ApexVol Options Analytics
PYPI · APEXVOL-MCP · 2 COMPONENTS · SCANNED AUG 20
Options analytics for AI assistants: chains, IV rank, VRP, Greeks, GEX, expected moves, screeners.
Available components
How this component scores in each security and reliability category. Every signal is checked automatically from public evidence about the published package, including repeated runs of it in an isolated sandbox, and we only credit what we can confirm. How we score →
Supply Chain Security100
- No malware found by supply-chain analysis.Pass
- No known CVEs affecting this package version or its production dependencies.Pass
- Runs hatchling.build at install time, a recognised native-build step with no shell scripting around it. View diagnostics → Pass
- 1 of 30 dependencies flagged as unhealthy. View diagnostics → Partial
Provenance & Transparency45
- Source repository is publicly reachable at the declared URL. View diagnostics → Pass
- Provenance check failed: no build-provenance attestation is published. See how to fix → View diagnostics → Fail
- Clear OSI-approved license (MIT).Pass
- Actively maintained (last published 4 days ago).Pass
- Disclosure check failed: no security disclosure policy was found in the source repository. See how to fix → Fail
Schema Quality & AI Usability66
- AI-judged instruction clarity (good).Pass
- Context-footprint check failed: tool/resource definitions use about 6981 tokens (~162/item across 43 items; 43 tools + 0 resources), over budget; trim descriptions and params. See how to fix → Fail
- Usage-examples check failed: none of the tools include examples. See how to fix → Fail
Stability & Change Management0
- Stability not yet verified: not enough scan history yet (needs a 30-day window).Unverified
Tool Coverage67
- 100% of tools have a non-trivial description (not blank, and not just the tool's name).Pass
- 0% of tool parameters carry a description.Fail
Capabilities100
- Implements a supported MCP spec version (2025-11-25); the latest is 2026-07-28.Pass
Unverified: 1 category
A category scored 0 because we could not verify it: a data source with nothing on this package, evidence we could not reach, or a check we could not run. We only credit what we can confirm.
Add this component to your MCP client. Where a client-specific snippet is available, pick your client below and copy it straight into your config; otherwise use the connection detail shown.
pypi · apexvol-mcp
claude mcp add ryansilk-apexvol-mcp -- uvx apexvol-mcp
codex mcp add ryansilk-apexvol-mcp -- uvx apexvol-mcp
{
"$schema": "https://opencode.ai/config.json",
"mcp": {
"ryansilk-apexvol-mcp": {
"type": "local",
"command": [
"uvx",
"apexvol-mcp"
],
"enabled": true
}
}
} openclaw mcp add ryansilk-apexvol-mcp --command uvx --arg apexvol-mcp
mcp_servers:
ryansilk-apexvol-mcp:
command: "uvx"
args: ["apexvol-mcp"] {
"mcpServers": {
"ryansilk-apexvol-mcp": {
"command": "uvx",
"args": [
"apexvol-mcp"
]
}
}
} Every change we have recorded for this component, newest first. Security-relevant changes are always shown. ▲ marks a change for the better, ▼ a change for the worse; unmarked changes are neutral.
- 15 Aug 26 64
First indexed and scored.
Diagnostic detail from the automated scan of this channel: what the scanner observed at each step, so you can see exactly where a check passed or failed. It is informational only and never changes the trust score.
Captured 20 Aug 2026 · Analysed pypi/apexvol-mcp@0.1.1
Provenance No attestation
The registry publishes no build provenance for this version, so there is nothing to verify.
| Result | No attestation |
|---|---|
| Ecosystem | pypi |
Install scripts 1 script
| Hook | Tier | Command |
|---|---|---|
| build_backend | allowlisted | hatchling.build |
Dependencies 30 packages
| Packages resolved | 30 |
|---|---|
| Stale | 1 |
| Tree resolution | Complete |
The tools this component advertises to a client, with an estimated token cost for each. Expand a tool to see its parameters and schema. The per-tool counts are indicative and are not scored directly; the schema's total context footprint is one signal in Schema Quality & AI Usability.
