Options Analysis Suite

Options Analysis Suite - AI Integration

MCP server that gives Claude, ChatGPT, Perplexity, and Grok direct access to your options analysis data, market research tools, portfolio risk snapshots, and platform context.

Supported Platforms

Current Tool Surface

The MCP currently exposes 46 tools - consolidated into enum-driven unified tools where tool shapes are a clean family match (calendars, regime views, Treasury rates, FINRA short-side series, user snapshots, and options-market screeners).

• 38 market, research and pricing tools, six of them live
• 6 synced user-data tools
• 2 platform-context tools

Six tools read in real time from the broker connected to your account: get_live_quote, get_intraday_bars, get_live_options_chain, get_live_dealer_positioning, scan_option_strategies and rank_live_skew_gex. The other market tools answer from the platform's stored data - end-of-day snapshots and history, plus the intraday regime scans behind get_regime with scope='intraday' - and the synced tools from your own account data. compute_black_scholes prices from the inputs you give it. compute_scenario reprices a strategy you describe, with an optional fit against the positions you hold. Only the six live tools need a broker. Connecting the MCP requires an active subscription, and every plan is Pro or above, so every tool is available in every session.

Market And Research Tools

Volatility, chain, and pricing structure

• IV History (get_iv_history) - Historical implied and realized volatility
• Greeks History (get_greeks_history) - Historical Greeks with recent/trend summaries plus DTE and moneyness filters
• IV Surface (get_iv_surface) - Surface and skew snapshots across strikes and expirations
• Options Chain (get_options_chain) - Latest available end-of-day chain summary with expirations, ATM term structure, skew, and representative near-money contracts
• Live Quote (get_live_quote) - One underlying's quote now from your connected broker: last, bid, ask, sizes, mid, mark, the session's open, high and low, previous close, volume, the broker's quote and trade times, and change against the previous close, withheld with a reason after hours when the broker has rolled the previous close to the session's own close; a null is a field the broker did not publish. One request on every broker; cached five seconds per account and broker
• Intraday Bars and VWAP (get_intraday_bars) - One session's minute bars (1 to 30 minutes, regular or extended hours) from Tradier or Schwab, with the session VWAP and its band, a session summary, and up to six Stock Charts indicators computed on the same bars; columnar, newest last, trimmed from the oldest when the budget binds. One request; cached fifteen seconds per account and broker
• Live Options Chain (get_live_options_chain) - One expiration, fetched in real time from the broker connected to your account: near-the-money strikes, the ATM pair, 25-delta wings, whole-chain volume and open interest. Spends your own broker quota, metered in your broker's own requests against its documented quota (120 a minute on Tradier and Schwab, 600 on Public, a conservative 120 on tastytrade, which publishes none, and 30 on moomoo, per moomoo account); a broker's own 429 comes back as BROKER_RATE_LIMITED with its wait
• EOD Options Snapshot (get_options_snapshot) - Spot, max pain, net GEX/DEX (the assumed dealer book's), ATM IV term structure, IV rank and percentile, historical vol, volume and open interest for any symbol the platform holds an options snapshot for, with optional per-strike max-pain, GEX/DEX and skew curve summaries; up to 50 symbols compared in one request
• Options Analytics History (get_options_analytics_history) - Daily analytics history including IV, skew, expected move, the risk-free rate, and the exposures (the assumed dealer book's GEX, delta balance, vega exposure, vanna, charm flow and vomma)
• Treasury Rates (get_rates) - Unified Treasury view with view='benchmark' (current platform risk-free rate, 10Y-based) or view='curve' (full yield curve with key rates, inversion flags, and compact history)

Flow, positioning, and market structure

• Screeners (run_screener) - Unified leaderboard surface for all 16 options-market screeners (most-active, highest-oi, highest-iv, unusual, gex, model-divergence, regime-stress, term-backwardation, put-skew, delta-exposure, vega-exposure, pre-earnings-iv, dod-change, vrp, max-pain, unusual-directional) plus market-trends (time-series aggregates) and earnings-calendar (next-14-day forward window by default, widen via days, filter by symbol)
• Short Data (get_short_data) - Unified FINRA short-side feed: type='volume' for daily short-volume activity, type='interest' for biweekly short-interest settlements (float-enriched)
• Dark Pool / ATS (get_dark_pool_data) - FINRA OTC (non-ATS) and ATS (dark pool) weekly data with four granularities: view='summary' (aggregate trends), view='dealers' (per-dealer MPID breakdown of OTC flow, top 15/week), view='venues' (per-venue MPID breakdown of ATS flow, top 15/week), or view='all' (combined)
• Fail To Deliver (get_fail_to_deliver) - SEC FTD history with recent spikes and trend context
• Threshold History (get_threshold_history) - Reg SHO threshold-list status and streak summaries
• Trading Halts (get_trading_halts) - Active and recent halts with duplicate feed rows condensed

Regime and exposure

Every exposure figure (get_regime, run_screener, get_options_analytics_history, get_options_snapshot, get_dealer_positioning and get_live_dealer_positioning) is the assumed dealer book (dealers long the calls and short the puts, every contract of open interest): GEX, the put-minus-call delta balance, vega exposure, vanna, charm flow and vomma, each with its leg coverage where that is not complete, over the default expirations (within 30 days of the session, or the first four when none are) unless a choice is asked for, as each answer's scope states. The levels (gamma flip, walls, magnet, dealer regime) are the same book's over the same expirations.

