optionsahoy-mcp
Equity comp tax/trade optimizer: ISO/AMT exercise, NSO, RSU, QSBS, concentration, hedging.
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Equity comp tax/trade optimizer: ISO/AMT exercise, NSO, RSU, QSBS, concentration, hedging. 50-state.
Server tool list (8)
Raw names from tools/list. Only developers need these.
| amt_iso_optimize | Use this when someone asks how or when to exercise incentive stock options (ISOs), whether exercising will trigger an AMT bomb or phantom income, whether to exercise early, how to avoid or minimize the alternative minimum tax (AMT) on an exercise, or for the best multi-year ISO exercise schedule. Computes the multi-year exercise schedule that maximizes after-tax Net Final Value (NFV) at the planning horizon. NFV is the after-all-tax cash equivalent of the position at year `horizon`, summing exercised shares (held to LTCG) plus the time-valued tax stream paid along the way; the optimizer chooses the per-year share allocation that lands the highest NFV. The headline result is `schedules.optimized.nfv`, the dollar NFV of the recommended plan; `schedules.lumpSum` and `schedules.evenSplit` are baseline plans whose `nfv` deltas show the value added by the optimized schedule. For NSO grants use `nso_calculate`, for RSUs at vest use `rsu_sell_vs_hold`, for §1202 QSBS qualification use `qsbs_check`. Models AMT credit recovery across future years, grant-expiration timing, and the post-termination exercise window. Pure deterministic computation: no network access, no PII retention; federal + 50-state tax tables and AMT brackets are compiled in. The recommended schedule comes from searching the full discretized candidate space and refining share by share; on a published tractable case it matches a brute-force maximum to the cent (see https://optionsahoy.com/verification). `departedRecommendation`, when present, is scanned rather than searched exhaustively, so it can land a few shares off the exact optimum. Also returns `crossoverShares`, `crossoverBargain`, `alreadyInAmt`, `timing`, `stateHasAmt`, `bargainPerShare`, and `effectiveHorizon`; see `outputSchema` for the full shape. Example call: {shares: 10000, strike: 2, fmv: 200, expectedGrowth: 0.15, volatility: 0.5, filingStatus: "married_joint", ordinaryIncome: 400000, stateCode: "CA", carryforwardCredit: 0, horizon: 4, cashRe |
| nso_calculate | Use this when someone asks whether to exercise and hold or exercise and sell non-qualified stock options (NSOs), about a cashless exercise or same-day sale of NSOs, or what tax an NSO exercise triggers. After-tax payout on a non-qualified stock option (NSO) exercise: federal, state, and FICA (Social Security + Medicare + Additional Medicare), comparing sell-at-exercise vs hold-for-long-term-capital-gains over the chosen horizon. Use for NSOs; for ISOs use `amt_iso_optimize`, for RSUs use `rsu_sell_vs_hold`. Deterministic, offline; tax tables compiled in. Optional `ticker` resolves `expectedSalePrice` from a bundled trailing-CAGR snapshot. Returns `exercise`, `hold`, `sellNowInvest` (the counterfactual: sell at exercise and reinvest at expectedMarketReturn), `holdMinusCashless` (the dollar delta between those two), and `bracketJump`; see `outputSchema` for the full shape. NSO hold is always long-term (sub-1-year is out of scope), so there is no separate long-term flag. Example call: {shares: 5000, strike: 10, currentPrice: 50, ordinaryIncome: 180000, filingStatus: "single", stateCode: "CA", stillEmployed: true, holdYears: 2, volatility: 0.3, holdFunding: "cash", ticker: "AAPL"}. Inputs beyond `required`: this tool also needs the stock's expected growth/return AND its volatility, outside `required` only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock `ticker`, or (growth/return/sale-price field only) set to the string "market" for the S&P 500 trailing average. Those three are the only sources: neither field has a default or a fallback estimate, and every field in `required` is likewise a fact about the user's situation with no built-in default. A call that neither supplies nor resolves growth or volatility returns a required-field error naming the field; a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check, and it silently change |
