Options Analysis Suite

Options Analysis Suite The deepest options analytics MCP for AI assistants.

От сообществаРаботаетБез входаГлобальныйБесплатноТолько чтение

Что умеет

  • Get Iv History: Get historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to H
  • Get Greeks History: Get historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a co
  • Get Regime: Get regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY

Какие данные видит

Нужен ли аккаунт

Не нужен: сервер работает без входа

Options Analysis Suite

The deepest options analytics MCP for AI assistants. Built for retail traders, quants, and developers who need institutional-grade options data, market structure, and portfolio risk directly inside their AI workflow.

What you get

32 read-only tools across market data, derivatives analytics, market structure, and your own synced analysis history.

Volatility and pricing

  • Historical implied volatility and realized volatility
  • 17-Greek surface including 2nd and 3rd order (vanna, charm, vomma)
  • IV surfaces with skew across strikes and expirations
  • Options chains with ATM term structure
  • Daily options analytics: IV, skew, expected move, GEX/DEX/VEX, net vanna/charm/vomma
  • Treasury yield curve and benchmark risk-free rate

23 options screeners

Most-active, unusual activity (calls and puts), highest IV rank, highest open interest, gamma/delta/vega exposure leaders, VRP (high and low), max pain (pinning and divergence), term backwardation, put skew, model divergence, regime stress, pre-earnings IV, day-over-day change leaderboards (GEX, IV, P/C, skew, regime), market-wide trends, and earnings calendar.

Market structure

  • FINRA short volume (daily) and short interest (biweekly with float metrics)
  • Dark pool / ATS data with per-dealer and per-venue breakdowns
  • SEC fail-to-deliver history
  • Reg SHO threshold list
  • Active and recent trading halts

Regime and exposure

  • Composite market stress regime across SPY/QQQ/IWM/DIA
  • Per-symbol regime with authoritative Greek exposures: call wall, put wall, gamma flip, abs gamma anchor, top 10 gamma strikes
  • Intraday stress scoring, 5 scans per trading day

Company and events

  • Company profiles, fundamentals, earnings history and estimates
  • Analyst ratings, price targets, rating history
  • News (relevance-ranked)
  • Form 4 insider trading
  • 13D/13G activist filings
  • SEC EDGAR filings
  • Dividends and stock splits
  • Economic, IPO, dividend, and split calendars

Your synced data

  • Pricing analysis history with model divergence
  • FFT scanner results
  • AI Compute Suite multi-model run history
  • Portfolio snapshots with market-scaled raw Greeks
  • Risk snapshots: VaR, CVaR, beta, Sharpe, drawdown, stress tests, dollar-impact Greeks
  • GEX snapshots with expected move
  • Analysis trend rollups

Why it stands out

  • 17 pricing models including BSM, binomial, Heston, Monte Carlo, PDE, Local Vol, SABR, Jump Diffusion, Variance Gamma
  • 17 Greeks including 2nd and 3rd order
  • Live chain calibration
  • Multi-model fair-value comparison
  • 3D volatility surfaces
  • Coverage of options on equities AND futures (commodity, index, crypto futures)
  • Tools are read-only and safe to expose to AI assistants

Supported clients

  • Claude Desktop via .mcpb extension (credentials in OS keychain)
  • Claude Web (OAuth)
  • ChatGPT (OAuth)
  • Grok (OAuth)
  • Perplexity (API key)
  • Cursor (OAuth)

Example prompts

  • "Is AAPL IV expensive relative to its last six months?"
  • "What does the current market regime say about stress, rates, and dealer positioning?"
  • "Show me the most unusual options activity right now"
  • "Pull recent SEC filings and analyst changes for TSLA"
  • "Calculate gamma exposure for SPY and list the top 10 gamma strikes"
  • "Summarize current short interest, dark pool flow, and FTD behavior for AMC"
  • "Summarize my latest AI Compute Suite run and tell me which models disagreed most"
  • "How has my portfolio delta and gamma changed over the last few snapshots?"

