MCP Optionsflow

🚀 Options Flow MCP Server

An MCP (Model Context Protocol) server that offers advanced options analysis and strategy evaluation through Yahoo Finance. It enables Large Language Models (LLMs) to analyze options chains, compute Greeks, and evaluate basic options strategies, providing comprehensive risk metrics.

🚀 Quick Start

The Options Flow MCP Server is designed to empower LLMs with the ability to conduct in - depth options analysis and strategy evaluation. It leverages data from Yahoo Finance to provide accurate and detailed insights.

✨ Features

Options Analysis

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

Strategy Analysis

• Credit Call Spread (CCS)
• Protective Call Spread (PCS)
• Cash - Secured Puts (CSP)
• Covered Calls (CC)
• Position Greeks evaluation
• Liquidity analysis
• Risk metric calculation

Risk Management

• Quote spread analysis
• Volume and open interest verification
• Position size recommendation
• Maximum loss calculation
• Profit probability estimation

📦 Installation

# Install dependencies
pip install -r requirements.txt

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

💻 Usage Examples

Basic Usage

Add the following content to your Claude configuration: Add the following to the mcpServers section of the claude - desktop - config.json file:

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

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

Advanced Usage

Available Tools

1. 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: Spread width (Default: 0.05)
}

Strategy Analysis Response Format

{
    "symbol": str,
    "strategy": str,
    "current_price": float,
    "expiration": str,
    "days_to_expiration": int,
    "analysis": {
        # Credit Call Spread / Protective Call Spread
        "strikes": {
            "short_strike": float,
            "long_strike": float
        },
        # Other analysis metrics...
    },
    # Other response data...
}

Example

An example of calling the analyze_basic_strategies tool:

{
    "symbol": "MSFT",
    "strategy": "ccs",
    "expiration_date": "2024-01-31",
    "delta_target": 0.5,
    "width_pct": 0.1
}

📚 Documentation

Important Notes

• The data source is Yahoo Finance, which may have delays or inaccuracies.
• Strategy analysis is based on assumed Greeks calculations and the Black - Scholes model.
• The tools provide a detailed response format for easy parsing and utilization of the result data.

🤝 Contributors

Developers interested in contributing code are welcome to join and improve this project together.