flashalpha_greeks
Pack: flashalpha · Endpoint: https://gateway.pipeworx.io/flashalpha/mcp
Black-Scholes (BSM) option greeks calculator — pass spot, strike, days-to-expiry, volatility and option type to get delta, gamma, theta, vega (and higher-order greeks where returned).
Parameters
| Name | Type | Required | Description |
|---|---|---|---|
spot | number | yes | Current underlying (spot) price, e.g. 100 |
strike | number | yes | Option strike price, e.g. 105 |
dte | number | yes | Days to expiration, e.g. 30 |
vol | number | yes | Implied volatility as a decimal (sigma), e.g. 0.25 for 25% |
type | string | yes | Option type: “call” or “put” |
rate | number | no | Risk-free interest rate as a decimal (optional), e.g. 0.05 for 5% |
_apiKey | string | yes | FlashAlpha API key |
Example call
curl -X POST https://gateway.pipeworx.io/flashalpha/mcp \
-H 'Content-Type: application/json' \
-d '{"jsonrpc":"2.0","id":1,"method":"tools/call","params":{"name":"flashalpha_greeks","arguments":{}}}'Connect
Add this to your MCP client config, or use one-click install buttons:
{
"mcpServers": {
"flashalpha": {
"url": "https://gateway.pipeworx.io/flashalpha/mcp"
}
}
}See Getting Started for client-specific install steps.