analyze_earnings_history ~94
Analyze historical earnings moves for a stock. Shows how the stock has moved on past earnings announcements, compared to the expected move implied by options. Use this tool when the user asks about: - Historical earnings moves - Past earnings reactions - Beat/miss patterns - Options pricing accuracy Args: ticker: Stock symbol Returns: Historical earnings move analysis
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
analyze_strategy ~126
Analyze a custom options strategy. Calculates full P&L profile, Greeks, probability of profit, and risk metrics for a custom strategy. Use this tool when the user asks about: - Analyzing a specific trade - Strategy P&L profile - Greeks for a position Args: ticker: Stock symbol legs: Strategy legs in format "BUY 1 C 150, SELL 1 C 155" Returns: Full analysis with P&L, Greeks, and probabilities
| Name | Type | Req | Description |
|---|---|---|---|
| legs | string | yes | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
build_strategy ~218
Build an options strategy with optimal parameters. Supports various strategy types and automatically selects strikes based on target delta or other criteria. Strategy types: iron_condor, credit_spread, debit_spread, straddle, strangle, butterfly, calendar Use this tool when the user asks about: - Building a specific strategy - Iron condor, credit spread, etc. - Strategy construction Args: ticker: Stock symbol strategy_type: Type of strategy (iron_condor, credit_spread, etc.) expiration: Target expiration or None for nearest monthly width: Strike width for spreads in dollars; fractional widths like 2.5 are valid (default 5) target_delta: Target delta for strike selection (default 0.30) Returns: Strategy details with legs, Greeks, and expected P&L
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| strategy_type | string | yes | – |
| target_delta | number | – | – |
| ticker | string | yes | – |
| width | number | – | – |
No output schema declared.
No examples provided.
calculate_expected_move ~118
Calculate the expected move based on ATM straddle pricing. The expected move represents the market's implied price range through the expiration date, derived from options pricing. Use this tool when the user asks about: - Expected move or implied move - How much a stock might move - Options-implied price range - Event risk pricing Args: ticker: Stock symbol expiration: Specific expiration or None for nearest Returns: Expected move in dollars and percentage
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
calculate_portfolio_greeks ~228
Calculate aggregate Greeks for a portfolio of positions. Takes a portfolio of options positions and calculates net delta, theta, and vega exposure plus a risk-level assessment. Use this tool when the user asks about: - Portfolio Greeks - Net delta/theta/vega - Position exposure Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios. Returns: Aggregated portfolio Greeks with risk assessment
| Name | Type | Req | Description |
|---|---|---|---|
| positions | string | yes | – |
No output schema declared.
No examples provided.
calculate_probability_of_profit ~185
Calculate the probability of profit for a set of option legs. Uses N(d2)-based probabilities on the combined position payoff. Use this tool when the user asks about: - Probability of profit / PoP for a trade - Odds a spread or condor expires profitable Args: legs: JSON array of legs, e.g. '[{"option_type": "put", "action": "sell", "strike": 95, "iv": 32.5, "premium": 1.20, "quantity": 1}]' (iv accepts percent or decimal; premium is per share) stock_price: Current stock price days_to_exp: Days to expiration Returns: Probability of profit percentage
| Name | Type | Req | Description |
|---|---|---|---|
| days_to_exp | integer | yes | – |
| legs | string | yes | – |
| stock_price | number | yes | – |
No output schema declared.
No examples provided.
find_iv_opportunities ~121
Find IV mean reversion trading opportunities. Identifies when IV is statistically extreme (>2 std from mean) and suggests strategies to capture mean reversion. Use this tool when the user asks about: - Mean reversion opportunities - Extreme IV levels - When to sell/buy volatility - IV statistical analysis Args: ticker: Stock symbol z_score_threshold: Statistical threshold (default 2.0) Returns: Opportunity assessment with strategy recommendations
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
| z_score_threshold | number | – | – |
No output schema declared.
No examples provided.
generate_stress_tests ~212
Run stress test scenarios on a portfolio. Tests portfolio under extreme market conditions like crashes, vol spikes, and rallies. Use this tool when the user asks about: - Stress testing - Crash scenarios - Worst-case analysis Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios. Returns: P&L under various stress scenarios
| Name | Type | Req | Description |
|---|---|---|---|
| positions | string | yes | – |
No output schema declared.
