MCP For Claude Marketplace
Max Pain Calculator

Max Pain Calculator MCP Connector for Claude

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Determine the exact strike price that minimizes total loss for all option holders and assess pin risk.

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

This MCP server provides precise tools for options traders to identify the Max Pain point. By analyzing strike prices and open interest for both calls and puts, the calculate_max_pain tool finds the specific strike where the aggregate loss for option holders is minimized. It also identifies pin risk, which occurs when the underlying price is within 1% of the max pain strike near expiration. Use validate_market_data to ensure your options data is consistent and get_strike_loss_breakdown to see the specific call and put losses contributing to the total at any given strike.

optionsmax-paintradingfinancederivatives

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

get_strike_loss_breakdown

Provide transparency by showing individual call and put losses at a specific strike

calculate_max_pain

Determine the exact strike price that minimizes total loss for all option holders and assess pin risk

validate_market_data

Ensure provided options data is logically consistent

See how to talk to your AI agent using Max Pain Calculator.

Calculate the max pain for these strikes: [100, 105, 110], call OI: [500, 200, 100], put OI: [100, 300, 600], and underlying price: 104.

The max pain strike is 105. The price distance is 1.0, and there is no pin risk.

Is there pin risk if the max pain strike is 150 and the current price is 150.5?

Yes, there is pin risk because the price is within 1% of the max pain strike.

Show me the loss breakdown for strike 110 with strikes [100, 110, 120], call OI [100, 100, 100], and put OI [100, 100, 100].

At strike 110, the call loss is 10000 and the put loss is 10000, resulting in a total loss of 20000.

The Max Pain point is the strike price where the total aggregate loss for all option holders is minimized, often used to estimate where market makers might drive the price.

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