Options Analysis Suite
@Options-Analysis-Suite
# Options Analysis Suite
The deepest options analytics MCP for AI assistants. Built for retail traders, quants, and developers who need institutional-grade options data, market structure, and portfolio risk directly inside their AI workflow.
## What you get
32 read-only tools across market data, derivatives analytics, market structure, and your own synced analysis history.
### Volatility and pricing
- Historical implied volatility and realized volatility
- 17-Greek surface including 2nd and 3rd order (vanna, charm, vomma)
- IV surfaces with skew across strikes and expirations
- Options chains with ATM term structure
- Daily options analytics: IV, skew, expected move, GEX/DEX/VEX, net vanna/charm/vomma
- Treasury yield curve and benchmark risk-free rate
### 23 options screeners
Most-active, unusual activity (calls and puts), highest IV rank, highest open interest, gamma/delta/vega exposure leaders, VRP (high and low), max pain (pinning and divergence), term backwardation, put skew, model divergence, regime stress, pre-earnings IV, day-over-day change leaderboards (GEX, IV, P/C, skew, regime), market-wide trends, and earnings calendar.
### Market structure
- FINRA short volume (daily) and short interest (biweekly with float metrics)
- Dark pool / ATS data with per-dealer and per-venue breakdowns
- SEC fail-to-deliver history
- Reg SHO threshold list
- Active and recent trading halts
### Regime and exposure
- Composite market stress regime across SPY/QQQ/IWM/DIA
- Per-symbol regime with authoritative Greek exposures: call wall, put wall, gamma flip, abs gamma anchor, top 10 gamma strikes
- Intraday stress scoring, 5 scans per trading day
### Company and events
- Company profiles, fundamentals, earnings history and estimates
- Analyst ratings, price targets, rating history
- News (relevance-ranked)
- Form 4 insider trading
- 13D/13G activist filings
- SEC EDGAR filings
- Dividends and stock splits
- Economic, IPO, dividend, and split calendars
### Your synced data
- Pricing analysis history with model divergence
- FFT scanner results
- AI Compute Suite multi-model run history
- Portfolio snapshots with market-scaled raw Greeks
- Risk snapshots: VaR, CVaR, beta, Sharpe, drawdown, stress tests, dollar-impact Greeks
- GEX snapshots with expected move
- Analysis trend rollups
## Why it stands out
- 17 pricing models including BSM, binomial, Heston, Monte Carlo, PDE, Local Vol, SABR, Jump Diffusion, Variance Gamma
- 17 Greeks including 2nd and 3rd order
- Live chain calibration
- Multi-model fair-value comparison
- 3D volatility surfaces
- Coverage of options on equities AND futures (commodity, index, crypto futures)
- Tools are read-only and safe to expose to AI assistants
## Supported clients
- Claude Desktop via .mcpb extension (credentials in OS keychain)
- Claude Web (OAuth)
- ChatGPT (OAuth)
- Grok (OAuth)
- Perplexity (API key)
- Cursor (OAuth)
## Example prompts
- "Is AAPL IV expensive relative to its last six months?"
- "What does the current market regime say about stress, rates, and dealer positioning?"
- "Show me the most unusual options activity right now"
- "Pull recent SEC filings and analyst changes for TSLA"
- "Calculate gamma exposure for SPY and list the top 10 gamma strikes"
- "Summarize current short interest, dark pool flow, and FTD behavior for AMC"
- "Summarize my latest AI Compute Suite run and tell me which models disagreed most"
- "How has my portfolio delta and gamma changed over the last few snapshots?"
## Account required
An active Options Analysis Suite subscription is required for full access. Market and research tools work with any tier; synced personal-data tools require sync to be enabled on a Pro or API subscription. Sign up at
https://www.optionsanalysissuite.com.