Newton-Raphson implied volatility solver. Converges in 5-8 iterations. Use when you know the market price of an option and need to back out the implied volatility. Uses Newton-Raphson iteration. Provide spot, strike, time to expiry, risk-free rate, market price, and option type. Returns: implied...
Part of the Quantoracle MCP server. Enforce policies on this tool with Intercept, the open-source MCP proxy.
AI agents call options_implied-vol to retrieve information from Quantoracle 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 options_implied-vol 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:
options_implied-vol:
rules:
- action: allowSee the full Quantoracle policy for all 74 tools.
Agents calling read-class tools like options_implied-vol 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.
Newton-Raphson implied volatility solver. Converges in 5-8 iterations. Use when you know the market price of an option and need to back out the implied volatility. Uses Newton-Raphson iteration. Provide spot, strike, time to expiry, risk-free rate, market price, and option type. Returns: implied volatility, convergence info, and Greeks at that IV.. It is categorised as a Read tool in the Quantoracle MCP Server, which means it retrieves data without modifying state.
Add a rule in your Intercept YAML policy under the tools section for options_implied-vol. You can allow, deny, rate-limit, or validate arguments. Then run Intercept as a proxy in front of the Quantoracle MCP server.
options_implied-vol 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 options_implied-vol 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 options_implied-vol. 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.
options_implied-vol is provided by the Quantoracle MCP server (QuantOracle/quantoracle). 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