No examples provided.
get_charm_exposure ~111
Get charm (delta decay) exposure by strike. Charm measures how delta changes with time. High charm exposure indicates significant delta changes as time passes, affecting hedging flows. Use this tool when the user asks about: - Charm exposure - Delta decay - Time-based hedging flows Args: ticker: Stock symbol expiration: Specific expiration or None for nearest Returns: Charm exposure by strike
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_cross_index_gex ~113
Compare GEX across major indices. Shows gamma exposure comparison between SPY, QQQ, IWM, and other major indices to understand market-wide positioning. Use this tool when the user asks about: - Cross-index GEX comparison - Market-wide gamma positioning - Index relative GEX Args: tickers: Comma-separated tickers or None for defaults (SPY,QQQ,IWM,DIA) Returns: GEX comparison across indices
| Name | Type | Req | Description |
|---|---|---|---|
| tickers | – | – | – |
No output schema declared.
No examples provided.
get_earnings_calendar ~116
Get upcoming earnings announcements. Shows companies reporting earnings in the upcoming period, including expected move implied by options pricing. Use this tool when the user asks about: - Upcoming earnings - What companies report this week - Earnings calendar Args: days_ahead: Number of days to look ahead (default 7) min_market_cap: Minimum market cap filter in billions Returns: List of upcoming earnings with expected moves
| Name | Type | Req | Description |
|---|---|---|---|
| days_ahead | integer | – | – |
| min_market_cap | – | – | – |
No output schema declared.
No examples provided.
get_earnings_move_analysis ~269
Analyze how a stock moves around earnings and whether options misprice it. Pick via the `analysis` argument: - "mispricing" (default): IV rank + VRP + expected-vs-actual history combined into an over/underpriced assessment - "historical_moves": realized post-earnings moves over several horizons - "expected_vs_actual": straddle-implied expected move vs what actually happened - "verdict": combined buy/sell-the-straddle verdict for the next earnings - "seasonality": monthly/quarterly return and volatility seasonality - "post_drift": post-earnings drift statistics over recent quarters - "iv_crush": IV build-up and crush pattern around past earnings Use this when the user asks whether earnings options are over/underpriced, how a stock usually moves on earnings, or if a straddle is worth buying. Args: ticker: Stock symbol analysis: One of the seven analysis names above periods: Comma-separated day horizons for historical_moves (default "7,14,21,30") Returns: The selected earnings analysis payload with a compact summary
| Name | Type | Req | Description |
|---|---|---|---|
| analysis | string | – | – |
| periods | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_economic_calendar ~121
Get the macro economic-event calendar (CPI, FOMC, jobs reports...). Use this tool when the user asks about: - Upcoming macro events or data releases - When the next CPI/FOMC/NFP is - Event risk beyond earnings Args: from_date: Start date YYYY-MM-DD (default today) to_date: End date YYYY-MM-DD (default ~1 week out) Returns: Economic events with dates and importance
| Name | Type | Req | Description |
|---|---|---|---|
| from_date | string | – | – |
| to_date | string | – | – |
No output schema declared.
No examples provided.
get_expirations ~89
Get available expiration dates for a ticker. Returns a list of all available options expiration dates, useful for planning trades or understanding the term structure. Use this tool when the user asks about: - When options expire - Available expiration dates - Weekly vs monthly expirations Args: ticker: Stock symbol Returns: List of expiration dates
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_gex ~173
Get Gamma Exposure (GEX) levels and flip points. GEX measures the gamma exposure of market makers at each strike level. Positive GEX suggests dealer hedging will dampen moves (supportive). Negative GEX suggests dealer hedging will amplify moves (volatile). Use this tool when the user asks about: - Gamma exposure or GEX - Support and resistance from options - Dealer hedging levels - Market maker positioning Args: ticker: Stock symbol (e.g., "SPY", "QQQ") expiration: Specific expiration or None for aggregate aggregate: Whether to aggregate across all expirations Returns: GEX by strike, total GEX, and key levels
| Name | Type | Req | Description |
|---|---|---|---|
| aggregate | boolean | – | – |
| expiration | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_greeks_heatmap ~153
Get Greeks visualization data across strikes and expirations. Returns a matrix of Greek values that can be visualized as a heatmap. Useful for understanding the Greek landscape across the chain. Use this tool when the user asks about: - Greeks across strikes - Delta/gamma/theta/vega heatmap - Greek distribution Args: ticker: Stock symbol greek: Which Greek to show ("delta", "gamma", "theta", "vega") option_type: "calls" or "puts" Returns: Heatmap matrix data with strikes and expirations
| Name | Type | Req | Description |
|---|---|---|---|
| greek | string | – | – |
| option_type | string | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_hedge_recommendations ~296
Get delta-hedge recommendations for a portfolio. Computes net portfolio delta and suggests a stock hedge plus an option-based alternative on the hedge ticker to reach the target delta. Recommendations are share-equivalent, not beta-weighted. Use this tool when the user asks about: - How to hedge a position or portfolio - Getting delta-neutral - Protective puts / reducing directional risk Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios. hedge_ticker: Instrument to hedge with (default SPY) target_delta: Desired net portfolio delta (default 0 = neutral) Returns: Current vs target delta and concrete hedge suggestions
| Name | Type | Req | Description |
|---|---|---|---|
| hedge_ticker | string | – | – |
| positions | string | yes | – |
| target_delta | number | – | – |
No output schema declared.
