23 tools from the Options Analytics MCP Server, categorised by risk level.
View the Options Analytics policy →calculate_greeks Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed. calculate_kelly Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size. get_account Get your account info: plan, daily quota limit, usage today, remaining calls. 2/5 get_advanced_volatility Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volg... 2/5 get_chex Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows. 2/5 get_dex Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging. 2/5 get_exposure_summary Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes. 2/5 get_gex Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resist... 2/5 get_historical_option_quote Get historical option quote from a specific date. Filter by expiry, strike, and type. Data from ClickHouse tick archive. get_historical_stock_quote Get historical stock quote from a specific date and time. Data from ClickHouse tick archive. get_levels Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging. 2/5 get_narrative Get verbal GEX narrative analysis. Describes gamma regime, key levels, dealer positioning, and price action implications in plain English. 2/5 get_option_chain Get option chain metadata: available expirations and strikes for a ticker. 2/5 get_option_quote Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type. 2/5 get_stock_quote Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol. 2/5 get_stock_summary Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fea... 2/5 get_tickers List all available stock/ETF tickers with live options data. 2/5 get_vex Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves. 2/5 get_volatility Get comprehensive volatility analysis: ATM IV, realized vol (5/10/20/30d), VRP, 25-delta skew, IV term structure, GEX by DTE, theta by DTE, hedging... 2/5 get_vrp Get volatility risk premium (VRP) dashboard: live IV vs realized vol, VRP percentiles, term structure, regime classification, strategy scores, and ... 2/5 get_vrp_history Get historical VRP time series: daily ATM IV, realized vol (5/10/20/30d), VRP, straddle price, and expected move for charting and backtesting. 2/5 get_zero_dte Get zero-days-to-expiration (0DTE) analytics: intraday gamma, time decay acceleration, pin risk, dealer hedging pressure for contracts expiring today. 2/5 solve_iv Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in. The Options Analytics MCP server exposes 23 tools across 1 categories: Read.
Use Intercept, the open-source MCP proxy. Write YAML rules for each tool — rate limits, argument validation, or deny rules — then run Intercept in front of the Options Analytics server.
Options Analytics tools are categorised as Read (23). Each category has a recommended default policy.
Open source. One binary. Zero dependencies.
npx -y @policylayer/intercept