OptionsFlow MCP Server
by twolven
The OptionsFlow MCP Server provides advanced options analysis and strategy evaluation through Yahoo Finance. It enables LLMs to analyze options chains, calculate Greeks, and evaluate basic options strategies with comprehensive risk metrics.
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What is OptionsFlow MCP Server?
The OptionsFlow MCP Server is a Model Context Protocol (MCP) server designed for analyzing options chains and evaluating options strategies. It leverages data from Yahoo Finance to provide LLMs with the ability to calculate Greeks, assess risk/reward metrics, and understand the potential outcomes of various options positions.
How to use OptionsFlow MCP Server?
To use the OptionsFlow MCP Server, first install the required dependencies and clone the repository. Then, configure your Claude environment by adding the server to the mcpServers section of your claude-desktop-config.json file, specifying the path to the optionsflow.py script. You can then use the available tools, such as analyze_basic_strategies, by providing the necessary parameters (symbol, strategy, expiration date, etc.) in the specified JSON format.
Key features of OptionsFlow MCP Server
Complete options chain data processing
Greeks calculation (delta, gamma, theta, vega, rho)
Implied volatility analysis
Risk/reward metrics calculation for various strategies (CCS, PCS, CSP, CC)
Use cases of OptionsFlow MCP Server
Analyzing the potential profitability of credit call spreads
Evaluating the risk associated with cash secured puts
Determining the optimal strike price for covered calls
Comparing different options strategies based on their risk/reward profiles
FAQ from OptionsFlow MCP Server
What data source does OptionsFlow use?
What data source does OptionsFlow use?
OptionsFlow uses data from Yahoo Finance.
What basic strategies can OptionsFlow analyze?
What basic strategies can OptionsFlow analyze?
OptionsFlow can analyze Credit Call Spreads (CCS), Put Credit Spreads (PCS), Cash Secured Puts (CSP), and Covered Calls (CC).
What are the limitations of using OptionsFlow?
What are the limitations of using OptionsFlow?
Limitations include potential data delays from Yahoo Finance, market hour dependencies, rate limits, theoretical calculations based on the Black-Scholes model, and the lack of early assignment risk consideration.
What Greeks are calculated by OptionsFlow?
What Greeks are calculated by OptionsFlow?
OptionsFlow calculates delta, gamma, theta, vega, and rho.
What are the system requirements for OptionsFlow?
What are the system requirements for OptionsFlow?
OptionsFlow requires Python 3.12+, mcp, yfinance, pandas, numpy, and scipy.