Account required

An active Options Analysis Suite subscription is required for full access. Market and research tools work with any tier; synced personal-data tools require sync to be enabled on a Pro or API subscription. Sign up at https://www.optionsanalysissuite.com.

Список инструментов сервера (32)

Технические названия из tools/list. Нужны только разработчикам.

get_iv_historyGet historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large windows return a compact recent/trend summary by default.
get_greeks_historyGet historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default.
get_regimeGet regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY/QQQ/IWM/DIA, not per-symbol). Returns composite stress score, confidence, key drivers, feature z-scores. Bands: CALM < -0.5, NORMAL -0.5..0.5, ELEVATED 0.5..1.5, STRESS 1.5..2.5, CRISIS ≥ 2.5. Accepts `date` (YYYY-MM-DD, default latest) and `include_symbols` (default false; true also returns up to the top 8 symbols per classification tier sorted by absolute stress score, with raw vector internals stripped). • scope="symbol" — per-symbol daily regime + authoritative Greek exposures (net gamma/delta/vega/vanna/charm/vomma, call wall, put wall, gamma flip, abs gamma anchor, top 10 gamma strikes). REQUIRED: `symbol`. Accepts `days` (default 1 = latest, max 30) and `full` (default false; true keeps less-summarized history with vector internals stripped). This is the correct scope for "what are SPY's Greek exposures?" — do NOT use get_options_analytics_history for current exposures. • scope="intraday" — intraday regime scan history for a symbol: 5 scans/day (open, morning, midday, afternoon, pre-close), each with stress scoring, regime classification, and compact Greek exposure snapshots. REQUIRED: `symbol`. Accepts `days` (default 5, max 90), `date` (overrides days), and `interval` (filter to a single scan).
get_earningsGet earnings history and estimates for a company. Returns actual EPS, estimates, revenue, and surprise percentages. Earnings events are the largest source of overnight gap risk for options — check if an upcoming earnings date falls within an option's expiration window. Shows last 8 quarters by default.
get_newsGet recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-style ownership updates when stronger catalyst news is available.
get_fundamentalsGet company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratios/key metrics, and one summarized recent statement entry per financial statement.
get_dividendsGet per-symbol dividend history from Financial Modeling Prep data synced into the platform. Useful for checking dividend cadence, recent ex-dates, and cash amounts when evaluating carry, assignment risk, or discrete-dividend assumptions.
get_ratesGet Treasury rate data. Pick the view that matches the question: • view="benchmark" — current platform risk-free rate served at /risk-free-rate (currently a 10Y-based Treasury rate used for options pricing). No params. If you need shorter maturities (1M, 3M, 6M, 2Y, 5Y), use view="curve" instead. • view="curve" — full US Treasury yield curve with a compact current-curve summary by default. Returns key maturities, inversion flags, spreads, and small trend samples.
get_insider_tradingGet insider trading activity for a company. Default response focuses on economically meaningful open-market buys and sells, groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately.
get_options_analytics_historyGet daily end-of-day options analytics snapshots for a symbol — historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, expected move, term structure, dividend yield, and risk-free rate. Best for trend analysis over time. For current authoritative Greek exposures and dealer-positioning levels like call wall, put wall, gamma flip, and abs gamma, use get_regime with scope="symbol" instead. Up to 5000 days. Large windows return a compact recent/trend summary by default.
get_iv_surfaceGet the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the previous trading session. Default response returns a compact term-structure and smile summary.
get_stock_pricesGet historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars.
get_stock_splitsGet per-symbol stock split history from Financial Modeling Prep data synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.
