iv_analytics
Compute derived options-volatility analytics for a US ticker from LiveDataLink's historical volatility series (2019-2024): IV Rank (where current implied vol sits in its own range over the lookback window), IV Percentile (share of days with lower IV), Variance Risk Premium (implied minus realized...
This record as markdown: /tools/io-github-blackboxfoundry-livedatalink/iv-analytics.md
What iv_analytics does on Livedatalink
AI agents call iv_analytics to retrieve information from Livedatalink without modifying anything. It is typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.
| Parameter | Type | Required | Description |
|---|---|---|---|
as_of | string | — | Optional as-of date (YYYY-MM-DD); defaults to the latest available day. |
ticker | string | Yes | US stock ticker with listed options (e.g. 'AAPL', 'SPY'). |
lookback_days | number | — | Trailing window for rank/percentile (default 252 ~ 1 trading year). |
Parameters from the server's own tool schema.
Why iv_analytics is rated Low
Even though iv_analytics only reads data, uncontrolled read access leaks sensitive information and racks up API costs: an agent caught in a retry loop can make thousands of calls a minute without anyone noticing.
Attacks that exploit this kind of access
The rule that runs iv_analytics safely
PolicyLayer is an MCP gateway: it sits between your AI agents and Livedatalink, and checks every tool call against a rule you set before the call runs. Nothing changes on the server itself. For iv_analytics, this is the rule to start with:
iv_analytics is read-only, so it stays allowed. Everything else on the server is denied unless you say otherwise.
The button opens the PolicyLayer dashboard: create your workspace, connect Livedatalink, apply this rule, and every iv_analytics call is checked against it from then on.
Questions about iv_analytics
Compute derived options-volatility analytics for a US ticker from LiveDataLink's historical volatility series (2019-2024): IV Rank (where current implied vol sits in its own range over the lookback window), IV Percentile (share of days with lower IV), Variance Risk Premium (implied minus realized vol), 52-week IV high/low, and 1-week/1-month IV momentum. Premium synthesis over the options-history store. Analytical aid, not investment advice. It is categorised as a Read tool in the Livedatalink MCP Server, which means it retrieves data without modifying state.
iv_analytics accepts 3 parameters: as_of, ticker, lookback_days. Required: ticker. The full parameter table on this page comes from the server's own tool schema.
Register the Livedatalink MCP server in PolicyLayer and add a rule for iv_analytics: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches Livedatalink. Nothing to install.
iv_analytics 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 iv_analytics rule in your PolicyLayer 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 PolicyLayer policy for iv_analytics. 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.
iv_analytics is provided by the Livedatalink MCP server (https://livedatalink.ai/mcp). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.
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