"Vega" matching MCP tools:

• GetOptionChain

  equibles

  Get the option chain (calls and puts) for a stock for ONE expiration: strike, greeks (delta/gamma/theta/vega), implied volatility, open interest, and the latest daily price. Defaults to the nearest upcoming expiration; pass expiration=YYYY-MM-DD to pick another (use GetOptionExpirations to list them). When the chain is larger than maxResults the contracts nearest the money are returned, so an unfiltered call already lands where strategies trade. Narrow with minStrike/maxStrike and type (call/put) to reach the wings. Each row attributes price, volume, implied volatility and greeks to its provider-stamped session, or marks the session unknown; these are not live quotes. Bid/ask are 15-minute delayed and are omitted on the current plan.

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• tengu_v3_tape_options_chain

  tengu-firm

  Full historical OPTIONS CHAIN for one underlying on one snapshot day from FIRM's own daily market-data capture — per contract: strike, expiry, dte, bid/ask/mid/last, day volume + VWAP, implied volatility, the full greeks (delta/gamma/theta/vega), open interest and underlying price, plus a chain summary (contract/expiration counts, put/call OI + volume ratios, front-month ATM IV). Use it to reconstruct the IV surface, greeks or OI distribution AS IT STOOD on a past day, find where OI/volume concentrated, or pull the near-the-money strikes around an event. Omit date for the latest captured day (reported as snapshot_day); filter by side, expiration/dte, min OI/volume or a moneyness band; sort by open interest or dollar notional. Capture begins 2026-05-10. For the raw options TRADE tape use tengu_v3_tape_options; for live GEX/dealer flow use the options_flow tools.

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• options_risk

  Quiver Risk Brain

  Portfolio greeks (delta/gamma/vega/theta/vanna/volga) + SPAN-style scenario margin for an options book on Black-76. Given a list of legs {type, strike, expiryDays, iv, quantity(signed)} and a forward, returns aggregate greeks, first-order P&L per underlying move, and the worst-case loss over a price×vol grid. Self-checked: analytic greeks are verified against finite-difference derivatives of the repriced book. Call to size an options book's true net risk and margin — not the sum of per-leg notionals.

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• post_structure_greeks

  FlashAlpha

  Aggregate Black-Scholes position greeks (delta, gamma, theta, vega, rho, vanna, charm) for a multi-leg options structure. Pure math — pass legs as JSON. Different body than Structure P&L: needs a top-level `spot` and per-leg `expiry`+`impliedVol`.

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• calculate_greeks

  FlashAlpha

  Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.

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• options_history_chain

  LiveDataLink

  Get the full historical options chain for a ticker on a specific date (2019-2024). Returns every strike + expiration available that day with bid, ask, implied volatility, and all five Greeks (delta, gamma, theta, vega, rho). Use this for point-in-time backtesting, vol surface snapshots, or single-day analysis. Data source: DoltHub free options dataset, indexed in LiveDataLink's R2 storage.

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• tradier_option_chain

  Tradier

  Get the option chain (strikes, greeks, IV, open interest) for <symbol> expiring <expiration>. Returns every call and put at that expiration with bid/ask/last, volume, open interest, and greeks (delta/gamma/theta/vega/IV). Example: tradier_option_chain({ symbol: "AAPL", expiration: "2026-01-16", _apiKey: "your-token" })

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• option-greeks

  nestegg-calculators

  Black-Scholes greeks for a European option: delta, gamma, vega (per 1% vol), theta (per day), rho (per 1% rate).

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• options_price

  Hermes Plant — Agent Commerce Assurance

  OptionLens (x402-paid, $0.30): deterministic Black-Scholes price and full Greeks (delta, gamma, vega, theta, rho) for European calls/puts, with dividend yield, intrinsic/time value, and moneyness.

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• options_price

  Hermes Plant

  OptionLens (x402-paid, $0.30): deterministic Black-Scholes price and full Greeks (delta, gamma, vega, theta, rho) for European calls/puts, with dividend yield, intrinsic/time value, and moneyness.

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• get_historical_options_data

  Helium MCP Server - News, Markets & AI

  Get the full historical options chain for a ticker on a specific date. Returns the complete options chain including all expirations and contracts, with bid, ask, mid prices, greeks, and Helium's proprietary model values (helium_theo, helium_pitm, should_i_buy, should_i_sell, terminal_buy_pl, terminal_sell_pl, etc.) baked into each contract. Returns: - symbol, date, data_source ('recent' or 's3') - num_expirations: number of distinct expiration dates - total_contracts: total number of option contracts - option_chain: dict keyed by expiration index, each value is a list of option contracts Each contract includes fields like: putCall, symbol, description, bid, ask, mark, mid_price, strikePrice, expirationDate, daysToExpiration, delta, gamma, theta, vega, impliedVolatility, openInterest, volume, helium_theo, helium_pitm, should_i_buy, should_i_sell, terminal_buy_pl, terminal_sell_pl, and more. Args: symbol: Ticker symbol, e.g. 'AAPL', 'TSLA', 'SPY'. date: Date in YYYY-MM-DD format, e.g. '2026-04-10'.

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• options_greeks

  x402-services

  Black-Scholes option pricing: fair value + full greeks (delta, gamma, vega, theta, rho) for ANY option, listed or not. Send { type, spot, strike, daysToExpiry, iv, rate? }. Price any crypto option, not just exchange-listed strikes. [x402 paid tool — price $0.05; POST /api/options/greeks]

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• calculate_greeks

  QuantRisk

  Calculate option Greeks (delta, gamma, theta, vega, rho) for individual options or an options portfolio. Uses Black-Scholes for European, binomial for American style. Paid tier only.

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• tengu_v3_intel_options_chain

  tengu-firm

  Options-chain snapshot for a ticker: every contract with Greeks (delta/gamma/theta/vega), implied volatility, open interest, last quote/trade; filter by expiry or call/put side. PRIMARY tool for 'where's the gamma / IV smile / max pain by strike'. Pair with options_volume (flow) and gex (dealer positioning). 60s cache.

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