# Options Gamma Scalping Strategy AI Agent Connect

> Simulate delta-neutral gamma scalping with automated hedging and cost analysis.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_vIZE5YJayrKhMFTF0IG5WET8WULSFVKzNmQi06YH/ai-agent-connect
- **Tags:** options, gamma, delta-neutral, hedging, quantitative-finance

## Description

This MCP server provides a deterministic modeling engine for delta-neutral gamma scalping. It allows AI agents to simulate the P&L dynamics of long convexity positions by managing directional risk through automated delta hedging. Use `simulate_scalping_strategy` to run full time-series simulations, `analyze_gamma_exposure` to inspect real-time Greek exposures, and `calculate_breakeven_metrics` to determine the volatility required for profitability. It is designed to model the relationship between gamma gains, theta decay, and transaction costs.

## Tools

### analyze_gamma_exposure
Provides a snapshot of Greek exposures and delta-neutrality status

### calculate_breakeven_metrics
Determines the theoretical volatility threshold required for profitability

### simulate_scalping_strategy
Executes a deterministic simulation of a gamma scalping strategy

## Prompt Examples

**Prompt:** 
```
Run a gamma scalping simulation with these underlying prices [100, 102, 101, 105] and this option chain data.
```

**Response:** 
```
The simulation completed. The net P&L was $12.50, with a breakeven volatility of 18.5%.
```

**Prompt:** 
```
What is the current delta exposure for a portfolio with 10 call options at 0.5 delta and 5 units of the underlying?
```

**Response:** 
```
The total delta is 10.0 (5.0 from options + 5.0 from underlying).
```

**Prompt:** 
```
Calculate the breakeven volatility if I have 50 gamma exposure, 10 theta decay, and 5 transaction costs.
```

**Response:** 
```
The required realized volatility to break even is 30%.
```

## Frequently Asked Questions

**What is the purpose of this MCP?**
It provides tools to simulate and analyze gamma scalping strategies, specifically focusing on delta-neutral hedging and the impact of volatility on P&L.

**How do I run a full simulation?**
You can use the `simulate_scalping_strategy` tool by providing arrays of underlying prices and the option chain data.

**Can I check my current Greek exposure?**
Yes, the `analyze_gamma_exposure` tool provides a snapshot of total delta, gamma, and theta for a given portfolio.