No examples provided.
get_historical_chain ~165
Get the options chain as it looked on a past trading day (EOD snapshot). Historical chains go back years — see how an option was priced before an earnings event, through a selloff, or at any point in its life. Use this tool when the user asks about: - What an option was trading at on a past date - How a chain looked before/after an event - Backtesting entries against real historical quotes Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD trade_date: The historical date to snapshot YYYY-MM-DD Returns: End-of-day chain snapshot for that date
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | string | yes | – |
| ticker | string | yes | – |
| trade_date | string | yes | – |
No output schema declared.
No examples provided.
get_iv_rank ~171
Get IV Rank and percentile for a stock. IV Rank shows where current implied volatility stands relative to its historical range. High IV Rank (>50) suggests elevated volatility, potentially favorable for selling premium. Low IV Rank (<30) suggests cheap options, potentially favorable for buying premium. Use this tool when the user asks about: - Whether options are expensive or cheap - IV rank or IV percentile - Historical volatility context - Premium selling/buying opportunities Args: ticker: Stock symbol (e.g., "AAPL", "SPY") lookback_days: Historical lookback period (default 252 = 1 year) Returns: IV rank data with interpretation and strategy recommendations
| Name | Type | Req | Description |
|---|---|---|---|
| lookback_days | integer | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_market_overview ~82
Get market-wide volatility overview. Shows aggregate volatility metrics across major indices and sectors, including VIX levels, put/call ratios, and GEX regime. Use this tool when the user asks about: - Market overview - Overall market volatility - VIX and market sentiment - Broad market positioning Returns: Market-wide volatility and positioning overview
Input schema present but exposes no named parameters.
No output schema declared.
No examples provided.
get_max_pain ~128
Get the max pain strike for a ticker. Max pain is the strike where option holders lose the most at expiry (and writers keep the most premium) — often watched as a magnet level into expiration. Use this tool when the user asks about: - Max pain level - Where the stock might pin at expiration - Option-writer positioning Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD (default: nearest) Returns: Max pain strike with the loss profile by strike
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_monies_surface ~164
Get the ORATS monies volatility surface for a ticker. - "implied" (default): the market's current smoothed vol surface - "forecast": ORATS's model-forecast surface - "comparison": implied vs forecast side by side — where the model disagrees with the market (potential rich/cheap spots) Use this tool when the user asks about: - The vol surface or smoothed IV by delta - Model-vs-market vol disagreement - Where IV looks rich or cheap across the surface Args: ticker: Stock symbol surface: "implied", "forecast", or "comparison" Returns: Monies surface rows per expiration
| Name | Type | Req | Description |
|---|---|---|---|
| surface | string | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_options_by_delta ~175
Find options at a specific delta. Useful for finding options at standard delta levels (e.g., 0.30 delta calls for covered calls, 0.16 delta puts for credit spreads). Use this tool when the user asks about: - Options at a specific delta - 30 delta calls or 20 delta puts - Finding strikes by delta Args: ticker: Stock symbol target_delta: Target delta (0.0 to 1.0, default 0.30) option_type: "call" or "put" expiration: Specific expiration or None for nearest Returns: Strike and option details at the target delta
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| option_type | string | – | – |
| target_delta | number | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_options_chain ~226
Get the options chain for a ticker. Returns calls and puts with all Greeks, IV, volume, and open interest per strike. Defaults to the nearest expiration and the 20 strikes each side of the money — widen only when the analysis genuinely needs it. Use this tool when the user asks about: - Options prices for a stock - Call or put prices at specific strikes - Volume and open interest data - Full options chain information Args: ticker: Stock symbol (e.g., "AAPL", "SPY", "TSLA") expiration: Specific expiration date (YYYY-MM-DD); overrides num_expirations num_expirations: How many of the nearest expirations to include (1-10) strikes_around: Strikes per side of the money to keep (0 = full chain) Returns: Options chain data with calls, puts, and metadata
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| num_expirations | integer | – | – |
