OptionsFlow MCP Server

Example Use Cases

• 1

  Fetch and normalize options chains from Yahoo Finance and calculate per-contract Greeks (delta, gamma, theta, vega, rho).

• 2

  Evaluate and compare basic options strategies (credit call/put spreads, cash-secured puts, covered calls) with risk metrics, max loss/profit, and probability-of-profit estimates.

• 3

  Liquidity and risk checks (bid-ask spread, volume/open interest validation) and position sizing recommendations for automated trading workflows or strategy research.

Description

OptionsFlow is a Model Context Protocol (MCP) server that lets LLMs fetch and analyze options chains from Yahoo Finance, compute Greeks and implied volatilities, and evaluate common options strategies (credit spreads, cash-secured puts, covered calls). It produces risk/reward metrics, probability estimates, liquidity checks, and position-level Greeks to support automated strategy analysis and decision-making. The server is designed for integration with Anthropic's Claude via MCP and is intended for programmatic options analysis by agents. Limitations include reliance on Yahoo Finance data (possible delays), theoretical Black–Scholes Greeks, and no adjustment for early assignment risk.