Futures Options Diagonal Spread Strategy MCP Connector for Claude

This MCP server provides a specialized decision engine for executing diagonal spread strategies using futures options. It targets the exploitation of volatility skew and time decay differentials by analyzing the relationship between near-term and far-term options. Users can use analyze_diagonal_spread to generate BUY, SELL, or HOLD signals based on implied volatility, delta exposure, and liquidity. The engine also provides calculate_position_metrics for detailed risk/reward analysis and validate_liquidity_and_risk to ensure trades meet strict gamma and open interest safety thresholds.