OptionsBell Options Flow

Measured conclusion: Alive, not deep-tested. L2 outcome: not_attempted.

Unusual options activity on 7,000+ US stocks: top prints, streaks, IV rank, sentiment, sectors.

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Copy this into your MCP client config:

{
  "mcpServers": {
    "OptionsBell Options Flow": {
      "url": "https://optionsbell.com/mcp",
      "transport": "streamable-http"
    }
  }
}

Measured tools (13)

• ping

  Liveness check for the OptionsBell MCP server. No API key required.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_dataset_stats

  Discover what data is available before querying: date ranges, contract counts, symbol counts and sector coverage for the unusual-activity dataset and its daily aggregates. Call this first when unsure about available history.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_unusual_activity

  Contract-level unusual options activity scan across 7,000+ US stocks (the dataset behind OptionsBell alerts). Filter by symbols, side and thresholds: Vol/OI ratio, premium (USD), IV, days-to-expiration, volume, open interest. Rows include strike, expiry, volume, open interest, IV, delta, sector and an estimated premium. Use for questions like 'what unusual put buying hit TSLA today?'

  Parameters:

  • raw — boolean — true = skip the always-on base floor (Vol/OI>=1.5, OI>=100, premium>=$25k).
  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • type — string — Side: c = calls, p = puts (default all).
  • limit — integer — Max rows (default 300).
  • since — string — ISO-8601 timestamp; only contracts last seen intraday at or after this time (for polling).
  • min_iv — number — Minimum implied volatility in percent, e.g. 60.
  • min_oi — number — Minimum open interest.
  • offset — integer — Rows to skip for paging; the response reports filtered_total and has_more.
  • date_to — string — Range end, YYYY-MM-DD inclusive.
  • max_dte — integer — Maximum days to expiration, e.g. 30.
  • symbols — string — Comma-separated tickers, e.g. 'AAPL,NVDA,TSLA'.
  • date_from — string — Range start, YYYY-MM-DD inclusive.
  • min_voloi — number — Minimum volume/open-interest ratio, e.g. 5.
  • min_volume — number — Minimum contract volume.
  • min_premium — number — Minimum estimated premium in USD, e.g. 250000.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_symbol_flow

  Every unusual contract on a single ticker, ranked by score (Vol/OI weighted by premium). Use when the question is about one specific stock's unusual options flow.

  Parameters:

  • symbol (required) — string — Single ticker, e.g. 'TSLA'.
  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • type — string
  • limit — integer
  • date_to — string — Range end, YYYY-MM-DD inclusive.
  • date_from — string — Range start, YYYY-MM-DD inclusive.
  • min_voloi — number
  • min_premium — number

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_top_prints

  The day's biggest options bets ranked by estimated premium - the same view OptionsBell alert emails lead with. Perfect for 'what were the largest options trades today?'

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • type — string
  • limit — integer — Max rows (default 20).
  • offset — integer — Rows to skip for paging; the response reports filtered_total and has_more.
  • symbols — string — Comma-separated tickers, e.g. 'AAPL,NVDA,TSLA'.
  • min_premium — number — Minimum premium in USD (default 25000).

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_flow_history

  End-of-day series of one symbol's UNUSUAL options flow (aggregated from the contracts that passed the unusual filter - not the full tape): daily call/put volume, premium, C/P ratios, average IV, net delta and the consecutive-day streak. ~75 trading days - the series behind back-tests and 'how has unusual flow on NVDA developed?'

  Parameters:

  • symbol (required) — string — Single ticker, e.g. 'TSLA'.
  • limit — integer — Max rows, newest first (default 90).
  • date_to — string — Range end, YYYY-MM-DD inclusive.
  • date_from — string — Range start, YYYY-MM-DD inclusive.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_flow_streaks

  Symbols with unusual options activity on N+ consecutive trading days, with the dominant side (call/put). Persistent unusual flow is a stronger signal than a single print - use for 'where does money keep showing up?'

