{"data":{"name":"ai.optionscanner/optionscanner","title":"Optionscanner","description":"Free options calculators and the Optionscanner Learn library for any AI assistant. No account.","version":"4.1.3","websiteUrl":"https://optionscanner.ai/learn/mcp","repositoryUrl":null,"remotes":[{"url":"https://optionscanner.ai/mcp","type":"streamable-http"}],"packages":[],"status":"active","isLatest":true,"publishedAt":"2026-10-11T13:42:42.230Z","updatedAt":"2026-10-11T13:42:42.230Z","source":"official-registry","verification":"official","confidence":100,"stars":null,"sources":[{"stars":null,"title":"Optionscanner","source":"official-registry","sourceId":"ai.optionscanner/optionscanner","updatedAt":"2026-10-11T13:42:42.230Z","confidence":100,"websiteUrl":"https://optionscanner.ai/learn/mcp","description":"Free options calculators and the Optionscanner Learn library for any AI assistant. No account.","verification":"official","repositoryUrl":null}],"toolIndex":{"tools":[{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"credit_spread","title":"Credit spread calculator","description":"Bull put or bear call credit spread figures: width, maximum profit and loss, breakeven, return on risk, credit-to-width, and the model's chance of profit when implied volatility and days are given.","inputSchema":{"type":"object","properties":{"kind":{"description":"put for a bull put spread, call for a bear call spread.","enum":["put","call"],"title":"Kind","type":"string"},"price":{"description":"Stock price in dollars.","title":"Price","type":"number"},"short_strike":{"description":"The strike sold, in dollars.","title":"Short Strike","type":"number"},"long_strike":{"description":"The strike bought, in dollars.","title":"Long Strike","type":"number"},"credit":{"description":"Net credit received per share, in dollars.","title":"Credit","type":"number"},"contracts":{"default":1,"description":"Number of contracts. Default 1.","minimum":1,"title":"Contracts","type":"integer"},"iv_pct":{"anyOf":[{"type":"number"},{"type":"null"}],"default":null,"description":"Implied volatility, percent per year, for the chance of profit. Optional.","title":"Iv Pct"},"days":{"anyOf":[{"type":"number"},{"type":"null"}],"default":null,"description":"Days to expiration, for the chance of profit. Optional.","title":"Days"}},"required":["kind","price","short_strike","long_strike","credit"],"title":"credit_spreadArguments"},"annotations":{"title":"Credit spread calculator","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"3998e0b53e1276b9c204961ff7772feb42c8d08514ecbac0906ba4ead9ed16d8","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"debit_spread","title":"Debit spread calculator","description":"Call or put debit spread figures: width, maximum profit and loss, breakeven, reward to risk, debit-to-width, and the model's chance of profit when implied volatility and days are given.","inputSchema":{"type":"object","properties":{"kind":{"description":"call for a call debit spread (bullish), put for a put debit spread (bearish).","enum":["call","put"],"title":"Kind","type":"string"},"price":{"description":"Stock price in dollars.","title":"Price","type":"number"},"long_strike":{"description":"The strike bought, in dollars.","title":"Long Strike","type":"number"},"short_strike":{"description":"The strike sold, in dollars.","title":"Short Strike","type":"number"},"debit":{"description":"Net debit paid per share, in dollars.","title":"Debit","type":"number"},"contracts":{"default":1,"description":"Number of contracts. Default 1.","minimum":1,"title":"Contracts","type":"integer"},"iv_pct":{"anyOf":[{"type":"number"},{"type":"null"}],"default":null,"description":"Implied volatility, percent per year, for the chance of profit. Optional.","title":"Iv Pct"},"days":{"anyOf":[{"type":"number"},{"type":"null"}],"default":null,"description":"Days to expiration, for the chance of profit. Optional.","title":"Days"}},"required":["kind","price","long_strike","short_strike","debit"],"title":"debit_spreadArguments"},"annotations":{"title":"Debit spread calculator","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"5594ed8e644154a5119d28907deaf5abae7cd017ec40dedbc719297599876363","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"expected_move","title":"Expected move","description":"The one and two standard deviation price ranges the options market is pricing for a stock over a horizon, from the stock price, implied volatility and days ahead.","inputSchema":{"type":"object","properties":{"price":{"description":"Stock price in dollars.","title":"Price","type":"number"},"iv_pct":{"description":"Implied volatility, percent per year (30 means 30 percent).","title":"Iv Pct","type":"number"},"days":{"description":"Calendar days ahead.","title":"Days","type":"number"}},"required":["price","iv_pct","days"],"title":"expected_moveArguments"},"annotations":{"title":"Expected move","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"43e1f7355c6e4c454af7468989b6f505d863074db64f16897aeefe86cb03cc3b","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"learn_read","title":"Read a Learn page","description":"The full text of one Learn article, glossary term, calculator page or research page by slug, as Markdown with its link. Use learn_search first when the slug is unknown.","inputSchema":{"type":"object","properties":{"slug":{"description":"The page slug or path, for example iron-condor-entry-screening or /learn/glossary/delta.","title":"Slug","type":"string"}},"required":["slug"],"title":"learn_readArguments"},"annotations":{"title":"Read a Learn page","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"a5014f91b512a2f5875cd8fd3bec4d94464b852687221144892fd4f2922735e2","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"learn_search","title":"Search the Optionscanner Learn library","description":"Find the Learn article, glossary term, calculator or research page that answers an options question: strategies, the greeks, implied volatility, IV rank, probability of profit, rolling, assignment, the wheel, screening