What is a straddle strategy?

A straddle is a volatility trading strategy where you simultaneously buy or sell both a call and a put option at the same strike price to profit from large price movements.

How are the signals generated?

Signals are generated using `analyze_straddle_opportunity`, which compares the straddle price to the expected move. A BUY signal occurs when volatility is underpriced and an event is near, while a SELL signal occurs when volatility is overpriced and no event is imminent.

Does this tool account for liquidity?

Yes, the server automatically filters out trades with low liquidity by checking if open interest is 500 or fewer contracts and ensuring the bid-ask spread is within acceptable limits.

Futures Options Straddle Strategy MCP Connector for Claude

A+

Identify volatility mispricing using deterministic straddle signals.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides specialized tools to identify volatility mispricing in futures options. By comparing the current straddle price against the expected move derived from implied volatility, the server generates actionable signals. Use analyze_straddle_opportunity to receive BUY, SELL, or HOLD recommendations based on volatility regimes and liquidity filters. You can also use calculate_volatility_metrics to derive theoretical price movements and get_straddle_risk_profile to determine breakeven levels and probability of profit.

volatilitystraddlefuturesoptions-tradingquantitative-finance

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_cQOXXonEwpMASty0VGPe7LnxhFVc0EwPwv9AW0Em/mcp

② Claude Code (terminal)

claude mcp add --transport http futures-options-straddle-strategy https://edge.vinkius.com/vk_preview_cQOXXonEwpMASty0VGPe7LnxhFVc0EwPwv9AW0Em/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "futures-options-straddle-strategy": {
      "url": "https://edge.vinkius.com/vk_preview_cQOXXonEwpMASty0VGPe7LnxhFVc0EwPwv9AW0Em/mcp"
    }
  }
}

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