MCP For Claude Marketplace
DeFi Options Strategy Engine

DeFi Options Strategy Engine MCP Connector for Claude

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Deterministic volatility trading signals for DeFi options protocols.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides a deterministic decision engine for generating volatility-based trading signals. It connects AI agents to DeFi options protocols to evaluate if volatility is overvalued or undervalued. Using analyze_volatility_regime, agents can determine the IV rank and volatility signal. The generate_trade_execution_plan tool filters these signals against liquidity and catalyst constraints, while calculate_risk_metrics provides essential parameters like delta hedge and gamma exposure for position management.

optionsvolatilitydefitrading-signalsrisk-management

3 tools expose this connector's capabilities to your AI agent.

analyze_volatility_regime

Evaluates the current volatility environment and determines the primary volatility signal

calculate_risk_metrics

Computes the secondary risk parameters required for managing the position

generate_trade_execution_plan

Determines the specific trade structure and filters signals based on liquidity and market catalysts

See how to talk to your AI agent using DeFi Options Strategy Engine.

Analyze the current volatility regime with IV at 45%, min 10%, max 60%, straddle price 50, and expected move 40.

The IV rank is 0.62, and since the straddle price is higher than the expected move, the volatility signal is SELL.

Check if a BUY signal with IV rank 15, $50M liquidity, 500 open interest, and an upcoming earnings event is actionable.

The trade is actionable as it meets the low IV rank, high liquidity, and catalyst requirements.

Calculate the risk metrics for an option with underlying price 100, IV 0.30, 30 days to expiry, delta 0.5, gamma 0.02, and theta -0.05.

The expected move is 2.74, the required delta hedge is -0.5, the gamma exposure is 0.02, and the daily theta decay is -0.05.

The engine uses `analyze_volatility_regime` to calculate the IV rank. If the IV rank is above 80 and the straddle price exceeds the expected move, it generates a SELL signal.

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