# Futures Volatility Surface Strategy AI Agent Connect

> Detect and quantify volatility surface arbitrage opportunities.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_GPAaLWRiAcjARLoTcJyDPo1HeTAW5blcSySOGhek/ai-agent-connect
- **Tags:** volatility, options, arbitrage, futures, quantitative

## Description

This MCP server provides a deterministic engine for identifying volatility surface mispricings in futures options. It detects Skew, Calendar, and Butterfly anomalies by analyzing the implied volatility surface against historical norms. The engine uses `analyze_volatility_surface` to build the surface and find anomalies, `generate_trade_signals` to create actionable delta-neutral trade structures, and `simulate_pnl_scenarios` to project performance under various price movements. It includes built-in liquidity and gamma risk filters to ensure only high-quality, tradable signals are produced.

## Tools

### simulate_pnl_scenarios
Evaluates the robustness of a trade signal by projecting performance under various underlying price movements

### analyze_volatility_surface
Builds the current volatility surface and identifies pricing anomalies compared to historical norms

### generate_trade_signals
Converts detected volatility anomalies into specific, actionable trade structures with hedging instructions

## Prompt Examples

**Prompt:** 
```
Analyze the current volatility surface for any arbitrage opportunities.
```

**Response:** 
```
A Skew Anomaly was detected: Put IV is 7 points higher than the historical norm at the 4500 strike.
```

**Prompt:** 
```
Generate a trade signal for the detected calendar anomaly.
```

**Response:** 
```
Trade Structure: Calendar Spread. Buy near-term 4500 Call, Sell far-term 4500 Call. Delta Hedge: -15 contracts.
```

**Prompt:** 
```
Simulate the P&L for a 10% price drop on the current trade signal.
```

**Response:** 
```
For a -10% price move, the projected P&L is +$1,250.
```

## Frequently Asked Questions

**What types of anomalies can this tool detect?**
The engine detects Skew, Calendar, and Butterfly anomalies within the volatility surface.

**How does the tool handle risk management?**
It applies liquidity filters (Open Interest > 1000) and gamma risk constraints (expiry > 7 days) to all signals.

**Can I simulate the performance of a trade?**
Yes, you can use `simulate_pnl_scenarios` to project P&L across different underlying price movements.