MCP For Claude Marketplace
Options Greeks Calculator

Options Greeks Calculator MCP Connector for Claude

A+

Calculate Black-Scholes theoretical option prices and Greeks (Delta, Gamma, Theta, Vega, Rho) to assess market risk.

3 tools Official Updated Jun 28, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides a high-precision financial engine for calculating European-style option prices and their sensitivities using the Black-Scholes model. By connecting your AI agent to this tool, you can instantly quantify market risks such as price movements (calculate_directional_risk), time decay via calculate_environmental_sensitivities, and theoretical fair value through calculate_option_valuation. It is designed for traders and analysts who need to assess how changes in underlying price, volatility, interest rates, and time until expiration impact their option positions.

black-scholesoptionsgreeksderivativesvolatilitytrading

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

calculate_directional_risk

Quantifies how much the option price reacts to movements in the underlying asset's price

calculate_environmental_sensitivities

Quantifies how external factors like time, volatility, and interest rates impact the option's value

calculate_option_valuation

Calculates Black-Scholes theoretical prices for Call and Put options

See how to talk to your AI agent using Options Greeks Calculator.

What is the theoretical price for a Call option with an underlying price of 100, strike of 105, 0.5 years to expiry, 5% risk-free rate, and 20% volatility?

The theoretical Call price is approximately 4.37.

Calculate the directional risk for an option with underlying at 150, strike at 145, 0.2 years left, 3% rate, and 30% volatility.

The Delta is 0.68 and Gamma is 0.025, indicating a moderately aggressive directional exposure.

How much value will my option lose per day due to time decay?

Based on the provided parameters, your daily Theta is -0.05, meaning the option loses approximately 0.05 in value every day.

It determines the theoretical fair market price for both Call and Put options based on inputs like underlying price, strike, time to expiry, risk-free rate, and volatility.

Related Connectors

NEW
UP

US Pre-judgment Interest Calculator MCP

3 tools Official

Calculate statutory pre-judgment interest for US states based on debt amount, default date, and state law.

A+ View details →
NEW
PP

Plant Population Calculator MCP

3 tools Official

Calculate seed density and evaluate planting success against industry standards.

A+ View details →
MV

Marilyn vos Savant Probabilistic Clarity Prover MCP

1 tools Official

Stop your AI from trusting its gut — force it to check intuition against actual probability before every conclusion.

A+ View details →
NEW
MC

MEWS Calculator MCP

3 tools Official

Quantify patient physiological deterioration using the Modified Early Warning Score (MEWS) system.

A+ View details →