MCP 服务器

OptionsFlow MCP Server

Enables advanced options analysis and strategy evaluation through Yahoo Finance data. Supports calculating Greeks, analyzing risk metrics, and evaluating credit spreads, cash secured puts, and covered calls strategies.

README

OptionsFlow MCP Server

A Model Context Protocol (MCP) server providing advanced options analysis and strategy evaluation through Yahoo Finance. Enables LLMs to analyze options chains, calculate Greeks, and evaluate basic options strategies with comprehensive risk metrics.

Features

Options Analysis

Complete options chain data processing
Greeks calculation (delta, gamma, theta, vega, rho)
Implied volatility analysis
Probability calculations
Risk/reward metrics

Strategy Analysis

Credit Call Spreads (CCS)
Put Credit Spreads (PCS)
Cash Secured Puts (CSP)
Covered Calls (CC)
Position Greeks evaluation
Liquidity analysis
Risk metrics calculation

Risk Management

Bid-ask spread analysis
Volume and open interest validation
Position sizing recommendations
Maximum loss calculations
Probability of profit estimates

Installation

# Install dependencies
pip install -r requirements.txt

# Clone the repository
git clone https://github.com/twolven/mcp-optionsflow.git
cd mcp-optionsflow

Usage

Add to your Claude configuration: In your claude-desktop-config.json, add the following to the mcpServers section:

{
    "mcpServers": {
        "optionsflow": {
            "command": "python",
            "args": ["path/to/optionsflow.py"]
        }
    }
}

Replace "path/to/optionsflow.py" with the full path to where you saved the optionsflow.py file.

Available Tools

analyze_basic_strategies

{
    "symbol": str,                    # Required: Stock symbol
    "strategy": str,                  # Required: "ccs", "pcs", "csp", or "cc"
    "expiration_date": str,          # Required: "YYYY-MM-DD"
    "delta_target": float,           # Optional: Target delta for CSP/CC (default: 0.3)
    "width_pct": float              # Optional: Width for spreads (default: 0.05)
}

Strategy Analysis Response Format

{
    "symbol": str,
    "strategy": str,
    "current_price": float,
    "expiration": str,
    "days_to_expiration": int,
    "analysis": {
        # Credit Call Spread / Put Credit Spread
        "strikes": {
            "short_strike": float,
            "long_strike": float
        },
        "metrics": {
            "credit": float,
            "max_loss": float,
            "max_profit": float,
            "probability_of_profit": float,
            "risk_reward_ratio": float
        },
        "greeks": {
            "net_delta": float,
            "net_theta": float,
            "net_gamma": float
        }
        
        # Cash Secured Put
        "strike": float,
        "metrics": {
            "premium": float,
            "max_loss": float,
            "assigned_cost_basis": float,
            "return_if_otm": float,
            "downside_protection": float
        },
        "greeks": {
            "delta": float,
            "theta": float,
            "gamma": float
        }
        
        # Covered Call
        "strike": float,
        "metrics": {
            "premium": float,
            "max_profit": float,
            "max_profit_percent": float,
            "upside_cap": float,
            "premium_yield": float
        },
        "greeks": {
            "position_delta": float,
            "theta": float,
            "gamma": float
        }
    }
}