calculate_kelly
Compute Kelly criterion optimal position sizing for an option trade. Uses BSM expected value vs premium to find edge-maximizing bet size.
get_option_chain
Get option chain metadata: available expirations and strikes for a ticker.
get_levels
Get key options levels: gamma flip point, call wall, put wall, max pain, highest OI strike. These act as support/resistance from dealer hedging.
get_stock_quote
Get real-time stock quote (bid, ask, mid, last price) for a ticker symbol.
get_historical_stock_quote
Get historical stock quote from a specific date and time. Data from ClickHouse tick archive.
get_stock_summary
Get comprehensive stock summary: price, ATM IV, historical vol, VRP, skew, term structure, options flow, exposure data, and macro context (VIX, Fear & Greed, yield curve).
get_advanced_volatility
Get advanced volatility analytics: SVI parameters, forward prices, total variance surface, arbitrage detection, greeks surfaces (vanna, charm, volga, speed), and variance swap fair values. Alpha tier required.
solve_iv
Solve for implied volatility from option market price. Reverse-engineers BSM to find what vol is priced in.
get_vex
Get vanna exposure (VEX) by strike. Shows how dealer hedging changes with volatility moves.
get_chex
Get charm exposure (CHEX) by strike. Shows how dealer delta hedging changes as time passes — reveals time-decay-driven flows.
calculate_greeks
Calculate Black-Scholes option greeks (delta, gamma, theta, vega, rho, vanna, charm, speed, zomma, color). Pure math — no market data needed.
get_account
Get your account info: plan, daily quota limit, usage today, remaining calls.
get_option_quote
Get live option quote with bid, ask, mid, IV, greeks, open interest, and volume. Filter by expiry, strike, and type.
get_gex
Get gamma exposure (GEX) by strike. Shows dealer gamma positioning, gamma flip, call/put walls. Reveals where dealer hedging creates support/resistance.
get_tickers
List all available stock/ETF tickers with live options data.
get_dex
Get delta exposure (DEX) by strike. Shows net dealer delta and directional bias from options hedging.
get_exposure_summary
Get full exposure summary: net GEX/DEX/VEX/CHEX, gamma regime (positive/negative), key levels, hedging estimates, zero-DTE breakdown, top strikes.