What models are used for pricing?

The server uses the standard Black-Scholes model for European-style options.

Can I calculate Greeks?

Yes, by using the `calculate_option_greeks` tool, you can obtain Delta, Gamma, Vega, Theta, and Rho.

How do I ensure my inputs are valid?

You can use the `validate_market_data` tool to check if your parameters like volatility and price are within realistic bounds.

Black-Scholes Calculator MCP Connector for Claude

A+

Deterministic engine for European option pricing and Greeks sensitivity analysis.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides a deterministic mathematical engine for European-style option pricing. It allows AI agents to calculate the theoretical fair value of options and their sensitivities, known as Greeks, using the Black-Scholes model. Users can utilize calculate_option_price to find the exact price of a call or put, calculate_option_greeks to determine Delta, Gamma, Vega, Theta, and Rho, or validate_market_data to ensure input parameters are within realistic bounds.

optionsblack-scholesgreeksquantitative-financederivatives

Connect to Claude

Subscribe on Vinkius, then add this connector to Claude.ai or Claude Code.

① Claude.ai (web app)

Go to Settings → Connectors → Add custom connector
Paste the MCP endpoint URL below

https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp

② Claude Code (terminal)

claude mcp add --transport http black-scholes-calculator https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "black-scholes-calculator": {
      "url": "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"
    }
  }
}

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