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ai.optionscanner/optionscanner
serveur MCP (Model Context Protocol) · Optionscanner 1.12.4
Référencé dans l'annuaire. Seul le pentest comportemental fait foi, et il n'a pas encore été exécuté sur ce serveur.
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Au dernier audit MCP Hub, le serveur MCP « ai.optionscanner/optionscanner » est classé « Non encore testé ». Référencé dans l'annuaire. Seul le pentest comportemental fait foi, et il n'a pas encore été exécuté sur ce serveur. Le verdict est réévalué en continu ; consultez la fiche pour l'état à jour.
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Les 10 outils
- credit_spread≈ 409 tokens
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.
Paramètres, retour & exemple (8)
Paramètresdays· ? · optionnel
Days to expiration, for the chance of profit. Optional.kind· string · requis · put | call
put for a bull put spread, call for a bear call spread.price· number · requis
Stock price in dollars.credit· number · requis
Net credit received per share, in dollars.iv_pct· ? · optionnel
Implied volatility, percent per year, for the chance of profit. Optional.contracts· integer · optionnel
Number of contracts. Default 1.long_strike· number · requis
The strike bought, in dollars.short_strike· number · requis
The strike sold, in dollars.
Exemple d'appel{"name": "credit_spread", "arguments": {"kind": "put", "price": 1, "credit": 1, "long_strike": 1, "short_strike": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - debit_spread≈ 408 tokens
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.
Paramètres, retour & exemple (8)
Paramètresdays· ? · optionnel
Days to expiration, for the chance of profit. Optional.kind· string · requis · call | put
call for a call debit spread (bullish), put for a put debit spread (bearish).debit· number · requis
Net debit paid per share, in dollars.price· number · requis
Stock price in dollars.iv_pct· ? · optionnel
Implied volatility, percent per year, for the chance of profit. Optional.contracts· integer · optionnel
Number of contracts. Default 1.long_strike· number · requis
The strike bought, in dollars.short_strike· number · requis
The strike sold, in dollars.
Exemple d'appel{"name": "debit_spread", "arguments": {"kind": "call", "debit": 1, "price": 1, "long_strike": 1, "short_strike": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - expected_move≈ 200 tokens
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.
Paramètres, retour & exemple (3)
Paramètresdays· number · requis
Calendar days ahead.price· number · requis
Stock price in dollars.iv_pct· number · requis
Implied volatility, percent per year (30 means 30 percent).
Exemple d'appel{"name": "expected_move", "arguments": {"days": 1, "price": 1, "iv_pct": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - learn_read≈ 160 tokens
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.
Paramètres, retour & exemple (1)
Paramètresslug· string · requis
The page slug or path, for example iron-condor-entry-screening or /learn/glossary/delta.
Exemple d'appel{"name": "learn_read", "arguments": {"slug": "texte"}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - learn_search≈ 221 tokens
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.
Paramètres, retour & exemple (2)
Paramètreslimit· integer · optionnel
How many results, 1 to 20. Default 5.query· string · requis
What to look for, in plain words.
Exemple d'appel{"name": "learn_search", "arguments": {"query": "texte"}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - list_strategies≈ 248 tokens
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.
Paramètres, retour & exemple (3)
Paramètresdays· number · optionnel
Days to expiration.spot· number · optionnel
Stock price in dollars.iv_pct· number · optionnel
Implied volatility, percent per year (30 means 30 percent).
Exemple d'appel{"name": "list_strategies", "arguments": {"days": 1, "spot": 1, "iv_pct": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - position_size≈ 225 tokens
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.
Paramètres, retour & exemple (3)
Paramètresequity· number · requis
Account equity in dollars.risk_pct· number · requis
Risk budget per trade as a percent of equity.max_loss_per_contract· number · requis
Maximum loss per contract in dollars.
Exemple d'appel{"name": "position_size", "arguments": {"equity": 1, "risk_pct": 1, "max_loss_per_contract": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - probability_of_profit≈ 249 tokens
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.
Paramètres, retour & exemple (4)
Paramètresdays· number · requis
Days to expiration.level· number · requis
The price level to test, in dollars: a breakeven or a short strike.price· number · requis
Stock price in dollars.iv_pct· number · requis
Implied volatility, percent per year (30 means 30 percent).
Exemple d'appel{"name": "probability_of_profit", "arguments": {"days": 1, "level": 1, "price": 1, "iv_pct": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - profit_calculator≈ 865 tokens
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.
Paramètres, retour & exemple (6)
Paramètresdays· number · requis
Days to expiration.legs· ? · optionnel
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.spot· number · requis
Stock price in dollars.iv_pct· number · requis
Implied volatility, percent per year (30 means 30 percent).rate_pct· number · optionnel
Interest rate the model uses, percent per year. Default 4.strategy· ? · optionnel
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.
Exemple d'appel{"name": "profit_calculator", "arguments": {"days": 1, "spot": 1, "iv_pct": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]} - what_if≈ 935 tokens
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.
Paramètres, retour & exemple (9)
Paramètresdays· number · requis
Days to expiration.legs· ? · optionnel
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.spot· number · requis
Stock price in dollars.iv_pct· number · requis
Implied volatility, percent per year (30 means 30 percent).rate_pct· number · optionnel
Interest rate the model uses, percent per year. Default 4.strategy· ? · optionnel
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.stock_price· number · requis
The stock price in the scenario.days_from_now· number · optionnel
Days into the future for the scenario. 0 means today.iv_change_points· number · optionnel
Change in implied volatility in points, applied to every leg. Negative for a drop.
Exemple d'appel{"name": "what_if", "arguments": {"days": 1, "spot": 1, "iv_pct": 1, "stock_price": 1}}Exemple de retour{"content": [{"type": "text", "text": "…"}]}
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