Ten read-only tools and three resources, generated from the server itself. Each tool answers with the numbers, a one-paragraph summary in plain English, a note on what the model leaves out, and a link to the page on this site the answer came from. You do not call tools yourself: ask the question in your own words and the assistant picks the tool.
Server URL: https://optionscanner.ai/mcp. Setup: Optionscanner in Claude, ChatGPT and Cursor: the MCP server
profit_calculatorPrice any options trade with up to eight legs: maximum profit and loss, breakevens, net credit or debit, the model's chance of profit at expiration and the expected move. Pass a strategy name (for example iron_condor or bull_put_spread) to build standard legs from the stock price, or pass the legs yourself with strikes and prices. Ask it for the max loss on a spread, the breakeven on a straddle, or the chance a condor finishes profitable. Returns a link that opens the same trade in the Optionscanner calculator.
Ask your assistant: Price a 30-day iron condor on a $100 stock at 30 percent implied volatility.
| Input | Type | Required | What it is |
|---|---|---|---|
spot | number | yes | Stock price in dollars. |
iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
days | number | yes | Days to expiration. |
strategy | string | no | A standard structure built from the stock price: long_call, long_put, covered_call, cash_secured_put, bull_call_spread, bear_put_spread, bull_put_spread, bear_call_spread, iron_condor, long_straddle, long_strangle. Omit when passing legs. |
legs | array | no | The legs of the trade, up to eight. Each has a side (buy or sell), a type (call, put or stock), a strike for options, a quantity, and optionally the price per share paid or received; a missing price is estimated from the implied volatility. |
rate_pct | number | no | Interest rate the model uses, percent per year. Default 4. |
what_ifWhat a trade is worth if the stock moves, time passes or implied volatility changes: profit or loss on a chosen date at a chosen stock price, the same at expiration, and the change for one more day, one more volatility point and a one dollar move. Use it for questions like what happens to my condor if the stock drops ten percent next week.
Ask your assistant: If the stock drops to $92 next week and volatility rises 5 points, what is that condor worth?
| Input | Type | Required | What it is |
|---|---|---|---|
spot | number | yes | Stock price in dollars. |
iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
days | number | yes | Days to expiration. |
stock_price | number | yes | The stock price in the scenario. |
days_from_now | number | no | Days into the future for the scenario. 0 means today. |
iv_change_points | number | no | Change in implied volatility in points, applied to every leg. Negative for a drop. |
strategy | string | no | A standard structure built from the stock price: long_call, long_put, covered_call, cash_secured_put, bull_call_spread, bear_put_spread, bull_put_spread, bear_call_spread, iron_condor, long_straddle, long_strangle. Omit when passing legs. |
legs | array | no | The legs of the trade, up to eight. Each has a side (buy or sell), a type (call, put or stock), a strike for options, a quantity, and optionally the price per share paid or received; a missing price is estimated from the implied volatility. |
rate_pct | number | no | Interest rate the model uses, percent per year. Default 4. |
list_strategiesThe eleven standard structures the calculator knows (long call and put, covered call, cash-secured put, the four vertical spreads, iron condor, straddle, strangle), each built on an example stock price with its legs, maximum profit and loss, breakevens and chance of profit, with a link to open each one.
Ask your assistant: Show me the standard structures on a $250 stock with 40-day options at 35 percent IV.
| Input | Type | Required | What it is |
|---|---|---|---|
spot | number | no | Stock price in dollars. |
iv_pct | number | no | Implied volatility, percent per year (30 means 30 percent). |
days | number | no | Days to expiration. |
expected_moveThe one and two standard deviation price ranges the options market is pricing for a stock over a horizon, from the stock price, implied volatility and days ahead.
Ask your assistant: What is the expected move for a $250 stock at 40 percent IV over 14 days?
| Input | Type | Required | What it is |
|---|---|---|---|
price | number | yes | Stock price in dollars. |
iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
days | number | yes | Calendar days ahead. |
credit_spreadBull put or bear call credit spread figures: width, maximum profit and loss, breakeven, return on risk, credit-to-width, and the model's chance of profit when implied volatility and days are given.
Ask your assistant: Max loss and breakeven on a 95/90 bull put spread for a $1 credit, stock at $100, 30 days, 30 percent IV.
| Input | Type | Required | What it is |
|---|---|---|---|
kind | put | call | yes | put for a bull put spread, call for a bear call spread. |
price | number | yes | Stock price in dollars. |
short_strike | number | yes | The strike sold, in dollars. |
long_strike | number | yes | The strike bought, in dollars. |
credit | number | yes | Net credit received per share, in dollars. |
contracts | integer | no | Number of contracts. Default 1. |
iv_pct | number | no | Implied volatility, percent per year, for the chance of profit. Optional. |
days | number | no | Days to expiration, for the chance of profit. Optional. |
debit_spreadCall or put debit spread figures: width, maximum profit and loss, breakeven, reward to risk, debit-to-width, and the model's chance of profit when implied volatility and days are given.
