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Connect Implied Volatility 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 volatility metrics through Newton-Raphson iteration.

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 Implied Volatility Calculator.

  1. 01

    Calculate single iv

    This capability calculates the implied volatility for a single European option using the Newton-Raphson method.

  2. 02

    Calculate volatility term structure

    This capability generates a set of implied volatilities across different expiration dates to map the volatility term structure.

  3. 03

    Calculate volatility smile

    Use this to generate a set of implied volatilities across multiple strike prices to visualize the volatility smile.

Real work

What teams actually run

01

Option Pricing

Calculate the implied volatility of a single European option using market prices.

02

Surface Modeling

Map out the volatility smile by calculating IV across multiple strike prices.

03

Time-based Analysis

Analyze how volatility changes over time using the term structure capability.

04

Model Validation

Use the deterministic engine to verify volatility inputs for Black-Scholes models.

One connector, every AI

Implied Volatility 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 Implied Volatility 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

938ms average. Fast in production.

Implied Volatility Calculator is checked daily against the live service.

Daily averagePeak 1085ms
Oct 3Today
Fastest day
711ms
Slowest day
1085ms
14-day trend
Improving-13%

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.

Connector linkhttps://edge.vinkius.com/vk_preview_18Sl7GkhAkt4nPkwLvoXovlmCsQrnscu7xj1l3ox/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 — Implied Volatility Calculator capabilities are ready to use.
Configuration · claude_desktop_config.jsonCopy
{
  "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

Guided setup for Claude? Set up Implied Volatility Calculator in Claude and other AIs

See all the AI clients this connector works with ↑

Who it's for

Built for the work Implied Volatility Calculator owners hand off.

This MCP is built for professionals working in quantitative finance and derivatives trading.

  • 01

    Quantitative Analysts

    They hand off complex volatility surface calculations to the agent.

  • 02

    Derivatives Traders

    They use the capability to quickly check IV for specific strikes and expirations.

  • 03

    Risk Managers

    They rely on the capability to analyze term structures and volatility smiles.

FAQ

Questions Implied Volatility Calculator owners ask.

  • 01

    What mathematical method does this MCP use?

    It uses the Newton-Raphson method to solve for implied volatility.

  • 02

    Which models is this based on?

    The calculations are based on the Black-Scholes model and Vega.

  • 03

    Can I calculate a volatility smile?

    Yes, you can use the calculate_volatility_smile capability to get IV across multiple strikes.

  • 04

    What kind of options does it support?

    The capabilities are designed for European options.

  • 05

    How do I use this in Claude or Cursor?

    You connect to the Vinkius-hosted MCP once, and then your client can call the capabilities directly through the standard protocol.

  • 06

    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.

  • 07

    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.

  • 08

    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.

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