Optionscanner
Free options calculators and the Optionscanner Learn library for any AI assistant. No account.
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- LOWTool 'expected_move' description lacks action verbexpected_move에서
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설치
원클릭 설치
`claude_desktop_config.json` 파일에 다음을 추가하세요:
{
"mcpServers": {
"optionscanner": {
"url": "https://optionscanner.ai/mcp"
}
}
}원격 엔드포인트
https://optionscanner.ai/mcpstreamable-http할 수 있는 일
도구 목록
도구 (10)
🟢 읽기 전용🟡 쓰기🔴 삭제⚪ 알 수 없음
🟢profit_calculator(spot, iv_pct, days, strategy, legs, ...)
Price any options trade with up to eight legs: maximum profit and loss, breakevens, net credit or debit, the model's chance of profit at expiration and the expected move. Pass a strategy name (for example iron_condor or bull_put_spread) to build standard legs from the stock price, or pass the legs yourself with strikes and prices. Ask it for the max loss on a spread, the breakeven on a straddle, or the chance a condor finishes profitable. Returns a link that opens the same trade in the Optionscanner calculator.
입력 스키마
{
"type": "object",
"properties": {
"spot": {
"description": "Stock price in dollars.",
"title": "Spot",
"type": "number"
},
"iv_pct": {
"description": "Implied volatility, percent per year (30 means 30 percent).",
"title": "Iv Pct",
"type": "number"
},
"days": {
"description": "Days to expiration.",
"title": "Days",
"type": "number"
},
"strategy": {
"anyOf": [
{
"enum": [
"long_call",
"long_put",
"covered_call",
"cash_secured_put",
"bull_call_spread",
"bear_put_spread",
"bull_put_spread",
"bear_call_spread",
"iron_condor",
"long_straddle",
"long_strangle"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "A standard structure built from the stock price: long_call, long_put, covered_call, cash_secured_put, bull_call_spread, bear_put_spread, bull_put_spread, bear_call_spread, iron_condor, long_straddle, long_strangle. Omit when passing legs.",
"title": "Strategy"
},
"legs": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/LegIn"
},
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "The legs of the trade, up to eight. Each has a side (buy or sell), a type (call, put or stock), a strike for options, a quantity, and optionally the price per share paid or received; a missing price is estimated from the implied volatility.",
"title": "Legs"
},
"rate_pct": {
"default": 4,
"description": "Interest rate the model uses, percent per year. Default 4.",
"title": "Rate Pct",
"type": "number"
}
},
"required": [
"spot",
"iv_pct",
"days"
],
"$defs": {
"LegIn": {
"properties": {
"side": {
"enum": [
"buy",
"sell"
],
"title": "Side",
"type": "string"
},
"type": {
"enum": [
"call",
"put",
"stock"
],
"title": "Type",
"type": "string"
},
"strike": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Strike price in dollars. Required for a call or put.",
"title": "Strike"
},
"qty": {
"default": 1,
"description": "Contracts for an option leg, shares for a stock leg.",
"exclusiveMinimum": 0,
"title": "Qty",
"type": "number"
},
"premium": {
"anyOf": [
{
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Price per share at entry. Estimated from volatility when omitted.",
"title": "Premium"
},
"iv_pct": {
"anyOf": [
{
"exclusiveMinimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "This leg's own implied volatility in percent, when it differs from the trade's.",
"title": "Iv Pct"
},
"days": {
"anyOf": [
{
"exclusiveMinimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "This leg's own days to expiration, when it differs from the trade's.",
"title": "Days"
}
},
"required": [
"side",
"type"
],
"title": "LegIn",
"type": "object"
}
},
"title": "profit_calculatorArguments"
}🟢what_if(spot, iv_pct, days, stock_price, days_from_now, ...)
What a trade is worth if the stock moves, time passes or implied volatility changes: profit or loss on a chosen date at a chosen stock price, the same at expiration, and the change for one more day, one more volatility point and a one dollar move. Use it for questions like what happens to my condor if the stock drops ten percent next week.
