Black-Scholes & Local Volatility Options Pricer

Computes real-time options Greeks (Delta, Gamma, Vega, Theta, Rho) and extracts implied volatility surfaces from options chains.

Quant Finance MCP Tool · Market Data 3503 installs Open source · Free Eval-verified

Options Market Makers · Live options order books Underlying asset feeds

Last updated Sep 1, 2026

Changelog

2026-09-01 Reviewed — no change Reviewed against the September 2026 eval suite — all assertions pass, no change to logic.

Follow updates (above) to get changes to this skill in your monthly digest.

MCP Config — Paste into Claude Desktop

Server: Market Data · Function: options_greeks · 18 total tools · SSE endpoint ↗

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}

SSE Endpoint ↗

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation.

I want to install the ClaudeFinanceLab MCP server for "Black-Scholes & Local Volatility Options Pricer".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible client.

Reviews

No reviews yet.

Write a review

Rating:

Suggest an Improvement

Get free access

Black-Scholes & Local Volatility Options Pricer