| rsu_sell_vs_hold | Use this when someone asks whether to sell RSUs at vest or hold them, whether to sell their vested shares or diversify out of company stock, or about the tax and withholding on a restricted stock unit (RSU) vest. After-tax RSU vest analysis: sell-at-vest vs hold-to-long-term-capital-gains (LTCG) over `holdYears`. Covers federal ordinary tax, state tax, FICA (Social Security + Medicare + Additional Medicare), and the shortfall between mandatory 22% supplemental withholding and the user's marginal bracket. Use for RSUs at vest; for ISO/AMT use `amt_iso_optimize`, for NSO use `nso_calculate`. Deterministic and offline; tax tables compiled in. Returns `vest`, `hold`, `sellNowInvest`, `holdMinusSell`, and `bracketJump`; see `outputSchema` for the full shape. Example call: {shares: 1000, currentPrice: 100, ordinaryIncome: 200000, filingStatus: "single", stateCode: "CA", stillEmployed: true, holdYears: 2, volatility: 0.3, ticker: "MSFT"}. Inputs beyond `required`: this tool also needs the stock's expected growth/return AND its volatility, outside `required` only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock `ticker`, or (growth/return/sale-price field only) set to the string "market" for the S&P 500 trailing average. Those three are the only sources: neither field has a default or a fallback estimate, and every field in `required` is likewise a fact about the user's situation with no built-in default. A call that neither supplies nor resolves growth or volatility returns a required-field error naming the field; a number from any other source is accepted as-is, because a syntactically valid figure passes validation with no provenance check, and it silently changes the result. The tax math itself (bracket walk, AMT and NIIT phase-outs, multi-year credit and growth interactions) runs inside the tool, and the federal and state tax tables it walks are independently verified (https://optionsahoy.com/verification). |
| concentration_analyze | Use this when someone asks how risky a large single-stock position is, whether too much of their net worth is in one stock, whether they are over-concentrated in a single name, or how to reduce or diversify a concentrated position. Single-stock concentration risk analysis on an existing position. For standalone hedge pricing use `protective_put_price`; for the tax math on the option exercise or RSU vest that created the concentration, route to `amt_iso_optimize` / `nso_calculate` / `rsu_sell_vs_hold` first. Quantifies drawdown exposure at 30/50/70% downside, then compares three after-tax strategies over a three-year horizon (sell-down to target weight, hold, hedge with put or zero-cost collar), accounting for federal LTCG, state tax, the 3.8% Net Investment Income Tax (NIIT), and reinvestment opportunity cost. `totalAssets` (concentrated position + everything else) frames risk relative to the whole portfolio. Returns a top-level object with keys: `concentration` (position/totalAssets), `riskBand` (Low / Moderate / Concentrated / Highly concentrated / Extreme), `isLongTermToday`, `longTermDate`, `daysUntilLongTerm`, `lossExposure` ({drop, dollarLoss, newConcentration} for 30/50/70% drops), `waitForLtInsight`, `schedule` (yearly sales with per-year tax), `hedging` ({kind, protectionLevel, tenorYears, strike, putPrice, callStrike, callPrice, netPremium, sigma, riskFreeRate} - a 1-year 30%-OTM put by default, or the structure named by `hedgeChoice`), `sectorContextLine`, `advisorBenchmarkLine`. Example call: {positionValue: 400000, costBasis: 100000, acquisitionDate: "2022-01-01", sector: "tech_software", stateCode: "CA", filingStatus: "single", ordinaryIncome: 200000, totalAssets: 1200000, volatility: 0.45, ticker: "NVDA"}. Inputs beyond `required`: this tool also needs the stock's expected growth/return AND its volatility, outside `required` only because they can be resolved without an explicit number - supplied directly, resolved by a covered public-stock `ticker`, o |
