
Connect Volatility Risk Premium Calculator to your AI
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. Identify market mispricing by comparing implied and historical volatility.
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.
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.

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.
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.
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.
01-03
3 capabilities in this set.
Part of 3 available through Volatility Risk Premium Calculator.
- 01
Calculate basic vrp
This capability calculates the absolute and relative Volatility Risk Premium spread.
- 02
Analyze vrp trends
This capability detects mean-reversion signals by calculating percentile rankings for VRP trends.
- 03
Compare iv sources
This capability aggregates premiums across different volatility sources like ATM or VIX.
Real work
What teams actually run
Mean Reversion Trading
Your agent checks if current VRP levels are at historical extremes.
Options Pricing Analysis
You use the capability to see if implied volatility is overextended compared to realized volatility.
Multi-Source Comparison
The AI compares ATM and VIX premiums to find discrepancies.
Risk Assessment
You monitor the VRP spread to gauge the cost of hedging.
One connector, every AI
Volatility Risk Premium 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.
Claude
ChatGPT
Gemini
Perplexity
Grok
Microsoft Copilot
Cursor
VS Code
Windsurf
JetBrains
Cline
LangChain
Vercel AI SDK
Lovable
Z.ai
Raycast
Qwen Code
Kimi Code
Le ChatBuilding your own app? The connector is yours to use.
You don't need a client to put Volatility Risk Premium 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
868ms average. Fast in production.
Volatility Risk Premium Calculator is checked daily against the live service.
- Fastest day
- 666ms
- Slowest day
- 980ms
- 14-day trend
- Improving-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 Volatility Risk Premium Calculator, so you can see the experience inside your AI.
It does not authenticate your account with Volatility Risk Premium Calculator. Actions requiring credentials or live account data may not run until you activate the Connector and authorize the service.
Volatility Risk Premium Calculator Connector
You're all set. Choose your MCP client and follow the setup instructions.
https://edge.vinkius.com/vk_preview_dVeHeMnx4eAR601izLikEv9Bt6k8pJKskQVp4vP3/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 — Volatility Risk Premium Calculator capabilities are ready to use.
{
"mcpServers": {
"volatility-risk-premium-calculator-mcp": {
"url": "https://edge.vinkius.com/vk_preview_dVeHeMnx4eAR601izLikEv9Bt6k8pJKskQVp4vP3/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 Volatility Risk Premium Calculator in Claude and other AIs
Who it's for
Built for the work Volatility Risk Premium Calculator owners hand off.
Quantitative traders and risk managers use this MCP to automate volatility analysis.
- 01
Options Trader
Hands off volatility data to the AI to find mispriced premiums.
- 02
Quantitative Analyst
Uses the MCP to run deterministic VRP calculations on market data.
- 03
Risk Manager
Monitors VRP trends to assess potential market shifts.
FAQ
Questions Volatility Risk Premium Calculator owners ask.
- 01
What is the Volatility Risk Premium?
It is the difference between implied volatility and the realized historical volatility.
- 02
Which AI clients can use this MCP?
You can use this with any MCP-compatible client like Claude, Cursor, or Windsurf.
- 03
How does the MCP handle different volatility sources?
The compare_iv_sources capability allows your agent to aggregate premiums from sources like ATM or VIX.
- 04
Can I use this for mean reversion strategies?
Yes, the analyze_vrp_trends capability uses percentile ranking to help you find mean-reversion signals.
- 05
Do I need to host the MCP myself?
No, Vinkius hosts and manages the MCP for you.
- 06
How do I know if options are expensive?
When the absolute VRP is positive (IV > HV), options are considered expensive.
- 07
Can I compare different volatility sources?
Yes, you can use compare_iv_sources to aggregate VRP data from multiple sources like ATM or VIX.
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Connect Volatility Risk Premium Calculator to Claude, Cursor, ChatGPT & more