| strikes_around | integer | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_options_flow ~103
Analyze options flow and unusual activity for a ticker. Returns call/put volumes, premiums, and identifies unusual activity that may indicate institutional positioning. Use this tool when the user asks about: - Options flow or order flow - Call/put ratio - Unusual options activity - Large trades or sweeps Args: ticker: Stock symbol Returns: Flow analysis with volumes, premiums, and unusual activity
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_orats_cores ~203
Get raw ORATS "cores" analytics for a ticker — 340+ pre-computed fields. The deepest single call available: IV surface summary metrics, IV/HV history stats, term-structure slope/contango, earnings-move components, borrow rates, betas, percentiles, and more, straight from the data vendor. Use when the curated endpoints don't carry the specific field you need. Use this tool when the user asks about: - A specific ORATS field by name - Deep vendor-level analytics not in other tools - Bulk fundamentals+vol context for one ticker Args: ticker: Stock symbol fields: Comma-separated field names for specific fields, "all" for the entire row, or empty for the curated ~45-field default Returns: The requested cores fields (available_field_count says how many exist)
| Name | Type | Req | Description |
|---|---|---|---|
| fields | string | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_smart_money_flow ~97
Identify institutional/smart money options trades. Filters for large trades, sweeps, and block orders that may indicate informed positioning. Use this tool when the user asks about: - Smart money or institutional flow - Large options trades - Block trades or sweeps - Whale activity Args: ticker: Stock symbol Returns: Smart money flow patterns and significant trades
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_stock_price ~80
Get current stock price and company information. Returns the current price, bid/ask, and basic company stats. Use this tool when the user asks about: - Current stock price - Bid/ask spread - Company information Args: ticker: Stock symbol Returns: Current price and company information
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_term_structure ~106
Get IV term structure across all expirations. Shows how implied volatility varies across different expiration dates. Contango (upward slope) is normal; backwardation suggests near-term event risk. Use this tool when the user asks about: - Term structure of volatility - Calendar spread opportunities - Event-driven vol bumps - Contango vs backwardation Args: ticker: Stock symbol Returns: Term structure data by expiration
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_third_order_greeks ~153
Get third-order Greeks: Speed, Zomma, Color, Vomma, Ultima. These advanced Greeks measure higher-order sensitivities: - Speed: Rate of change of gamma - Zomma: Gamma sensitivity to volatility - Color: Gamma sensitivity to time - Vomma: Vega sensitivity to volatility - Ultima: Vomma sensitivity to volatility Use this tool when the user asks about: - Third-order Greeks - Speed, zomma, color - Advanced Greeks analysis Args: ticker: Stock symbol expiration: Specific expiration or None for nearest Returns: Third-order Greeks data
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_ticker_analytics ~352
Get a specific per-ticker analytics view. One tool, eight analyses — pick via the `analysis` argument: - "skew": put/call IV skew (view: "analysis" default, "history", "curvature") - "dividends": dividend history, yield, and ex-date behavior - "borrow_rate": stock borrow cost / hard-to-borrow signals (short-squeeze context) - "correlation": correlation and beta vs SPY and sector; pass compare_with to get the pairwise correlation vs another ticker instead - "hv_regimes": historical volatility regimes (view: "dashboard" default, "signals", "decomposition", "ex_earnings") - "price_context": price action + volatility briefing for orientation - "relative_value": is this ticker's vol rich or cheap vs its own history and peers - "greeks_exposure": dealer gamma/delta/vanna/charm exposure by strike Args: ticker: Stock symbol (e.g., "AAPL") analysis: One of the eight analysis names above expiration: Optional YYYY-MM-DD filter (greeks_exposure only) days: History window in trading days (borrow_rate, relative_value, hv_regimes) view: Sub-view for skew / hv_regimes (see above) compare_with: Second ticker for pairwise correlation (correlation only) Returns: The selected analytics payload with a compact summary
| Name | Type | Req | Description |
|---|---|---|---|
| analysis | string | yes | – |
| compare_with | string | – | – |
| days | integer | – | – |
| expiration | – | – | – |
| ticker | string | yes | – |
| view | string | – | – |
No output schema declared.
