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Connect Black-Scholes Calculator to ChatGPT and Claude

Set it up once and it works in ChatGPT, Claude, Cursor, and any other client you love. It all runs safely in the background, so you can relax and focus on what really matters. Get precise European option pricing and Greeks via your AI client.

Ask AI about this Connector

Developed, maintained, and hosted by Vinkius.

MCP VERIFIED · PRODUCTION READY · VINKIUS GUARANTEED

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Works with modern AI clients that support MCP, including ChatGPT, Claude, Cursor, and more.

ChatGPTClaudeCursorPerplexityGeminiMicrosoft CopilotRaycastMeta AI

Your AI does the work. We keep it safe and sound.

No other AI tool gives you this. Your workflow runs in the client you already love, your account stays protected, and you decide what the agent can and cannot do. It is the whole reason to make the switch.

Each Connector lives inside our infrastructure, the same place where your workflow runs. The three things below are already part of it, working quietly in the background so you never have to think about them. Nothing to add, nothing to set up, nothing to worry about.

A futuristic MCP client docking bay
V8 Isolate01

Each Connector runs inside its own sealed environment.

Each Connector runs inside its own sealed V8 runtime — no access to your files, your system, or other servers. A Connector never sees past its own request.

Kill Switch02

One switch stops every agent. Instantly.

One action deactivates every Connector, revokes every token, and ends every session at once. AI Governance keeps the record.

FinOps per User03

Spending limits that pause instead of surprise.

Every user keeps their own connections and credentials, isolated from everyone else. Anything that would cross your spending limit is held for your approval, not billed.

Three controls, built into the layer your AI connects through.

Curated set · 3 capabilities

We ship only the actions that matter.

Capability set01 / 01

01-03

3 capabilities in this set.

Part of 3 available through Black-Scholes Calculator.

  1. 01

    Calculate option greeks

    This capability calculates the Greeks for an option. It returns sensitivities like Delta, Gamma, Vega, Theta, and Rho.

  2. 02

    Calculate option price

    This capability finds the theoretical fair value of a European option. It handles both call and put calculations.

  3. 03

    Validate market data

    This capability checks your input parameters. It ensures market data stays within realistic, non-negative bounds.

Real work

What teams actually run

01

Risk Sensitivity Analysis

An agent calculates Delta and Gamma to help a trader understand how a position reacts to price changes.

02

Fair Value Assessment

A user asks the agent to compare a market price against the theoretical Black-Scholes price.

03

Automated Data Cleaning

The agent uses the validation capability to scrub incoming market data for impossible values like negative volatility.

04

Portfolio Stress Testing

An agent runs multiple Greek calculations to simulate how different market shifts affect an option portfolio.

One connector, every AI

Black-Scholes Calculator works with the most popular AI clients.

These are the most popular clients, each with a step-by-step guide: one link, set up once, with governance and visibility built in. And because everything runs on the MCP standard, the same connection also works in any other compatible client — nothing to rebuild.

ClaudeClaudeChatGPTChatGPTGeminiGeminiPerplexityPerplexityGrokGrokMicrosoft CopilotMicrosoft CopilotCursorCursorVS CodeVS CodeWindsurfWindsurfJetBrainsJetBrainsClineClineLangChainLangChainVercel AI SDKVercel AI SDKLovableLovableZ.aiZ.aiRaycastRaycastQwen CodeQwen CodeKimi CodeKimi CodeLe ChatLe Chat

Building your own app? The connector is yours to use.

You don't need a client to put Black-Scholes Calculator to work: the same hosted connection plugs into your own applications and agent code, with the same governance on every request. Build with it, chat with it — one connection for both.

Observed, not estimated

879ms average. Fast in production.

Black-Scholes Calculator is checked daily against the live service.

Daily averagePeak 1038ms
Oct 3Today
Fastest day
686ms
Slowest day
1038ms
14-day trend
Improving-12%

Connect your client

One URL. Every client.

Activate the Connector, copy your link, and paste it into the client you already use. 3 capabilities arrive ready to run.

Preview access · not provider authentication

The vk_preview_* token belongs to Vinkius preview infrastructure. It lets Claude discover and display the capabilities of Black-Scholes Calculator, so you can see the experience inside your AI.

It does not authenticate your account with Black-Scholes Calculator. Actions requiring credentials or live account data may not run until you activate the Connector and authorize the service.

Black-Scholes Calculator Connector

You're all set. Choose your MCP client and follow the setup instructions.

Connector linkhttps://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp

Claude Desktop

Follow the steps below to connect in seconds.

  1. 1In Claude Desktop, open Settings → Connectors.
  2. 2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
  3. 3Click Add and start a new chat — Black-Scholes Calculator capabilities are ready to use.
Configuration · claude_desktop_config.jsonCopy
{
  "mcpServers": {
    "black-scholes-calculator-mcp": {
      "url": "https://edge.vinkius.com/vk_preview_RYnBO7cs4NVJtXhfnU4f1FxpFpQPypi5yMWpHEDb/mcp"
    }
  }
}
  • Claude
  • ChatGPT
  • Cursor
  • VS Code
  • Windsurf
  • Claude Code
  • JetBrains
  • Cline

Step-by-step instructions for each client are in the guide. How to connect

Guided setup for Claude? Set up Black-Scholes Calculator in Claude and other AIs

See all the AI clients this connector works with ↑

Who it's for

Built for the work Black-Scholes Calculator owners hand off.

This MCP is built for professionals working with derivatives and quantitative modeling.

  • 01

    Quantitative Analysts

    They hand off pricing requests to an agent to automate repetitive model calculations.

  • 02

    Derivatives Traders

    They use the capability to quickly check Greeks and option sensitivities through their AI client.

  • 03

    Financial Developers

    They integrate this engine into agentic workflows to ensure mathematical accuracy.

FAQ

Questions Black-Scholes Calculator owners ask.

  • 01

    What kind of options does this MCP support?

    This MCP is specifically designed for European-style options using the Black-Scholes model.

  • 02

    Can I use this with Claude or Cursor?

    Yes, you can connect this MCP to any MCP-compatible client including Claude, Cursor, and Windsurf.

  • 03

    Does it calculate Greeks?

    Yes, it includes a capability to calculate Delta, Gamma, Vega, Theta, and Rho.

  • 04

    How do I ensure my inputs are correct?

    You can use the validate_market_data capability to check that your parameters are within realistic, non-negative bounds.

  • 05

    Is the math accurate?

    The MCP uses a deterministic mathematical engine, meaning it provides exact calculations rather than LLM approximations.

  • 06

    What models are used for pricing?

    The server uses the standard Black-Scholes model for European-style options.

  • 07

    Can I calculate Greeks?

    Yes, by using the calculate_option_greeks capability, you can obtain Delta, Gamma, Vega, Theta, and Rho.

  • 08

    How do I ensure my inputs are valid?

    You can use the validate_market_data capability to check if your parameters like volatility and price are within realistic bounds.

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