• Regime (get_regime) - Unified regime tool with six scopes: scope='market' (composite stress regime across SPY/QQQ/IWM/DIA with score bands and drivers), scope='symbol' (per-symbol daily regime + authoritative Greek exposures, the assumed dealer book, with the gamma-derived call/put walls, gamma flip, gamma magnet and top 10 gamma strikes), scope='intraday' (5 scans/day with stress scoring + Greek snapshots), scope='volatility' (the VIX term structure at the close: VIX1D, VIX9D, VIX, VIX3M and VIX6M with its shape, the VIX/VIX3M ratio and VVIX), scope='sectors' (every sector's or industry's P/E and daily change on the NYSE, NASDAQ and AMEX, with one group's daily history), or scope='cot' (CFTC Commitments of Traders positioning: a futures contract's family market with every trader group, its speculative line and 3-year range, or every market's speculative line, optionally by sector)
• Live Dealer Positioning (get_live_dealer_positioning) - The assumed dealer book's GEX, delta balance, vega exposure, vanna, charm flow and vomma, over the legs whose expiration session had not closed when the chain was read, and the same book's gamma flip, call and put walls, gamma concentration and gamma regime, computed in real time from your connected broker's chain over the default expirations counted from today (within 30 days, or the first four when none are), the first four open ones when your broker's budget cannot cover that set now (the answer says so), or the expirations you name. The rate and dividend yield are resolved from market data or supplied as r and q (an index needs q). A cold call is the expirations list plus one chain per expiration it covers, in your broker's own requests against the same per-broker budget
• Live Strategy Scan (scan_option_strategies) - Candidate trades for one strategy (single options, the four vertical spreads, iron condors and butterflies, straddles and strangles) from one expiration of the live chain, priced from two-sided quotes: every leg's quote, spread, IV, Greeks, open interest and volume; net mid and natural price; max profit and loss, breakevens and return on risk; risk-neutral model probabilities of profit and of max profit; position Greeks; and each strike's, breakeven's and dealer level's distance from spot, with the expiration's expected move. Filters for open interest, spread width, slippage and credit, and r and q supplied where the platform holds none (an index); the list plus the scanned chain in your broker's own requests, up to four more chains with four-expiration levels
• Live Watchlist Skew and GEX Ranking (rank_live_skew_gex) - Up to 50 symbols ranked by 25-delta skew or net GEX over the first four open expirations (a declared exception to the default expirations, stated in the answer), or by either's change since the prior session's close, computed by one model on both sides: IV solved from mids and Black-Scholes gamma on your broker's live chains and on the prior session's stored chains, so the change is like for like on every broker. May spend your whole per-broker budget (about 11 requests a symbol on Tradier with both metrics); what one call does not reach is listed as pending with a reason and a wait, answered rows are cached 15 minutes, and calling again with the same list continues it
• EOD Dealer Positioning (get_dealer_positioning) - The stored assumed dealer book and its levels (dealer regime, gamma flip, call and put walls, gamma magnet, top gamma strikes) over the default expirations or the expirations you name, the 30-day expected move and the change since the prior session over the same expirations, from the most recent session on file (date in the result says which), for roughly 5,500 listed equities and ETFs; a past session via date
• Model Calibration Fits (get_regime_fits) - Calibrated parameters and fit quality for the eight pricing models on a symbol (IV RMSE for every model, price RMSE for every model except eSSVI, an IV-surface fit that stores none), with an error history; covers the regime universe of about 124 symbols
• Black-Scholes Pricing (compute_black_scholes) - Price, seventeen Greeks in the commercial API's convention, expected move and risk-neutral ITM probability from explicit inputs; r and q supplied or resolved from stored market data for a symbol, never defaulted. Black-Scholes only; the other models, calibration and multi-model runs are on the REST API and Python SDK
• Scenario and Portfolio Fit (compute_scenario) - A multi-leg strategy (legs supplied in the call, or a strategy sent from the Strategy page by its strategyKey; Black-Scholes, or the Leisen-Reimer tree for American legs, whose Greeks are that tree's own finite differences) repric