What model does this MCP use for pricing?

This MCP uses the Black-Scholes model to calculate theoretical prices and Greeks for European-style options.

Which AI clients can use this capability?

You can use this MCP with any compatible client, including Claude, Cursor, Windsurf, and VS Code.

Can I calculate both Calls and Puts?

Yes, the valuation capability is designed to calculate theoretical prices for both Call and Put options.

Does this MCP handle real-time market data?

No, you must provide the specific parameters like underlying price and volatility to the agent for it to perform the calculations.

What kind of risk metrics are provided?

The MCP provides Delta, Gamma, Theta, Vega, and Rho through its directional and environmental sensitivity capabilities.

What is the purpose of the calculate_option_valuation capability?

It determines the theoretical fair market price for both Call and Put options based on inputs like underlying price, strike, time to expiry, risk-free rate, and volatility.

How can I assess the impact of volatility changes?

Use the calculate_environmental_sensitivities capability to find the Vega, which measures price sensitivity to a 1% change in implied volatility.

Does this capability handle directional risk?

Yes, the calculate_directional_risk capability quantifies Delta and Gamma to show how much your option price reacts to movements in the underlying asset's price.

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Connect Options Greeks 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 Black-Scholes pricing and risk metrics instantly.

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.

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.

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 Options Greeks Calculator.

01
Calculate directional risk
This capability measures how much an option's price changes when the underlying asset moves. It quantifies your exposure to price shifts.
02
Calculate environmental sensitivities
This capability calculates how external factors like time decay, volatility, and interest rates change an option's value. It tracks the impact of the broader market environment.
03
Calculate option valuation
This capability computes the theoretical Black-Scholes price for both Call and Put options. It provides the fair value based on your input parameters.

Real work

What teams actually run

Risk Assessment

You ask your agent to calculate the Delta and Gamma of a position to understand its directional exposure.

Time Decay Monitoring

You check the Theta of an option to see how much value it will lose as expiration approaches.

Fair Value Comparison

You use the valuation capability to see if a market-traded option is overvalued or undervalued relative to Black-Scholes.

Volatility Sensitivity

You analyze how a change in market volatility will impact the price of your held options.

One connector, every AI

Options Greeks 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.

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

You don't need a client to put Options Greeks 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

715ms average. Fast in production.

Options Greeks Calculator is checked daily against the live service.

Daily averagePeak 868ms

Oct 3Today

Fastest day: 553ms
Slowest day: 868ms
14-day trend: Slowing+11%

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 Options Greeks Calculator, so you can see the experience inside your AI.

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

Options Greeks Calculator Connector

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

Connector linkhttps://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp

Claude 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 — Options Greeks Calculator capabilities are ready to use.

Configuration · claude_desktop_config.jsonCopy

{
  "mcpServers": {
    "options-greeks-calculator-mcp": {
      "url": "https://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/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 Options Greeks Calculator in Claude and other AIs

See all the AI clients this connector works with ↑

Who it's for

Built for the work Options Greeks Calculator owners hand off.

This MCP is built for professionals who need to perform rapid quantitative analysis within their AI workflows.

01
Options Traders
They hand off the calculation of Greeks and price sensitivities to the AI to monitor real-time risk.
02
Financial Analysts
They use the capability to quickly find theoretical fair values for various derivative models.
03
Risk Managers
They rely on the capability to quantify how environmental factors like volatility impact portfolio exposure.

FAQ

Questions Options Greeks Calculator owners ask.

01
What model does this MCP use for pricing?
This MCP uses the Black-Scholes model to calculate theoretical prices and Greeks for European-style options.
02
Which AI clients can use this capability?
You can use this MCP with any compatible client, including Claude, Cursor, Windsurf, and VS Code.
03
Can I calculate both Calls and Puts?
Yes, the valuation capability is designed to calculate theoretical prices for both Call and Put options.
04
Does this MCP handle real-time market data?
No, you must provide the specific parameters like underlying price and volatility to the agent for it to perform the calculations.
05
What kind of risk metrics are provided?
The MCP provides Delta, Gamma, Theta, Vega, and Rho through its directional and environmental sensitivity capabilities.
06
What is the purpose of the calculate_option_valuation capability?
It determines the theoretical fair market price for both Call and Put options based on inputs like underlying price, strike, time to expiry, risk-free rate, and volatility.
07
How can I assess the impact of volatility changes?
Use the calculate_environmental_sensitivities capability to find the Vega, which measures price sensitivity to a 1% change in implied volatility.
08
Does this capability handle directional risk?
Yes, the calculate_directional_risk capability quantifies Delta and Gamma to show how much your option price reacts to movements in the underlying asset's price.

Explore

More in Finance

Connect Options Greeks Calculator to Claude, Cursor, ChatGPT & more

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

Each Connector runs inside its own sealed environment.

One switch stops every agent. Instantly.

Spending limits that pause instead of surprise.

We ship only the actions that matter.

01-03

Calculate directional risk

Calculate environmental sensitivities

Calculate option valuation

What teams actually run

Risk Assessment

Time Decay Monitoring

Fair Value Comparison

Volatility Sensitivity

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

Options Greeks Calculator Connector

Claude Desktop

Options Traders

Financial Analysts

Risk Managers

What model does this MCP use for pricing?

Which AI clients can use this capability?

Can I calculate both Calls and Puts?

Does this MCP handle real-time market data?

What kind of risk metrics are provided?

What is the purpose of the calculate_option_valuation capability?

How can I assess the impact of volatility changes?

Does this capability handle directional risk?

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