Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.
Handles credentials or secrets (apiKey)
Part of the Options Analytics MCP server. Enforce policies on this tool with Intercept, the open-source MCP proxy.
AI agents call calculate_greeks to retrieve information from Options Analytics without modifying any data. This is common in research, monitoring, and reporting workflows where the agent needs context before taking action. Because read operations don't change state, they are generally safe to allow without restrictions -- but you may still want rate limits to control API costs.
Even though calculate_greeks only reads data, uncontrolled read access can leak sensitive information or rack up API costs. An agent caught in a retry loop could make thousands of calls per minute. A rate limit gives you a safety net without blocking legitimate use.
Read-only tools are safe to allow by default. No rate limit needed unless you want to control costs.
tools:
calculate_greeks:
rules:
- action: allowSee the full Options Analytics policy for all 23 tools.
Agents calling read-class tools like calculate_greeks have been implicated in these attack patterns. Read the full case and prevention policy for each:
Other tools in the Read risk category across the catalogue. The same policy patterns (rate-limit, allow) apply to each.
Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.. It is categorised as a Read tool in the Options Analytics MCP Server, which means it retrieves data without modifying state.
Add a rule in your Intercept YAML policy under the tools section for calculate_greeks. You can allow, deny, rate-limit, or validate arguments. Then run Intercept as a proxy in front of the Options Analytics MCP server.
calculate_greeks is a Read tool with low risk. Read-only tools are generally safe to allow by default.
Yes. Add a rate_limit block to the calculate_greeks rule in your Intercept policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.
Set action: deny in the Intercept policy for calculate_greeks. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.
calculate_greeks is provided by the Options Analytics MCP server (FlashAlpha/options-analytics). Intercept sits as a proxy in front of this server to enforce policies before tool calls reach the server.
Open source. One binary. Zero dependencies.
npx -y @policylayer/intercept