`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

Arguments

{
  "spot": 100,
  "strike": 105,
  "dte": 30,
  "vol": 0.25,
  "type": "call",
  "_apiKey": "your-flashalpha-api-key"
}

curl

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":{"spot":100,"strike":105,"dte":30,"vol":0.25,"type":"call","_apiKey":"your-flashalpha-api-key"}}}'

TypeScript (@pipeworx/sdk)

import { Pipeworx } from '@pipeworx/sdk';
const pipeworx = new Pipeworx();

const result = await pipeworx.call('flashalpha_greeks', {
  "spot": 100,
  "strike": 105,
  "dte": 30,
  "vol": 0.25,
  "type": "call",
  "_apiKey": "your-flashalpha-api-key"
});

More examples

{
  "spot": 150,
  "strike": 145,
  "dte": 14,
  "vol": 0.3,
  "type": "put",
  "rate": 0.05,
  "_apiKey": "your-flashalpha-api-key"
}

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.

flashalpha_greeks