입력 스키마
{
"type": "object",
"properties": {
"spot": {
"description": "Stock price in dollars.",
"title": "Spot",
"type": "number"
},
"iv_pct": {
"description": "Implied volatility, percent per year (30 means 30 percent).",
"title": "Iv Pct",
"type": "number"
},
"days": {
"description": "Days to expiration.",
"title": "Days",
"type": "number"
},
"stock_price": {
"description": "The stock price in the scenario.",
"title": "Stock Price",
"type": "number"
},
"days_from_now": {
"default": 0,
"description": "Days into the future for the scenario. 0 means today.",
"minimum": 0,
"title": "Days From Now",
"type": "number"
},
"iv_change_points": {
"default": 0,
"description": "Change in implied volatility in points, applied to every leg. Negative for a drop.",
"title": "Iv Change Points",
"type": "number"
},
"strategy": {
"anyOf": [
{
"enum": [
"long_call",
"long_put",
"covered_call",
"cash_secured_put",
"bull_call_spread",
"bear_put_spread",
"bull_put_spread",
"bear_call_spread",
"iron_condor",
"long_straddle",
"long_strangle"
],
"type": "string"
},
{
"type": "null"
}
],
"default": null,
"description": "A standard structure built from the stock price: long_call, long_put, covered_call, cash_secured_put, bull_call_spread, bear_put_spread, bull_put_spread, bear_call_spread, iron_condor, long_straddle, long_strangle. Omit when passing legs.",
"title": "Strategy"
},
"legs": {
"anyOf": [
{
"items": {
"$ref": "#/$defs/LegIn"
},
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"description": "The legs of the trade, up to eight. Each has a side (buy or sell), a type (call, put or stock), a strike for options, a quantity, and optionally the price per share paid or received; a missing price is estimated from the implied volatility.",
"title": "Legs"
},
"rate_pct": {
"default": 4,
"description": "Interest rate the model uses, percent per year. Default 4.",
"title": "Rate Pct",
"type": "number"
}
},
"required": [
"spot",
"iv_pct",
"days",
"stock_price"
],
"$defs": {
"LegIn": {
"properties": {
"side": {
"enum": [
"buy",
"sell"
],
"title": "Side",
"type": "string"
},
"type": {
"enum": [
"call",
"put",
"stock"
],
"title": "Type",
"type": "string"
},
"strike": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Strike price in dollars. Required for a call or put.",
"title": "Strike"
},
"qty": {
"default": 1,
"description": "Contracts for an option leg, shares for a stock leg.",
"exclusiveMinimum": 0,
"title": "Qty",
"type": "number"
},
"premium": {
"anyOf": [
{
"minimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Price per share at entry. Estimated from volatility when omitted.",
"title": "Premium"
},
"iv_pct": {
"anyOf": [
{
"exclusiveMinimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "This leg's own implied volatility in percent, when it differs from the trade's.",
"title": "Iv Pct"
},
"days": {
"anyOf": [
{
"exclusiveMinimum": 0,
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "This leg's own days to expiration, when it differs from the trade's.",
"title": "Days"
}
},
"required": [
"side",
"type"
],
"title": "LegIn",
"type": "object"
}
},
"title": "what_ifArguments"
}🟢list_strategies(spot, iv_pct, days)
The eleven standard structures the calculator knows (long call and put, covered call, cash-secured put, the four vertical spreads, iron condor, straddle, strangle), each built on an example stock price with its legs, maximum profit and loss, breakevens and chance of profit, with a link to open each one.
입력 스키마
{
"type": "object",
"properties": {
"spot": {
"default": 100,
"description": "Stock price in dollars.",
"title": "Spot",
"type": "number"
},
"iv_pct": {
"default": 30,
"description": "Implied volatility, percent per year (30 means 30 percent).",
"title": "Iv Pct",
"type": "number"
},
"days": {
"default": 30,
"description": "Days to expiration.",
"title": "Days",
"type": "number"
}
},
"title": "list_strategiesArguments"
}🟢expected_move(price, iv_pct, days)
The one and two standard deviation price ranges the options market is pricing for a stock over a horizon, from the stock price, implied volatility and days ahead.
입력 스키마
{
"type": "object",
"properties": {
"price": {
"description": "Stock price in dollars.",
"title": "Price",
"type": "number"
},
"iv_pct": {
"description": "Implied volatility, percent per year (30 means 30 percent).",
"title": "Iv Pct",
"type": "number"
},
"days": {
"description": "Calendar days ahead.",
"title": "Days",
"type": "number"
}
},
"required": [
"price",
"iv_pct",
"days"
],
"title": "expected_moveArguments"
}🟢credit_spread(kind, price, short_strike, long_strike, credit, ...)
Bull put or bear call credit spread figures: width, maximum profit and loss, breakeven, return on risk, credit-to-width, and the model's chance of profit when implied volatility and days are given.