No examples provided.
get_vix_snapshot ~76
Get the current VIX snapshot: level, change, and term-structure state. Use this tool when the user asks about: - The VIX or overall market fear level - Whether index vol is elevated or calm - Vol regime context before a trade Returns: VIX level, change, and context
Input schema present but exposes no named parameters.
No output schema declared.
No examples provided.
get_volatility_cone ~151
Get volatility cone comparing current IV to historical realized volatility. The volatility cone shows the historical distribution of realized volatility at different time horizons, allowing comparison with current implied volatility. This helps identify if options are over/underpriced relative to historical moves. Use this tool when the user asks about: - IV vs realized volatility comparison - Volatility cone analysis - Historical volatility distribution - Whether options are fairly priced Args: ticker: Stock symbol periods: Comma-separated periods in days (default "10,20,30,60,90") Returns: Volatility cone data with percentile rankings
| Name | Type | Req | Description |
|---|---|---|---|
| periods | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_volatility_risk_premium ~196
Calculate the volatility risk premium (IV minus realized volatility). VRP measures the spread between implied and realized volatility. Positive VRP means options are pricing in more volatility than actually occurs - favorable for sellers. Negative VRP means options are cheap relative to actual moves. Use this tool when the user asks about: - Volatility risk premium or VRP - IV vs RV spread - Whether to sell or buy volatility - Premium edge assessment Args: ticker: Stock symbol lookback_days: Days for realized vol calculation (default 30) view: "current" (snapshot), "timeseries" (IV vs HV through time), or "by_expiration" (VRP per expiration) Returns: VRP data with assessment and strategy recommendation
| Name | Type | Req | Description |
|---|---|---|---|
| lookback_days | integer | – | – |
| ticker | string | yes | – |
| view | string | – | – |
No output schema declared.
No examples provided.
get_volume_profile ~120
Get the option volume and open-interest profile by strike. Shows where volume and OI concentrate across strikes — support/ resistance implied by positioning, plus notable OI changes. Use this tool when the user asks about: - Where the open interest sits - Volume by strike - OI-implied support and resistance Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD (default: nearest) Returns: Per-strike volume/OI profile
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | – | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
get_zero_dte ~148
Get 0DTE (same-day expiration) analytics for a ticker. Includes 0DTE gamma exposure, gamma flip level, max pain, theta decay projection, and the chain for today's expiration. Only meaningful for tickers with daily expirations (SPY, QQQ, SPX...) on trading days. Use this tool when the user asks about: - 0DTE setups or same-day options - Intraday gamma/pinning levels - Today's expiration chain Args: ticker: Stock symbol with 0DTE listings (e.g., "SPY") Returns: 0DTE analytics payload
| Name | Type | Req | Description |
|---|---|---|---|
| ticker | string | yes | – |
No output schema declared.
No examples provided.
optimize_strategy ~127
Find optimal strikes for a strategy type. Optimizes strike selection based on target criteria like max credit, best risk/reward, or target probability. Use this tool when the user asks about: - Best strikes for a strategy - Optimal iron condor strikes - Maximizing credit or probability Args: ticker: Stock symbol strategy_type: Type of strategy target: Optimization target (credit, risk_reward, probability) Returns: Optimized strategy parameters
| Name | Type | Req | Description |
|---|---|---|---|
| strategy_type | string | yes | – |
| target | string | – | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.
run_scenario_analysis ~302
Run what-if scenario analysis on a portfolio. Shows how portfolio value changes under different market conditions (linear delta/vega/theta approximation). Use this tool when the user asks about: - What-if scenarios - Portfolio P&L under different conditions - Price/vol sensitivity Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios. stock_move_pct: Percent stock price change to simulate (e.g. -5) iv_change_pct: Percent IV change to simulate (e.g. 25) days_forward: Days of time decay to advance Returns: Estimated P&L under the scenario with per-Greek contributions
| Name | Type | Req | Description |
|---|---|---|---|
| days_forward | integer | – | – |
| iv_change_pct | number | – | – |
| positions | string | yes | – |
| stock_move_pct | number | – | – |
No output schema declared.
