Black-Scholes Calculator Connector for AI agents.
3 live capabilities
Calculate European option prices and Greeks instantly
Waiting for input…
Why people use Black-Scholes Calculator
Eliminate manual derivative math with Black-Scholes Calculator
With this MCP, you stop being a data entry clerk. You just tell your agent the strike, the spot, and the volatility, and it hands you the price and the Greeks. You get mathematical certainty without the manual labor.
What Vinkius changes
You get professional-grade quantitative math delivered through a simple conversation.
Use it from Claude, ChatGPT, Cursor or another AI client you already have.
One account · 6,100+ Connectors
- Real-world use case 01
Quick Greeks check
A trader needs to know their current Delta exposure on a large put position and asks their agent to run the numbers.
- Real-world use case 02
Pricing validation
An analyst wants to see if a quoted market price for a call option deviates significantly from its theoretical fair value.
- Real-world use case 03
Scenario testing
A risk manager asks their agent to calculate how much Vega exposure they have if volatility jumps by 5%.
Complete set · 3capabilities
The complete Black-Scholes Calculator capability set.
These are the exact actions your AI can choose when you ask it to work with Black-Scholes Calculator.
01—03
3 capabilities in this set.
Part of 3 available through Black-Scholes Calculator.
- 01 Capability
Calculate option greeks
Computes the Delta, Gamma, Vega, Theta, and Rho for an option. This helps you understand how price, time, and volatility affect your position.
- 02 Capability
Calculate option price
Determines the theoretical fair value of a European call or put. Use this to find if an option is over or undervalued.
- 03 Capability
Validate market data
Checks that your input parameters like volatility are realistic and non-negative. It prevents math errors caused by impossible market data.
Set up in minutes
One URL. Then ask Black-Scholes Calculator to work.
Claude and ChatGPT only need the Connector URL. Copy it once, add it in settings, and use Black-Scholes Calculator from the conversation.
Choose your client
Live previewAdvanced clients IDE · CLI
Claude · Web + desktop
Connector URL · ready to paste
Streamable HTTPhttps://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp - Step 01
Open Connectors
In Claude Web or Claude Desktop, open Settings and choose Connectors.
- Step 02
Add the URL
Choose Add custom connector, name it Black-Scholes Calculator, and paste the URL above.
- Step 03
Turn it on in chat
Select +, open Connectors, and enable Black-Scholes Calculator for the conversation.
ChatGPT · Web + desktop
Connector URL · ready to paste
Streamable HTTPhttps://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp - Step 01
Open MCP settings
On desktop, open Settings and MCP servers. On web, open your workspace app or connector settings.
- Step 02
Add the URL
Choose Add server with Streamable HTTP, or create a custom MCP app, then paste the Black-Scholes Calculator URL.
- Step 03
Save and start
Save the connection and enable Black-Scholes Calculator in your conversation. Desktop may ask you to restart once.
Cursor · IDE configuration
Advanced setup
{
"mcpServers": {
"black-scholes-calculator": {
"url": "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"
}
}
}- Step 01
Open MCP Settings
Press Cmd+Shift+P (macOS) or Ctrl+Shift+P (Windows/Linux) → search "MCP Settings"
- Step 02
Add the server config
Paste the JSON configuration above into the mcp.json file that opens
- Step 03
Save the file
Cursor will automatically detect the new Connector
- Step 04
Start using Black-Scholes Calculator
Open Agent mode in chat and ask: "Using Black-Scholes Calculator, help me...". 3 tools available
VS Code Copilot · IDE configuration
Advanced setup
{
"mcpServers": {
"black-scholes-calculator": {
"url": "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"
}
}
}- Step 01
Create MCP config
Create a .vscode/mcp.json file in your project root
- Step 02
Add the server config
Paste the JSON configuration above
- Step 03
Enable Agent mode
Open GitHub Copilot Chat and switch to Agent mode using the dropdown
- Step 04
Start using Black-Scholes Calculator
Ask Copilot: "Using Black-Scholes Calculator, help me...". 3 tools available
Windsurf · IDE configuration
Advanced setup
{
"mcpServers": {
"black-scholes-calculator": {
"url": "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"
}
}
}- Step 01
Open MCP Settings
Go to Settings → MCP Configuration or press Cmd+Shift+P and search "MCP"
- Step 02
Add the server
Paste the JSON configuration above into mcp_config.json
- Step 03
Save and reload
Windsurf will detect the new server automatically
- Step 04
Start using Black-Scholes Calculator
Open Cascade and ask: "Using Black-Scholes Calculator, help me...". 3 tools available
Cline · IDE configuration
Advanced setup
{
"mcpServers": {
"black-scholes-calculator": {
"url": "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"
}
}
}- Step 01
Open Cline MCP Settings
Click the Connectors icon in the Cline sidebar panel
- Step 02
Add remote server
Click "Add Connector" and paste the configuration above
- Step 03
Enable the server
Toggle the server switch to ON
- Step 04
Start using Black-Scholes Calculator
Ask Cline: "Using Black-Scholes Calculator, help me...". 3 tools available
Claude Code · Terminal command
Advanced setup
claude mcp add black-scholes-calculator --transport http "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"- Step 01
Install Claude Code
Run npm install -g @anthropic-ai/claude-code if not already installed
- Step 02
Add the Connector
Run the command above in your terminal
- Step 03
Verify the connection
Run claude mcp to list connected servers, or type /mcp inside a session
- Step 04
Start using Black-Scholes Calculator
Ask Claude: "Using Black-Scholes Calculator, show me...". 3 tools are ready
Where the request belongs
Work Black-Scholes Calculator can move forward.
This is built for anyone managing derivative risk or modeling option strategies who needs mathematical certainty without the manual spreadsheet grind.
Quantitative Analyst
Running quick sensitivity checks on European options to validate model assumptions.
Derivatives Trader
Calculating real-time Greeks to manage delta-neutral positions or theta decay.
Risk Manager
Verifying that market data inputs for pricing models are within logical bounds.
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Bring your own AI
Change the model, client or framework. Keep Black-Scholes Calculator connected.
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Before you connect
Questions about Black-Scholes Calculator.
The practical details behind the request, access and result.
Can I use Black-Scholes Calculator MCP for American options?
No, this MCP is specifically designed for European-style options. It uses the standard Black-Scholes model which assumes options can only be exercised at expiration.
How does Black-Scholes Calculator MCP help with risk management?
It allows you to calculate the Greeks, which are the primary measures of risk. You can instantly see how your position reacts to changes in price, time, and volatility.
Will this MCP work with my existing AI client?
Yes, as long as your client is MCP-compatible, such as Claude, Cursor, or Windsurf, you can connect it and start running calculations immediately.
Does the Black-Scholes Calculator MCP handle error checking?
Yes, it includes a validation capability that checks your market data to ensure parameters like volatility are realistic and non-negative before you run calculations.
Can I get Delta and Gamma values for my options?
Yes, you can request the full suite of Greeks, including Delta, Gamma, Vega, Theta, and Rho, to get a complete view of your option's sensitivity.
One connection away
Give your agent a direct line to Black-Scholes Calculator.
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