Calculate option Greeks (delta, gamma, theta, vega) using Black-Scholes. Computes implied volatility from market price if provided. Args: spot: Current underlying price strike: Option strike price option_type: 'call' or 'put' expiry: Expiration date (YYYY-MM-DD) - use this OR dte dte: Days to exp...
AI agents call option_greeks to retrieve information from Trading Skills without modifying anything — typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.
This is a pure analytical/calculation tool that retrieves and computes financial metrics from provided parameters. It does not create positions, modify accounts, execute trades, transfer money, or alter any state. The output is informational (delta, gamma, theta, vega values) used for decision-support in trading analysis.
From the tool's definition Tool performs financial calculations (Black-Scholes model, Greeks computation, implied volatility calculation) with no capability to modify data, execute trades, or transfer funds.
Documented attack patterns abuse exactly the kind of access option_greeks gives an agent:
PolicyLayer is an MCP gateway — it sits between your AI agents and Trading Skills, and nothing reaches the server without passing your rules. This is the rule we recommend for option_greeks:
{
"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.
Free to start. No card required.
Calculate option Greeks (delta, gamma, theta, vega) using Black-Scholes. Computes implied volatility from market price if provided. Args: spot: Current underlying price strike: Option strike price option_type: 'call' or 'put' expiry: Expiration date (YYYY-MM-DD) - use this OR dte dte: Days to expiration (alternative to expiry) market_price: Option market price (for IV calculation) volatility: Override volatility (decimal, e.g., 0.30) rate: Risk-free rate (default 0.05). It is categorised as a Read tool in the Trading Skills MCP Server, which means it retrieves data without modifying state.
Register the Trading Skills 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 Trading Skills. Nothing to install.
option_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 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.
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.
option_greeks is provided by the Trading Skills MCP server (staskh/trading_skills). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.
Deterministic rules across all 35 Trading Skills tools. Per-identity grants. Full audit log. Live in minutes. Nothing to install.
Free to start. No card required.
35 Trading Skills tools catalogued and risk-classified — across an index of 42,500+ MCP servers.