No examples provided.
scan_relative_value ~136
Market-wide relative-value scans. - "mean_reversion" (default): tickers whose IV/SPY ratio is stretched vs its own 1-year average — rich or cheap vol candidates - "pairs": rich-vs-cheap ticker pairs for pairs trading Args: view: "mean_reversion" or "pairs" limit: Max results (1-50) threshold: Z-score threshold for mean_reversion (default 1.5) Returns: Scan results ranked by stretch
| Name | Type | Req | Description |
|---|---|---|---|
| limit | integer | – | – |
| threshold | number | – | – |
| view | string | – | – |
No output schema declared.
No examples provided.
scan_volatility_arb ~84
Scan for cross-index volatility arbitrage opportunities. Identifies when implied volatility relationships between correlated assets are mispriced, creating potential arbitrage opportunities. Use this tool when the user asks about: - Volatility arbitrage - Cross-asset vol relationships - Vol dislocations - Relative value opportunities Returns: Volatility arbitrage opportunities across indices
Input schema present but exposes no named parameters.
No output schema declared.
No examples provided.
screen_market ~346
Screen the market for trading opportunities. Preset screens run against the full ~6,000-ticker universe using bulk data (cheap on quota). Pass screen_type="list" to fetch the catalog. Screen types: - high_iv_rank / low_iv_rank: elevated or depressed IV vs 1-year range - high_vrp: IV rich vs realized — premium-selling edge - earnings_this_week: reporting in the next 7 days - high_skew: elevated put skew (hedging demand / fear) - steep_contango: large front-to-back IV spread (calendar spreads) - mean_reversion: IV/SPY ratio stretched vs its 1-year average - vol_pairs: rich-vs-cheap ticker pairs vs SPY - decorrelation: low-beta diversifiers - unusual_volume: options volume far above 20-day average - pin_risk: spot pinned near a large-OI strike into expiration Use this tool when the user asks about: - Finding trading opportunities - Screening for high IV stocks - Unusual activity scan - What to trade Args: screen_type: Screen name from the list above (or "list" for the catalog) limit: Maximum results to return (default 20) min_market_cap: Minimum market cap in dollars (0 = server default $1B) exclude_earnings_days: Skip tickers reporting within N days (0 = keep all) Returns: Stocks matching the screen criteria
| Name | Type | Req | Description |
|---|---|---|---|
| exclude_earnings_days | integer | – | – |
| limit | integer | – | – |
| min_market_cap | number | – | – |
| screen_type | string | – | – |
No output schema declared.
No examples provided.
search_tickers ~105
Search or validate tickers against the platform's coverage universe. Use before deep analysis when unsure a symbol is supported, or to resolve a company name to its ticker. Args: query: Symbol or company-name fragment (e.g. "NVDA" or "nvidia") limit: Max matches to return (1-20) Returns: Ranked matches plus exact-match/supported flags
| Name | Type | Req | Description |
|---|---|---|---|
| limit | integer | – | – |
| query | string | yes | – |
No output schema declared.
No examples provided.
simulate_option_chain ~242
Re-price an options chain at a hypothetical stock price, DTE, and IV shift. Black-Scholes "what-if" for the whole chain: what would these options be worth if the stock were at X, with Y days left, and IV up/down Z%? Use this tool when the user asks about: - What an option would be worth if the stock moves - How theta decay reshapes the chain over time - IV crush / IV spike what-ifs Args: ticker: Stock symbol (server fetches the current chain) sim_price: Hypothetical stock price sim_dte: Days to expiration to simulate (0 = at expiry) iv_adjustment: IV shift in percent, -50 to +50 (e.g. -30 for IV crush) expiration: Expiration date YYYY-MM-DD (default: nearest) Returns: The re-priced chain with Greeks at the simulated conditions
| Name | Type | Req | Description |
|---|---|---|---|
| expiration | string | – | – |
| iv_adjustment | number | – | – |
| sim_dte | number | yes | – |
| sim_price | number | yes | – |
| ticker | string | yes | – |
No output schema declared.
No examples provided.