Use Implied Volatility Calculator with your AI.
Connect your account once and let the AI you already use work with it, without building another integration. Deterministic engine for calculating implied volatility via Newton-Raphson iteration.
Developed, maintained, and hosted by Vinkius.
MCP VERIFIED · PRODUCTION READY · VINKIUS GUARANTEED
Waiting for input…
Works with modern AI clients that support MCP, including ChatGPT, Claude, Cursor, and more.
Complete set · 3 capabilities
The complete Implied Volatility Calculator capability set.
These are the exact actions your AI can choose when you ask it to work with Implied Volatility Calculator.
01-03
3 capabilities in this set.
Part of 3 available through Implied Volatility Calculator.
- 01
Calculate single iv
Calculates the implied volatility for a single European option using the Newton-Raphson method
- 02
Calculate volatility smile
Generates a set of implied volatilities across multiple strike prices to visualize the volatility smile
- 03
Calculate volatility term structure
Generates a set of implied volatilities across different expiration dates to visualize the volatility term structure
Observed, not estimated
836ms average. Fast in production.
Implied Volatility Calculator is checked daily against the live service.
- Fastest day
- 689ms
- Slowest day
- 1051ms
- 14-day trend
- Slowing+9%
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 Implied Volatility Calculator, so you can see the experience inside your AI.
It does not authenticate your account with Implied Volatility Calculator. Actions requiring credentials or live account data may not run until you activate the Connector and authorize the service.
Implied Volatility Calculator Connector
You're all set. Choose your MCP client and follow the setup instructions.
https://edge.vinkius.com/vk_preview_18Sl7GkhAkt4nPkwLvoXovlmCsQrnscu7xj1l3ox/mcpClaude Desktop
Follow the steps below to connect in seconds.
- 1In Claude Desktop, open Settings → Connectors.
- 2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
- 3Click Add and start a new chat — Implied Volatility Calculator capabilities are ready to use.
{
"mcpServers": {
"implied-volatility-calculator-mcp": {
"url": "https://edge.vinkius.com/vk_preview_18Sl7GkhAkt4nPkwLvoXovlmCsQrnscu7xj1l3ox/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
FAQ
Questions Implied Volatility Calculator owners ask.
- 01
What method is used to find implied volatility?
The engine uses the Newton-Raphson iteration method, which utilizes Vega to converge on the volatility that matches the observed market price.
- 02
Can I visualize the volatility smile?
Yes, you can use the calculate_volatility_smile capability to generate a set of implied volatilities across various strike prices.
- 03
What happens if the calculation does not converge?
If the Newton-Raphson algorithm fails to reach the required precision within 100 iterations, the capability will flag a non-convergence error.
Explore
More in Finance
Parkinson Volatility Calculator AI Connector
Calculate precise Parkinson volatility using high-low price ranges.
ViewCalendar Spread Bull Strategy AI Connector
Quantitative tool for identifying bull calendar spread signals using z-score and backwardation analysis.
ViewBoard Rocker Curve Analyzer AI Connector
Calculate precise surfboard rocker curves and performance profiles.
ViewIPO Readiness Scorer AI Connector
Evaluate company suitability for IPO based on financial and structural benchmarks.
View
Suggestions
Redox Reaction Predictor AI Connector
Predict spontaneous redox reactions, calculate cell potentials, and identify reaction products.
ViewBiosimilar Comparability Analysis AI Connector
Professional analytical assessment tool for evaluating biosimilarity between reference biologics and biosimila
ViewS&P Global Commodity Insights AI Connector
Access global commodity price assessments — crude oil, natural gas, power, coal, metals, petrochemicals, and a
ViewNap Strategy Calculator AI Connector
Optimize your rest with intelligent nap scheduling based on sleep patterns and goals.
View