Ask your assistant: A 100/105 call debit spread for $2: max profit, breakeven and reward to risk.
| Input | Type | Required | What it is |
|---|---|---|---|
kind | call | put | yes | call for a call debit spread (bullish), put for a put debit spread (bearish). |
price | number | yes | Stock price in dollars. |
long_strike | number | yes | The strike bought, in dollars. |
short_strike | number | yes | The strike sold, in dollars. |
debit | number | yes | Net debit paid per share, in dollars. |
contracts | integer | no | Number of contracts. Default 1. |
iv_pct | number | no | Implied volatility, percent per year, for the chance of profit. Optional. |
days | number | no | Days to expiration, for the chance of profit. Optional. |
probability_of_profitThe model probability that a stock finishes above or below a price level (a breakeven or a short strike) by a date, from implied volatility, under the lognormal the options market implies.
Ask your assistant: What are the odds a $100 stock finishes below $95 in 30 days at 30 percent IV?
| Input | Type | Required | What it is |
|---|---|---|---|
price | number | yes | Stock price in dollars. |
level | number | yes | The price level to test, in dollars: a breakeven or a short strike. |
iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
days | number | yes | Days to expiration. |
position_sizeHow many contracts fit a risk budget: account equity, the percent of it risked per trade, and the worst case per contract give the dollar budget, the contract count and the share of equity at risk.
Ask your assistant: How many contracts fit a 2 percent risk budget on a $25,000 account with $350 max loss each?
| Input | Type | Required | What it is |
|---|---|---|---|
equity | number | yes | Account equity in dollars. |
risk_pct | number | yes | Risk budget per trade as a percent of equity. |
max_loss_per_contract | number | yes | Maximum loss per contract in dollars. |
learn_searchFind the Learn article, glossary term, calculator or research page that answers an options question: strategies, the greeks, implied volatility, IV rank, probability of profit, rolling, assignment, the wheel, screening rules and more. Returns titles, summaries and links.
Ask your assistant: Find the Optionscanner page on managing a tested credit spread.
| Input | Type | Required | What it is |
|---|---|---|---|
query | string | yes | What to look for, in plain words. |
limit | integer | no | How many results, 1 to 20. Default 5. |
learn_readThe full text of one Learn article, glossary term, calculator page or research page by slug, as Markdown with its link. Use learn_search first when the slug is unknown.
Ask your assistant: Read me the glossary entry for theta.
| Input | Type | Required | What it is |
|---|---|---|---|
slug | string | yes | The page slug or path, for example iron-condor-entry-screening or /learn/glossary/delta. |
summary | The result as one or two plain sentences, the same wording the calculator pages use. |
note | What the model leaves out: commissions and fees, early exercise, dividends; a reminder that the figures are hypothetical. |
link | The page on optionscanner.ai the answer came from. For the profit calculator and WHAT IF the link opens the page with the trade already loaded. |
source | Optionscanner, so the assistant can say where the numbers came from. |
The profit calculator asked for a 30-day bull call spread on a $100 stock at 30 percent implied volatility, the same worked example as the calculator page:
{
"legs": [
{
"side": "buy",
"type": "call",
"qty": 1,
"premium": 3.59,
"estimated": true,
"strike": 100
},
{
"side": "sell",
"type": "call",
"qty": 1,
"premium": 1.66,
"estimated": true,
"strike": 105
}
],
"net_debit": 193.0,
"max_profit": 307.0,
"max_loss": -193.0,
"breakevens": [
101.93
],
"chance_of_profit_pct": 41.0,
"expected_move": 8.6,
"expiry_days": 30.0,
"summary": "Maximum profit: $307.00. Maximum loss: -$193.00. Breakevens: $101.93. The model gives about a 41.0% chance of finishing on the profitable side of the $101.93 breakeven.",
"note": "Hypothetical figures for education, from a pricing model, before commissions and fees. Early exercise and dividends are not modeled. Not a forecast of any stock's actual range, and not a buy or sell instruction.",
"link": "https://optionscanner.ai/learn/calculators/options-profit-calculator?utm_source=mcp&utm_medium=assistant&utm_campaign=mcp-server#pc=1|100|30|30|bc100x1;sc105x1",
"source": "Optionscanner"
}Resources are pages the assistant can attach to a conversation as text, by address:
optionscanner://about: What the Optionscanner MCP server serves, what it does not, and where the product is.optionscanner://learn/{slug}: A Learn article, calculator or research page by slug, as Markdown.optionscanner://glossary/{slug}: One options glossary term by slug, as Markdown.A tool that cannot answer says why in one sentence, for example when a strike is missing, a credit is wider than the spread, or a Learn slug does not exist. The assistant reads the reason and asks you for the missing number.
The server is anonymous and rate-limited per address, generous for a conversation and tight for a scraper. It serves no quotes, no option chains and nothing from an account; the prices in a trade are the ones you give it or the model's estimates from the volatility you give it. Every figure is a model estimate for education, before commissions and fees, and not a buy or sell instruction.