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • side — string — Dominant side by C/P volume ratio.
  • limit — integer
  • offset — integer — Rows to skip for paging; the response reports filtered_total and has_more.
  • symbols — string — Comma-separated tickers, e.g. 'AAPL,NVDA,TSLA'.
  • min_streak — integer — Minimum consecutive days (default 3).
  • min_volume — number

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_expiry_concentration

  Where the day's unusual premium sits along the expiry axis, in DTE buckets (0-7, 8-30, 31-90, 90+) with call/put splits. Heavy short-dated premium reads as event bets; heavy long-dated as positioning.

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • symbols — string — Comma-separated tickers, e.g. 'AAPL,NVDA,TSLA'.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_flow_sentiment

  Bullish/bearish classification of each symbol's unusual flow with a 0-9 strength score, based on call/put volumes, premium and net delta. Pass a symbol for that ticker's sentiment time series (date_from, date_to, limit apply); omit it for the cross-market snapshot (filterable by sector, side, minimum strength or premium).

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • side — string — Only rows classified with this signal side (snapshot only).
  • limit — integer
  • offset — integer — Snapshot only. Rows to skip for paging; the response reports filtered_total and has_more.
  • sector — string — GICS sector name, e.g. 'Information Technology' (snapshot only).
  • symbol — string — Single ticker for its sentiment series; omit for the market-wide snapshot.
  • date_to — string — Range end, YYYY-MM-DD inclusive.
  • symbols — string — Comma-separated tickers, e.g. 'AAPL,NVDA,TSLA'.
  • date_from — string — Range start, YYYY-MM-DD inclusive.
  • min_premium — number — Minimum call+put premium in USD (snapshot only).
  • signal_only — boolean — Only rows with an active bullish/bearish signal (snapshot only).
  • min_strength — integer — Snapshot only; rows without a signal count as 0.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_iv_rank

  IV rank and IV percentile per symbol against its rolling history (needs 20+ days). Pass a symbol for its IV-rank time series (lookback_days, limit apply); omit it for a ranked snapshot (e.g. side=put&min_rank=0.8 finds elevated put IV; side=both ranks by the higher of call/put IV rank).

  Parameters:

  • side — string — Snapshot only (default both).
  • limit — integer
  • symbol — string — Single ticker for its IV-rank series; omit for the snapshot.
  • max_rank — number — Snapshot only.
  • min_rank — number — Snapshot only.
  • lookback_days — integer

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_oi_changes

  Day-over-day open-interest change per symbol (total, calls, puts) - fresh positioning being built or unwound. Pass a symbol for its OI-change series (date_from, date_to, limit apply); omit it for market-wide gainers/losers.

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • side — string — Market-wide view only.
  • limit — integer
  • offset — integer — Market-wide view only. Rows to skip for paging; the response reports filtered_total and has_more.
  • symbol — string — Single ticker for its OI-change series; omit for the market-wide view.
  • date_to — string — Range end, YYYY-MM-DD inclusive.
  • symbols — string — Comma-separated tickers, e.g. 'AAPL,NVDA,TSLA'.
  • date_from — string — Range start, YYYY-MM-DD inclusive.
  • min_prev_oi — number — Minimum prior-day OI to filter low-base noise (default 1000; market-wide only).
  • min_change_pct — number — Minimum absolute day-over-day change, e.g. 0.5 = 50% (market-wide only).

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_sector_flow

  Which sectors the day's unusual options premium is concentrating in: total premium, volume, average net delta and bullish/bearish symbol counts per sector label (11 GICS sectors plus Diversified, Unknown and Unclassified; only labels with activity, at most 14 rows).

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • limit — integer — Default 50 returns every group.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

• get_market_regime

  Market-wide breadth of unusual flow per trading day: breadth score 0-100, aggregate call/put ratio, regime label (bullish/bearish/mixed) and signal counts. Use for 'what's the overall tone of the unusual-flow tape?'

  Parameters:

  • date — string — Trading day, YYYY-MM-DD. Defaults to the latest available day.
  • limit — integer — Max daily rows, newest first (default 30).
  • date_to — string — Range end, YYYY-MM-DD inclusive.
  • date_from — string — Range start, YYYY-MM-DD inclusive.

  Hints: read-only not declared · destructive not declared · idempotent not declared · open-world not declared

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Measured by MCPYP probing. Untested fields are omitted, never estimated. Listing is always free; MCPYP never proxies calls or stores user tokens.