| protective_put_price | Use this when someone asks how much it costs to hedge or protect a stock position against a drop, to protect gains, get downside protection, or insure a position, or to price a protective put, a zero-cost collar, or a put spread. Closed-form pricing of a protective put, a zero-cost collar, and a put spread on a single-stock position. For concentration-vs-hedge tax-cost comparison, use `concentration_analyze` with a `hedgeChoice`. Parameter interactions: `volatility` omitted resolves from `ticker`, else a sector-typical implied volatility; an explicit sigma overrides it. For collars, omitting `upsideCapPct` lets the tool back-solve the cap that zeros the net premium (truly zero-cost collar); supplying `upsideCapPct` overrides the solver and yields a non-zero net premium when the cap is wider than zero-cost. `tenorYears` drives the risk-free-rate lookup AND the floor-hit / cap-hit probability metrics, so changing tenor shifts every probability output even at fixed strike. `expectedReturn` affects only the probability metrics (real-world drift in the floor-hit / cap-hit calculations); premium math is risk-neutral and ignores it (when a chain resolves it defaults to that stock's trailing annualized return, else to the sector's long-run return; never 0). `protectionLevel` sets the put strike as `(1 − protectionLevel) × spot`; raising it widens the protected zone but raises premium roughly linearly. `spreadRiskLevel` (default 0.10) sets the put spread's short strike by targeting the probability the stock ends below it; it affects only the `putSpread` block. The put spread finances the same floor with a short put at a lower strike (not a short call), so it is cheaper than the bare put and needs no shares to sell calls against, which makes it the one structure of the three that works on unexercised employee options; the trade-off is that protection stops at the short strike and losses resume below it. Closed-form and deterministic. With a `ticker` and no explicit `volatilit |
| qsbs_check | Use this when someone asks whether stock qualifies for the qualified small business stock (QSBS) / Section 1202 gain exclusion, whether their startup stock can be sold tax-free, about the 5-year QSBS holding period, or how much of the gain would be federal-tax-free. Section 1202 Qualified Small Business Stock (QSBS) qualification check. Use this tool for §1202 / QSBS qualification. For AMT timing on the ISO exercise that produced the QSBS holding, use `amt_iso_optimize` first. Parameter interactions: `entityType="other"` short-circuits the verdict to `disqualified` regardless of other fields; `acquisitionMethod="secondary"` does the same; `assetCategory="over-75m"` likewise fails immediately. Under `acquisitionMethod="gift-or-inheritance"` the holding period tacks from the original holder, so supply that earlier date as `acquisitionDate` if known. `acquisitionDate` drives era classification independent of holding period: before 2009-02-17 caps exclusion at 50%, 2009-02-17 to 2010-09-27 at 75%, 2010-09-28 through 2025-07-04 reaches 100% after a 5-year hold (pre-OBBBA), and 2025-07-05 onward uses the OBBBA tiered schedule (50% at 3y, 75% at 4y, 100% at 5y). The per-issuer exclusion cap is `max($10M, 10 × adjustedBasis)` ($15M base for stock acquired after July 4, 2025); when `expectedGain` exceeds it, the overage is fully taxable and the response surfaces `taxableGain` for that delta. `industry` is the dominant industry (>80% revenue) when the corp operates in multiple. Evaluates the six statutory tests: domestic C-corporation entity, original-issuance acquisition method, gross assets at issuance (under $50M / $50-75M / over $75M tiered cap), qualified-trade-or-business industry, active-business posture (80% asset use), and holding period (3 / 4 / 5-year tiers under OBBBA). Pure stateless check: no filing, reporting, or IRS lookup happens; the six tests are evaluated against the bundled OBBBA 2026 rule set and per-state conformity table. Returns a top-level object wit |
