Black-Scholes & Local Volatility Options Pricer

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

Connect in 30 seconds

Paste this into your Claude Desktop or MCP client config:

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