입력 스키마
{
"type": "object",
"properties": {
"kind": {
"description": "put for a bull put spread, call for a bear call spread.",
"enum": [
"put",
"call"
],
"title": "Kind",
"type": "string"
},
"price": {
"description": "Stock price in dollars.",
"title": "Price",
"type": "number"
},
"short_strike": {
"description": "The strike sold, in dollars.",
"title": "Short Strike",
"type": "number"
},
"long_strike": {
"description": "The strike bought, in dollars.",
"title": "Long Strike",
"type": "number"
},
"credit": {
"description": "Net credit received per share, in dollars.",
"title": "Credit",
"type": "number"
},
"contracts": {
"default": 1,
"description": "Number of contracts. Default 1.",
"minimum": 1,
"title": "Contracts",
"type": "integer"
},
"iv_pct": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Implied volatility, percent per year, for the chance of profit. Optional.",
"title": "Iv Pct"
},
"days": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Days to expiration, for the chance of profit. Optional.",
"title": "Days"
}
},
"required": [
"kind",
"price",
"short_strike",
"long_strike",
"credit"
],
"title": "credit_spreadArguments"
}🟢debit_spread(kind, price, long_strike, short_strike, debit, ...)
Call or put debit spread figures: width, maximum profit and loss, breakeven, reward to risk, debit-to-width, and the model's chance of profit when implied volatility and days are given.
입력 스키마
{
"type": "object",
"properties": {
"kind": {
"description": "call for a call debit spread (bullish), put for a put debit spread (bearish).",
"enum": [
"call",
"put"
],
"title": "Kind",
"type": "string"
},
"price": {
"description": "Stock price in dollars.",
"title": "Price",
"type": "number"
},
"long_strike": {
"description": "The strike bought, in dollars.",
"title": "Long Strike",
"type": "number"
},
"short_strike": {
"description": "The strike sold, in dollars.",
"title": "Short Strike",
"type": "number"
},
"debit": {
"description": "Net debit paid per share, in dollars.",
"title": "Debit",
"type": "number"
},
"contracts": {
"default": 1,
"description": "Number of contracts. Default 1.",
"minimum": 1,
"title": "Contracts",
"type": "integer"
},
"iv_pct": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Implied volatility, percent per year, for the chance of profit. Optional.",
"title": "Iv Pct"
},
"days": {
"anyOf": [
{
"type": "number"
},
{
"type": "null"
}
],
"default": null,
"description": "Days to expiration, for the chance of profit. Optional.",
"title": "Days"
}
},
"required": [
"kind",
"price",
"long_strike",
"short_strike",
"debit"
],
"title": "debit_spreadArguments"
}🟢probability_of_profit(price, level, iv_pct, days)
The model probability that a stock finishes above or below a price level (a breakeven or a short strike) by a date, from implied volatility, under the lognormal the options market implies.
입력 스키마
{
"type": "object",
"properties": {
"price": {
"description": "Stock price in dollars.",
"title": "Price",
"type": "number"
},
"level": {
"description": "The price level to test, in dollars: a breakeven or a short strike.",
"title": "Level",
"type": "number"
},
"iv_pct": {
"description": "Implied volatility, percent per year (30 means 30 percent).",
"title": "Iv Pct",
"type": "number"
},
"days": {
"description": "Days to expiration.",
"title": "Days",
"type": "number"
}
},
"required": [
"price",
"level",
"iv_pct",
"days"
],
"title": "probability_of_profitArguments"
}🟢position_size(equity, risk_pct, max_loss_per_contract)
How many contracts fit a risk budget: account equity, the percent of it risked per trade, and the worst case per contract give the dollar budget, the contract count and the share of equity at risk.
입력 스키마
{
"type": "object",
"properties": {
"equity": {
"description": "Account equity in dollars.",
"title": "Equity",
"type": "number"
},
"risk_pct": {
"description": "Risk budget per trade as a percent of equity.",
"title": "Risk Pct",
"type": "number"
},
"max_loss_per_contract": {
"description": "Maximum loss per contract in dollars.",
"title": "Max Loss Per Contract",
"type": "number"
}
},
"required": [
"equity",
"risk_pct",
"max_loss_per_contract"
],
"title": "position_sizeArguments"
}🟢learn_search(query, limit)
Find the Learn article, glossary term, calculator or research page that answers an options question: strategies, the greeks, implied volatility, IV rank, probability of profit, rolling, assignment, the wheel, screening rules and more. Returns titles, summaries and links.
입력 스키마
{
"type": "object",
"properties": {
"query": {
"description": "What to look for, in plain words.",
"title": "Query",
"type": "string"
},
"limit": {
"default": 5,
"description": "How many results, 1 to 20. Default 5.",
"maximum": 20,
"minimum": 1,
"title": "Limit",
"type": "integer"
}
},
"required": [
"query"
],
"title": "learn_searchArguments"
}🟢learn_read(slug)
The full text of one Learn article, glossary term, calculator page or research page by slug, as Markdown with its link. Use learn_search first when the slug is unknown.
입력 스키마
{
"type": "object",
"properties": {
"slug": {
"description": "The page slug or path, for example iron-condor-entry-screening or /learn/glossary/delta.",
"title": "Slug",
"type": "string"
}
},
"required": [
"slug"
],
"title": "learn_readArguments"
}커뮤니티
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