Optionscanner

Measured conclusion: Deep-tested. L2 outcome: tools_ok.

Free options calculators and the Optionscanner Learn library for any AI assistant. No account.

Add to your agent

Copy this into your MCP client config:

{
  "mcpServers": {
    "Optionscanner": {
      "url": "https://optionscanner.ai/mcp",
      "transport": "streamable-http"
    }
  }
}

Measured tools (10)

• profit_calculator read-only

  Price 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.

  Parameters:

  • spot (required) — number — Stock price in dollars.
  • iv_pct (required) — number — Implied volatility, percent per year (30 means 30 percent).
  • days (required) — number — Days to expiration.
  • legs — 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 — Interest rate the model uses, percent per year. Default 4.
  • strategy — 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.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• what_if read-only

  What 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.

  Parameters:

  • spot (required) — number — Stock price in dollars.
  • iv_pct (required) — number — Implied volatility, percent per year (30 means 30 percent).
  • days (required) — number — Days to expiration.
  • stock_price (required) — number — The stock price in the scenario.
  • legs — 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 — Interest rate the model uses, percent per year. Default 4.
  • strategy — 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.
  • days_from_now — number — Days into the future for the scenario. 0 means today.
  • iv_change_points — number — Change in implied volatility in points, applied to every leg. Negative for a drop.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• list_strategies read-only

  The 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.

  Parameters:

  • days — number — Days to expiration.
  • spot — number — Stock price in dollars.
  • iv_pct — number — Implied volatility, percent per year (30 means 30 percent).

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• expected_move read-only

  The 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.

  Parameters:

  • price (required) — number — Stock price in dollars.
  • iv_pct (required) — number — Implied volatility, percent per year (30 means 30 percent).
  • days (required) — number — Calendar days ahead.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• credit_spread read-only

  Bull 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.

  Parameters:

  • kind (required) — string — put for a bull put spread, call for a bear call spread.
  • price (required) — number — Stock price in dollars.
  • short_strike (required) — number — The strike sold, in dollars.
  • long_strike (required) — number — The strike bought, in dollars.
  • credit (required) — number — Net credit received per share, in dollars.
  • days — Days to expiration, for the chance of profit. Optional.
  • iv_pct — Implied volatility, percent per year, for the chance of profit. Optional.
  • contracts — integer — Number of contracts. Default 1.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• debit_spread read-only

  Call 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.

  Parameters:

  • kind (required) — string — call for a call debit spread (bullish), put for a put debit spread (bearish).
  • price (required) — number — Stock price in dollars.
  • long_strike (required) — number — The strike bought, in dollars.
  • short_strike (required) — number — The strike sold, in dollars.
  • debit (required) — number — Net debit paid per share, in dollars.
  • days — Days to expiration, for the chance of profit. Optional.
  • iv_pct — Implied volatility, percent per year, for the chance of profit. Optional.
  • contracts — integer — Number of contracts. Default 1.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• probability_of_profit read-only

  The 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.

  Parameters:

  • price (required) — number — Stock price in dollars.
  • level (required) — number — The price level to test, in dollars: a breakeven or a short strike.
  • iv_pct (required) — number — Implied volatility, percent per year (30 means 30 percent).
  • days (required) — number — Days to expiration.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• position_size read-only

  How 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.

  Parameters:

  • equity (required) — number — Account equity in dollars.
  • risk_pct (required) — number — Risk budget per trade as a percent of equity.
  • max_loss_per_contract (required) — number — Maximum loss per contract in dollars.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• learn_search read-only

  Find 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.

  Parameters:

  • query (required) — string — What to look for, in plain words.
  • limit — integer — How many results, 1 to 20. Default 5.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

• learn_read read-only

  The 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.

  Parameters:

  • slug (required) — string — The page slug or path, for example iron-condor-entry-screening or /learn/glossary/delta.

  Hints: read-only yes · destructive no · idempotent yes · open-world no

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