Options Greeks Calculator Connector for AI agents.
3 live capabilities
Quantify derivative risk and Black-Scholes prices for your trading portfolio.
Waiting for input…
Why people use Options Greeks Calculator
Options Greeks Calculator for Black-Scholes Risk Assessment
This Connector cuts out the middleman. You just tell your agent what you're looking at, and it handles the math. You get immediate, accurate Greeks and fair values without ever opening a calculator.
What Vinkius changes
You get instant, high-precision risk metrics for your options without touching a calculator.
Use it from Claude, ChatGPT, Cursor or another AI client you already have.
One account · 6,100+ Connectors
- Real-world use case 01
Assessing a volatility spike
A trader sees a spike in implied volatility and wants to know the impact on their portfolio.
- Real-world use case 02
Pricing a new Call option
An analyst needs to price a new Call option for a client.
- Real-world use case 03
Monitoring daily time decay
A portfolio manager wants to know the daily loss from time decay.
Complete set · 3capabilities
The complete Options Greeks Calculator capability set.
These are the exact actions your AI can choose when you ask it to work with Options Greeks Calculator.
01—03
3 capabilities in this set.
Part of 3 available through Options Greeks Calculator.
- 01 Capability
Calculate directional risk
Quantifies how much the option price reacts to movements in the underlying asset's price. This helps you understand your immediate exposure to price swings.
- 02 Capability
Calculate environmental sensitivities
Quantifies how external factors like time, volatility, and interest rates impact the option's value. It's your go-to for measuring time decay and other external pressures.
- 03 Capability
Calculate option valuation
Calculates Black-Scholes theoretical prices for Call and Put options. Use this to find the fair market value of a derivative based on current data.
Set up in minutes
One URL. Then ask Options Greeks Calculator to work.
Claude and ChatGPT only need the Connector URL. Copy it once, add it in settings, and use Options Greeks Calculator from the conversation.
Choose your client
Live previewAdvanced clients IDE · CLI
Claude · Web + desktop
Connector URL · ready to paste
Streamable HTTPhttps://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp - Step 01
Open Connectors
In Claude Web or Claude Desktop, open Settings and choose Connectors.
- Step 02
Add the URL
Choose Add custom connector, name it Options Greeks Calculator, and paste the URL above.
- Step 03
Turn it on in chat
Select +, open Connectors, and enable Options Greeks Calculator for the conversation.
ChatGPT · Web + desktop
Connector URL · ready to paste
Streamable HTTPhttps://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp - Step 01
Open MCP settings
On desktop, open Settings and MCP servers. On web, open your workspace app or connector settings.
- Step 02
Add the URL
Choose Add server with Streamable HTTP, or create a custom MCP app, then paste the Options Greeks Calculator URL.
- Step 03
Save and start
Save the connection and enable Options Greeks Calculator in your conversation. Desktop may ask you to restart once.
Cursor · IDE configuration
Advanced setup
{
"mcpServers": {
"options-greeks-calculator": {
"url": "https://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp"
}
}
} - Step 01
Open MCP Settings
Press Cmd+Shift+P (macOS) or Ctrl+Shift+P (Windows/Linux) → search "MCP Settings"
- Step 02
Add the server config
Paste the JSON configuration above into the mcp.json file that opens
- Step 03
Save the file
Cursor will automatically detect the new Connector
- Step 04
Start using Options Greeks Calculator
Open Agent mode in chat and ask: "Using Options Greeks Calculator, help me...". 3 tools available
VS Code Copilot · IDE configuration
Advanced setup
{
"mcpServers": {
"options-greeks-calculator": {
"url": "https://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp"
}
}
} - Step 01
Create MCP config
Create a .vscode/mcp.json file in your project root
- Step 02
Add the server config
Paste the JSON configuration above
- Step 03
Enable Agent mode
Open GitHub Copilot Chat and switch to Agent mode using the dropdown
- Step 04
Start using Options Greeks Calculator
Ask Copilot: "Using Options Greeks Calculator, help me...". 3 tools available
Windsurf · IDE configuration
Advanced setup
{
"mcpServers": {
"options-greeks-calculator": {
"url": "https://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp"
}
}
} - Step 01
Open MCP Settings
Go to Settings → MCP Configuration or press Cmd+Shift+P and search "MCP"
- Step 02
Add the server
Paste the JSON configuration above into mcp_config.json
- Step 03
Save and reload
Windsurf will detect the new server automatically
- Step 04
Start using Options Greeks Calculator
Open Cascade and ask: "Using Options Greeks Calculator, help me...". 3 tools available
Cline · IDE configuration
Advanced setup
{
"mcpServers": {
"options-greeks-calculator": {
"url": "https://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp"
}
}
} - Step 01
Open Cline MCP Settings
Click the Connectors icon in the Cline sidebar panel
- Step 02
Add remote server
Click "Add Connector" and paste the configuration above
- Step 03
Enable the server
Toggle the server switch to ON
- Step 04
Start using Options Greeks Calculator
Ask Cline: "Using Options Greeks Calculator, help me...". 3 tools available
Claude Code · Terminal command
Advanced setup
claude mcp add options-greeks-calculator --transport http "https://edge.vinkius.com/vk_preview_BVnXJabBbVm1pSdhmM71Qwg0pynmxse6JT3J80va/mcp" - Step 01
Install Claude Code
Run npm install -g @anthropic-ai/claude-code if not already installed
- Step 02
Add the Connector
Run the command above in your terminal
- Step 03
Verify the connection
Run claude mcp to list connected servers, or type /mcp inside a session
- Step 04
Start using Options Greeks Calculator
Ask Claude: "Using Options Greeks Calculator, show me...". 3 tools are ready
Where the request belongs
Work Options Greeks Calculator can move forward.
Traders and financial analysts who need to move faster than a spreadsheet allows. It's for the person who needs to know their Greeks in seconds to make a move on a volatile position.
Options Trader
Analyzes real-time portfolio risk and adjusts hedges based on Delta and Gamma.
Financial Analyst
Builds risk models and reports on theoretical fair value for derivatives.
Portfolio Manager
Monitors time decay across a large book of European-style options to manage roll dates.
Build the capability set
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Beta Calculator
Calculate asset volatility sensitivity, Jensen's Alpha, and risk classification relative to market benchmarks.
Bring your own AI
Change the model, client or framework. Keep Options Greeks Calculator connected.
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Before you connect
Questions about Options Greeks Calculator.
The practical details behind the request, access and result.
What does the Options Greeks Calculator do?
It calculates the theoretical price and the Greeks—Delta, Gamma, Theta, Vega, and Rho—for European-style options using the Black-Scholes model.
Can I use this for Call and Put options?
Yes, the capability handles both Call and Put options to give you fair market values and risk sensitivities.
How does this help with market risk?
It quantifies how your options react to price moves, volatility changes, and time decay, allowing you to hedge more effectively.
Can it calculate time decay?
Yes, it provides specific Theta values so you can see exactly how much value your position loses every day.
Is this for European-style options?
This capability is specifically designed for European-style options. It may not be accurate for American-style options that can be exercised early.
How do I get the fair value of an option?
By providing the underlying price, strike, expiry, volatility, and interest rate, the capability returns the theoretical fair price instantly.
Can my AI agent tell me my Delta?
Yes, your AI agent can use the capability to calculate the Delta and Gamma of any position you describe to it.
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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