MCP For Claude Marketplace
Earnings Announcement Strategy

Earnings Announcement Strategy MCP Connector for Claude

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A deterministic engine to exploit volatility mispricing around earnings events.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides a deterministic strategy engine that identifies volatility mispricing around earnings announcements. By comparing market-implied expected moves (via straddle prices) against historical realized volatility, it generates precise signals to either sell or buy volatility. Use analyze_earnings_mispricing to detect if options are overpricing or underpricing risk, generate_trade_execution_plan to obtain specific entry strikes and timing, and calculate_strategy_performance to evaluate theoretical outcomes based on actual market moves and IV crush.

optionsearningsvolatilitystraddletrading-strategy

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

analyze_earnings_mispricing

Determines if current options pricing correctly reflects historical volatility patterns

calculate_strategy_performance

Evaluates the theoretical outcome of the strategy

generate_trade_execution_plan

Provides specific parameters required to execute the identified strategy

See how to talk to your AI agent using Earnings Announcement Strategy.

Analyze the earnings mispricing for a stock currently at $150 with a straddle price of $5, a historical move of 3%, and an open interest of 500.

The expected move is 3.33%. Since this is greater than the historical average move of 3%, the signal is SELL_VOLATILITY. The trade is valid as liquidity requirements are met.

Generate an execution plan for a BUY_VOLATILITY signal on a stock priced at $200 with a straddle price of $4.

The expected move is 2.0%. The entry strikes are $198 and $202, with a total premium of $4.00. The target exit is the earnings announcement open.

Calculate the performance for a SELL_VOLATILITY trade with a $5 premium, where the actual move was 1% and the IV crush was 30%.

The trade resulted in a net profit due to the low actual move and significant IV crush impact.

The `analyze_earnings_mispricing` tool compares the expected move derived from the straddle price to the historical average move. If the expected move is higher, it signals to sell volatility; if lower, it signals to buy volatility.

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