| equity_funding_plan | Use this when someone asks which shares to sell and when to reach a cash goal by a deadline (down payment, tuition, a tax bill), or how to fund a goal from equity with the least tax. Multi-year, multi-stack equity-funding optimizer. Given a target after-tax amount and a deadline (down payment, tax bill, expansion check), returns four named plans on the risk/wealth frontier: `lockInNow` (sell today, zero price risk), `balanced` (bracket-aware spread across months), `holdForGrowth` (sell at the deadline, max upside), and `recommended` (the wealth-maximal plan whose lognormal shortfall is at or below `riskToleranceShortfall`, default 10%). Also returns `frontier`, the full hybrid sweep between Lock-in-now and Balanced. Each plan carries its `plan` schedule plus `wealthAtTarget`, `totalTax`, and `shortfallProbability`; see `outputSchema` for the full shape. Use this when an equity holder needs cash by a deadline; for the upstream tax math on RSU/NSO/ISO events that PRODUCED the holdings, call `rsu_sell_vs_hold` / `nso_calculate` / `amt_iso_optimize` first. Out of scope: FICA, AMT, QSBS routing (use `qsbs_check`). Pass multi-ticker holdings via `stacks`; single-stack legacy callers can use top-level `lots` + `currentPrice`. Example: {targetAfterTax: 400000, targetDate: "2028-06-01", stacks: [{ticker: "NVDA", currentPrice: 140, expectedAnnualGrowth: 0.15, volatility: 0.45, lots: [{shares: 4000, costBasisPerShare: 60, acquisitionDate: "2023-06-15"}]}], ordinaryIncome: 280000, filingStatus: "married_joint", stateCode: "CA", cashInterestRate: 0.04, riskToleranceShortfall: 0.10}. Each stack needs `expectedAnnualGrowth`: a decimal, the string "market" (S&P 500 trailing average), or a covered `ticker` that resolves it from the trailing-returns table (a symbol like "NVDA" is enough; volatility still comes from the stack's `volatility` or `defaultVolatility`). Omitting growth is an error, not a flat default; pass 0 to model flat prices deliberately. Every field listed in `require |
| rsu_lot_optimize | Use this when someone asks which vested RSU lots to sell first, in which years, to divest a concentrated company-stock position at the lowest computed tax: "I want to sell down half my Amazon stock with the smallest tax bill, which lots and when?". Given the vested lots (vest date, shares, cost basis), a current price, and a divest fraction, it chooses WHICH lots and WHICH sale dates minimize computed total tax to divest that many shares, using three levers: specific-lot identification (sell higher-basis lots to realize less gain, or underwater lots to harvest losses that net against gains), long-term deferral (wait past the one-year mark to convert short-term ordinary rates to long-term capital gains), and multi-year bracket spreading (split gains across 1 to 3 tax years, with in-plan capital-loss carryforward). Every sale is priced at today's price (flat-price assumption; there is no growth model). Returns the year-by-year sell schedule grouped by tax year, the total tax (federal LTCG + NIIT + state), what a first-in-first-out (FIFO) oldest-first sell order on the same schedule would have cost (`headlineDeltaVsFifo`), a 1/2/3-year horizon trade-off, and per-lot deferral callouts. This tool owns WHICH LOTS and WHICH DATES; for WHETHER and HOW MUCH to sell down a position use `concentration_analyze`, for a single new vest use `rsu_sell_vs_hold`, and to raise a specific cash amount by a deadline use `equity_funding_plan`. Out of scope: growth/return modeling, wash-sale basis migration, AMT, unvested grants. Example: {lots: [{vestDate: "2022-08-15", shares: 120, costBasisPerShare: 95}, {vestDate: "2024-02-15", shares: 100, costBasisPerShare: 130}, {vestDate: "2026-05-15", shares: 80, costBasisPerShare: 210}], currentPrice: 180, divestFraction: 0.5, horizonYears: 2, ordinaryIncome: 200000, filingStatus: "single", stateCode: "CA"}. Every field listed in `required` is a fact about the user's situation with no built-in default: a call missing a required field returns an e |