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option_greeks

Calculate all five Option Greeks (Delta, Gamma, Vega, Theta, Rho) for a European option. Example: option_greeks(100, 100, 1, 0.05, 0.2,

How to control option_greeks ↓

What option_greeks does on MCP Calc Tools

AI agents call option_greeks to retrieve information from MCP Calc Tools without modifying anything — typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.

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Why option_greeks needs a policy

This tool performs mathematical calculations of option sensitivity metrics (Greeks). It only computes and returns numerical values based on input parameters—it does not execute trades, move money, or modify any data. Despite being financial in nature, it is purely a read/calculation operation with no side effects or financial obligations.

From the tool's definition Calculate all five Option Greeks (Delta, Gamma, Vega, Theta, Rho) for a European option

Documented attack patterns abuse exactly the kind of access option_greeks gives an agent:

How to control option_greeks

PolicyLayer is an MCP gateway — it sits between your AI agents and MCP Calc Tools, and nothing reaches the server without passing your rules. This is the rule we recommend for option_greeks:

policy.json
{
  "version": "1",
  "default": "deny",
  "tools": {
    "option_greeks": {}
  }
}

option_greeks is read-only, so it stays allowed — but everything else on the server is denied unless you say otherwise.

  1. Create a free account and register MCP Calc Tools — nothing to install.
  2. Add this policy — paste it, or build it visually.
  3. Point your MCP client (Claude, Cursor, anything) at your gateway URL.
CAP THIS TOOL →

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Related tools and policies

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Questions about option_greeks

What does the option_greeks tool do? +

Calculate all five Option Greeks (Delta, Gamma, Vega, Theta, Rho) for a European option. Example: option_greeks(100, 100, 1, 0.05, 0.2,. It is categorised as a Read tool in the MCP Calc Tools MCP Server, which means it retrieves data without modifying state.

How do I enforce a policy on option_greeks? +

Register the MCP Calc Tools MCP server in PolicyLayer and add a rule for option_greeks: 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 MCP Calc Tools. Nothing to install.

What risk level is option_greeks? +

option_greeks is a Read tool with low risk. Read-only tools are generally safe to allow by default.

Can I rate-limit option_greeks? +

Yes. Add a rate_limit block to the option_greeks 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.

How do I block option_greeks completely? +

Set action: deny in the PolicyLayer policy for option_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.

What MCP server provides option_greeks? +

option_greeks is provided by the MCP Calc Tools MCP server (nbiish/mcp-calc-tools). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.

Enforce policy on every MCP Calc Tools tool call.

Start from MCP Calc Tools, add the rest of your stack, and see everything your agents can call. Then put policy on all of it.

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22 MCP Calc Tools tools catalogued and risk-classified — across an index of 43,000+ MCP servers.

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