. Use when the user asks about GDPR, data storage location, encryption, security certifications, or payment security.ConnectorNo auth
- What is the options market pricing in? Latest Deribit volatility snapshot for BTC or ETH. Returns DVOL (30d vol index), constant-maturity ATM implied vol (30/60/90/180d via options chain), 30d realized vol, and `vol_risk_premium_30d`, which is the TRAILING spread: ATM implied vol (30d, from the options chain — not DVOL) minus the realised volatility of the PAST 30 days. It answers "are options priced expensively right now?". Set include_implied=true to additionally get the FORWARD premium in an `implied` block: DVOL(t) minus the realised volatility of the FOLLOWING 30 days, which answers the different question "did the expectation actually materialise?". These two are NOT interchangeable — measured 2026-08 they carried OPPOSITE signs on 17.3% (BTC) / 30.5% (ETH) of paired days. The forward field is spelled out as `vol_risk_premium_forward_30d` so the two cannot be confused. The most recent 30 days carry premium_complete=false and no premium value at all, because their forward window has not closed yet; they are excluded from every aggregate. Source: Deribit DVOL Index. History: BTC from 2021-04-01, ETH from 2022-02-15. [Free tier]ConnectorNo auth
- Options max pain per expiration, computed from open interest alone: the strike at which option buyers lose the most in aggregate if the underlying settled there. Pure arithmetic — no pricing model, no volatility assumption, so anyone with the same chain gets the same number. Also returns put/call ratio and the heaviest call and put open-interest strikes. Returns every expiration inside 45 days rather than picking one, because the figure is per-expiration and the near- and far-dated values routinely disagree. US listed stocks and ETFs only: cash-settled index options (SPX, NDX, RUT, VIX) return an error — use SPY, QQQ, IWM. Open interest settles overnight, so this describes the prior session's positioning; report as_of and spot_date alongside the number.ConnectorNo auth
- Call this when the user asks where the big options bets sit, about call/put walls, gamma exposure (GEX), the zero-gamma level, implied volatility (DVOL) or the IV term structure for Bitcoin or Ethereum. Daily snapshot of listed crypto options: top strikes by open interest, put/call ratio, dealer hedging map and ATM IV by expiry.ConnectorNo auth
- 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).ConnectorNo auth
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- Does this strategy work better in calm or wild markets? Breaks realized strategy performance down by VOLATILITY PHASE (low / normal / high) per asset and timeframe, so you can see whether an edge only exists in one volatility regime. Answers "when does this work", not "does this work" — for the overall verdict use arena_get_strategy_insights, for the macro-regime cut arena_get_strategy_performance_by_regime, and for the raw volatility time series arena_get_volatility_history. Cells below min_trades are suppressed rather than shown as noise. [API Pro tier]ConnectorNo auth
- Free 12-week measured score history for any x402 operator from the Market402 index (weekly series, trend, volatility, badge). Check a seller's record before your agent pays an unfamiliar endpoint.ConnectorNo auth
- Call this when the user asks about overall crypto market sentiment or macro state: the Fear & Greed index (today and yesterday), Bitcoin dominance percentage, total market cap, or the Retail Euphoria composite. Live values refreshed about every 30 minutes.ConnectorNo auth
- Call this when the user asks whether informed or toxic order flow is building, about VPIN, or whether market makers are under pressure in Bitcoin, Ethereum or Solana. Returns the current VPIN (0 = balanced, 1 = fully one-sided), its 90-day percentile, the danger threshold and the 24h average. Elevated readings historically precede volatility; VPIN says nothing about direction.ConnectorNo auth
- [US Stock Info] Get a snapshot of the overall US market: major indices (S&P 500, NASDAQ, Dow), the VIX volatility index, US Treasury yields, commodities (gold, WTI crude), and the USD/KRW rate. Use this for questions about the market as a whole rather than a single company, e.g. "how is the US market doing", "what happened overnight", "is the market up today". Takes no arguments. Also reports whether the US regular session is currently open, so a closed-market response can be described as the last trading day's close.ConnectorNo auth
- Calculate drawdown, annualized volatility, downside volatility, historical VaR, Sharpe, Sortino and Calmar ratios from stored daily close prices. With benchmarkTicker, also calculates beta, correlation, tracking error, active return and information ratio on aligned dates. Results are price-return risk, not distribution-adjusted total-return risk. Read-only.ConnectorNo auth