MCP For Claude Marketplace
Time Decay Theta Harvesting

Time Decay Theta Harvesting MCP Connector for Claude

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Predict and harvest binary option time decay using deterministic modeling.

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

This MCP server provides a deterministic modeling engine for predicting and harvesting the time decay (theta) of binary options. By analyzing the relationship between market prices and theoretical convergence, users can identify strategic entry and exit points for 'No' share positions. The server includes tools to analyze_decay_curve for price path prediction, evaluate_strategy_signals to identify BUY, HOLD, or EXIT opportunities, and calculate_performance_metrics to measure annualized yield and trade efficiency.

binary-optionsthetaquantitative-financetrading-strategypredictive-modeling

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

analyze_decay_curve

Generates the theoretical price path of a binary option over its remaining lifespan

calculate_performance_metrics

Computes the efficiency and profitability of a completed or ongoing trade

evaluate_strategy_signals

Identifies entry and exit opportunities based on the relationship between market price and the theoretical decay curve

See how to talk to your AI agent using Time Decay Theta Harvesting.

Generate a decay curve for a binary option with a market Yes price of 0.45, 120 days to resolution, 20% volatility, and a 3% risk-free rate.

The theoretical price starts at 0.45 and follows a deterministic path toward 0.00 over the next 120 days, with the daily theta increasing as the expiration approaches.

The current price of 'No' shares is 0.12 and there are 100 days left. Should I buy?

BUY. The price is below the 0.15 threshold and there are more than 90 days remaining until resolution.

I bought 'No' shares at 0.10, the current price is 0.15, and I held them for 30 days with 1000 initial capital. What is my performance?

The absolute return is 0.05 per unit, and the annualized yield is 60.95%.

Theta harvesting is a strategy where traders buy 'No' positions in binary options when the price is low, profiting as the passage of time forces the price toward zero.

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