Futures Volatility Surface Strategy MCP Connector for Claude

This MCP server provides a deterministic engine for identifying volatility surface mispricings in futures options. It detects Skew, Calendar, and Butterfly anomalies by analyzing the implied volatility surface against historical norms. The engine uses analyze_volatility_surface to build the surface and find anomalies, generate_trade_signals to create actionable delta-neutral trade structures, and simulate_pnl_scenarios to project performance under various price movements. It includes built-in liquidity and gamma risk filters to ensure only high-quality, tradable signals are produced.