📐
Quant Finance Market Data ● Live ★ Featured

Black-Scholes & Local Volatility Options Pricer

13696 views 3480 installs

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

👤 Options Market Makers
📡 Live options order books Underlying asset feeds
✓ Open source ⚡ MCP 1.x compatible 🔌 Market Data

Connect in 30 seconds

Paste into Claude Desktop or any MCP client config file:

{
  "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. Claude will open your config file and add the server.

I want to install the ClaudeFinLab 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 AI client.

Reviews

No reviews yet — be the first!

MCP Server

M

Market Data

18 tools

Tool function

options_greeks

SSE endpoint

https://claudefinancelab.com/market/sse

Suggest an Improvement

Found a bug or have an idea?