get_short_dataGet FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (position-based, not flow-based). Compact summary-first view (latest settlement + trailing averages + rising/falling trend) by default. Short-percent-of-float is enriched from the company profile when the FINRA feed omits it. Symbol is required for both.
get_analyst_dataGet Wall Street analyst ratings, price targets, and consensus estimates for a symbol. Default response keeps the nearest forward estimate periods, price-target summaries, rating snapshot, summarized rating-history streaks, and recent rating changes.
get_market_calendarGet market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" — upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead. Supports country (e.g. US, EU, UK). The default view focuses on higher-signal catalysts. • type="ipo" — upcoming and recent public listings. Default from=30d ago, to=60d ahead, limit=50. Optional symbol filter applied after fetch. • type="dividend" — cash dividend events (ex-date, record date, payment date). Default from=7d ago, to=30d ahead, limit=100. Optional symbol filter. • type="split" — stock splits (ratios + dates). Default from=30d ago, to=60d ahead, limit=100. Optional symbol filter. Irrelevant sub-params are ignored (e.g. country on type=ipo, full on type=dividend).
get_options_chainGet the end-of-day options chain snapshot from the latest available completed trading session by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later expirations exist; set date to query a specific session.
get_sec_filingsGet recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links.
get_fail_to_deliverGet SEC Failure-to-Deliver (FTD) data for a symbol. Default response returns a compact summary with recent history, notable spikes, and threshold overlap. Default window is 180 days because SEC FTD publication lags by about 21 days.
get_threshold_historyGet SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.
get_dark_pool_dataGet FINRA OTC (dark pool / non-ATS) and ATS (Alternative Trading System) weekly trading statistics for a symbol. The `view` param controls the granularity: • view="summary" (default) — aggregate weekly OTC + ATS volume/trade trends with a compact summary + trend analysis. • view="dealers" — per-DEALER breakdown of OTC (non-ATS) activity. Top 15 MPIDs per week with participant name, shares, and trades. Answers "who is executing this flow off-exchange, off-ATS?" • view="venues" — per-VENUE breakdown of ATS activity. Top 15 dark-pool venues per week with MPID, venue name, shares, and trades. Answers "which dark pools are matching this ticker?" • view="all" — returns summary + dealers + venues in one payload. Larger — expect more token usage. Optional: `weeks` (1..260, default 12) narrows the history window for dealers/venues/all. High dark-pool activity can signal institutional accumulation or distribution; per-dealer and per-venue views surface who specifically is active.
get_trading_haltsGet current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.
get_activist_filingsGet Schedule 13D/13G beneficial-ownership filings for a symbol. Default response prioritizes the latest above-threshold holder snapshot per filer and summarizes below-threshold amendments separately so current holders stay visible.
get_company_profileGet company profile data for a symbol with a compact normalized default view. Returns sector, industry, market cap, float metrics, key identifiers, and a trimmed business description.
run_screenerRun one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the `screener` enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusual / gex — main tabs. Use `view` (ticker|contract, default ticker). Support `index` (all|sp500|sp400|sp600|etf). Note: `index=etf` returns rows only in `view=contract`; ticker view's aggregator does not include ETF rows. For `unusual`, the `threshold` param's meaning depends on view: contract view = min volume/OI ratio (float, default 1.0); ticker view = min unusual-contract breadth count (integer, default 1). • dod-change — day-over-day leaderboards. Requires `metric` (gex|iv|put-call|skew|regime). Optional `direction` (up|down|all) for gex/iv/put-call. To get DoD skew or regime views, use dod-change with `metric=skew` or `metric=regime` — the `regime-stress` / `put-skew` screener ids always return the level leaderboard, never the change view. • vrp — volatility risk premium. Requires `side` (high|low). • max-pain — requires `mode` (pinning: spot near max pain + high gamma concentration; divergence: spot vs max pain in implied-move σ units). • unusual-directional — requires `side` (call|put). • market-trends — market-wide avg IV / volume / P/C time series. Optional `days` (passthrough to proxy; proxy default 365, capped at 730). For token-budget reasons, an LLM may want to pass a smaller `days` (e.g. 30–90). • earnings-calendar — upcoming earnings reports. Defaults to the next 14 days from today, matching the Morning Report window. Optional `symbol` to filter to a single ticker; optional `days` to widen/shorten the window (1..90). • Everything else takes only `limit`. Returns the raw proxy payload; shape varies by screener. Ranking endpoints typically return `{ data: Row[], currentDate, priorDate?, metric, ... }` where Row includes the ranking metric plus supporting fields (spotPrice, totalOi, atmIv30d, label/stress, etc.). Contract-view endpoints return per-contract rows. `market-trends` returns time-series aggregates. `earnings-calendar` returns a bare array of {symbol, date, time, ...} rows. See the per-screener column notes at optionsanalysissuite.com/screeners.
get_platform_infoGet background information about the Options Analysis Suite platform — the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.
get_analysis_historyGet the user's options pricing analysis history — past calculations run in the platform. Each result includes the model used (Black-Scholes, Heston, SABR, etc.), input parameters (spot, strike, volatility, DTE), computed option price, and Greeks. Includes calibration data and model-specific sensitivities when available. Default view collapses near-identical reruns from the same pricing sweep.
get_snapshotGet the user's synced snapshot history by type. Each type serves a different question: • type="gex" — per-symbol Gamma Exposure snapshots. REQUIRED: `symbol`. Returns the 3 most recent snapshots (no dedupe — rows may be near-duplicates if recorded back-to-back). Includes per-expiration breakdown, call/put walls, gamma flip point, abs gamma anchor, unusual activity, expected move data, and raw vs in-wall visible combo-strike counts. • type="portfolio" — account-wide portfolio snapshots with market-scaled raw Greeks (no $): first-order delta, gamma, theta/day, vega/1% IV, rho/1% rate; second-order vanna/1% IV, charm/day (delta decay), vomma/1% IV², veta/day (vega decay, sign-flipped for market convention). Default view collapses consecutive identical snapshots to surface the latest distinct states. For $-impact views of the same Greeks, use type="risk". • type="risk" — account-wide risk-analysis snapshots: Value-at-Risk (95%/99%), Conditional VaR, portfolio beta, Sharpe ratio, maximum drawdown, volatility, stress test results, and aggregate Greek $-impact exposure. $-Greeks include first-order dollarDelta, dollarGamma (per 1% move), dollarTheta/day, dollarVega (per 1% IV), dollarRho (per 1% rate) and second-order dollarVanna (per 1% IV move), dollarCharm (daily $Δ decay), dollarVomma (per 1% IV), dollarVeta (daily vega decay). Units & sign convention: var95/var99/cvar95/maxDrawdown/volatility are in PERCENT (e.g., 2.5 = 2.5%); volatility is annualized; var95/var99/cvar95/maxDrawdown are POSITIVE loss magnitudes (e.g., var95=2.5 means a 2.5% loss). beta/sharpeRatio are dimensionless. stressResults[].impact is signed $ P&L; impactPercent is signed % of portfolio. details.historicalVarDetails: worstDay is POSITIVE magnitude of the worst single-day LOSS (worstDay=13.46 means a 13.46% loss, NOT a 13.46% gain); bestDay and avgReturn are SIGNED percent returns. Default view collapses consecutive identical snapshots. For raw-unit Greeks, use type="portfolio".
get_analysis_rollupsGet pre-computed daily or weekly aggregates of the user's analysis activity per symbol. Default response returns compact rollup rows plus a cross-period summary of volatility, spot, and model usage trends.
get_fft_resultsGet the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies.
query_analysisQuery your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so the results stay diverse and readable.
get_compute_runsGet the user's AI Compute Suite run history — portfolio-wide batch analyses across multiple pricing models. Default response returns compact run summaries, model-dispersion highlights, exposure levels, and representative position/model consensus summaries. Use view='detailed' to inspect per-model outputs for one matched run; detailed view only takes effect when exactly one run matches, and multi-run responses are always summarized.