rules and more. Returns titles, summaries and links.","inputSchema":{"type":"object","properties":{"query":{"description":"What to look for, in plain words.","title":"Query","type":"string"},"limit":{"default":5,"description":"How many results, 1 to 20. Default 5.","maximum":20,"minimum":1,"title":"Limit","type":"integer"}},"required":["query"],"title":"learn_searchArguments"},"annotations":{"title":"Search the Optionscanner Learn library","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"66b3e419857600c0bc272c23e20cbe0f417ba40a2fa8ae7ab3bfe5351948c1aa","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"list_strategies","title":"List the standard options strategies","description":"The eleven standard structures the calculator knows (long call and put, covered call, cash-secured put, the four vertical spreads, iron condor, straddle, strangle), each built on an example stock price with its legs, maximum profit and loss, breakevens and chance of profit, with a link to open each one.","inputSchema":{"type":"object","properties":{"spot":{"default":100,"description":"Stock price in dollars.","title":"Spot","type":"number"},"iv_pct":{"default":30,"description":"Implied volatility, percent per year (30 means 30 percent).","title":"Iv Pct","type":"number"},"days":{"default":30,"description":"Days to expiration.","title":"Days","type":"number"}},"title":"list_strategiesArguments"},"annotations":{"title":"List the standard options strategies","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"b27e06c47b4f460d4288759f2e015a1a28f95009f2c505c433919ca64d4de52a","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"position_size","title":"Position size","description":"How many contracts fit a risk budget: account equity, the percent of it risked per trade, and the worst case per contract give the dollar budget, the contract count and the share of equity at risk.","inputSchema":{"type":"object","properties":{"equity":{"description":"Account equity in dollars.","title":"Equity","type":"number"},"risk_pct":{"description":"Risk budget per trade as a percent of equity.","title":"Risk Pct","type":"number"},"max_loss_per_contract":{"description":"Maximum loss per contract in dollars.","title":"Max Loss Per Contract","type":"number"}},"required":["equity","risk_pct","max_loss_per_contract"],"title":"position_sizeArguments"},"annotations":{"title":"Position size","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"c721dcfcb6f43b5ac42a2a9e7babaf9f67fc9605da7d30698507b17583dd510c","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"probability_of_profit","title":"Probability of profit","description":"The model probability that a stock finishes above or below a price level (a breakeven or a short strike) by a date, from implied volatility, under the lognormal the options market implies.","inputSchema":{"type":"object","properties":{"price":{"description":"Stock price in dollars.","title":"Price","type":"number"},"level":{"description":"The price level to test, in dollars: a breakeven or a short strike.","title":"Level","type":"number"},"iv_pct":{"description":"Implied volatility, percent per year (30 means 30 percent).","title":"Iv Pct","type":"number"},"days":{"description":"Days to expiration.","title":"Days","type":"number"}},"required":["price","level","iv_pct","days"],"title":"probability_of_profitArguments"},"annotations":{"title":"Probability of profit","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"38cdafb1916ba4219c11cba75146655eae7f34ccba841c7290561912bfab5233","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"profit_calculator","title":"Options profit calculator","description":"Price any options trade with up to eight legs: maximum profit and loss, breakevens, net credit or debit, the model's chance of profit at expiration and the expected move. Pass a strategy name (for example iron_condor or bull_put_spread) to build standard legs from the stock price, or pass the legs yourself with strikes and prices. Ask it for the max loss on a spread, the breakeven on a straddle, or the chance a condor finishes profitable. Returns a link that opens the same trade in the Optionscanner calculator.","inputSchema":{"type":"object","properties":{"spot":{"description":"Stock price in dollars.","title":"Spot","type":"number"},"iv_pct":{"description":"Implied volatility, percent per year (30 means 30 percent).","title":"Iv Pct","type":"number"},"days":{"description":"Days to expiration.","title":"Days","type":"number"},"strategy":{"anyOf":[{"enum":["long_call","long_put","covered_call","cash_secured_put","bull_call_spread","bear_put_spread","bull_put_spread","bear_call_spread","iron_condor","long_straddle","long_strangle"],"type":"string"},{"type":"null"}],"default":null,"description":"A standard structure built from the stock price: long_call, long_put, covered_call, cash_secured_put, bull_call_spread, bear_put_spread, bull_put_spread, bear_call_spread, iron_condor, long_straddle, long_strangle. Omit when passing legs.","title":"Strategy"},"legs":{"anyOf":[{"items":{"$ref":"#/$defs/LegIn"},"type":"array"},{"type":"null"}],"default":null,"description":"The legs of the trade, up to eight. Each has a side (buy or sell), a type (call, put or stock), a strike for options, a quantity, and optionally the price per share paid or received; a missing price is estimated from the implied volatility.","title":"Legs"},"rate_pct":{"default":4,"description":"Interest rate the model uses, percent per year. Default 4.","title":"Rate Pct","type":"number"}},"required":["spot","iv_pct","days"],"$defs":{"LegIn":{"properties":{"side":{"enum":["buy","sell"],"title":"Side","type":"string"},"type":{"enum":["call","put","stock"],"title":"Type","type":"string"},"strike":{"anyOf":[{"type":"number"},{"type":"null"}],"default":null,"description":"Strike price in dollars. Required for a call or put.","title":"Strike"},"qty":{"default":1,"description":"Contracts for an option leg, shares for a stock leg.","exclusiveMinimum":0,"title":"Qty","type":"number"},"premium":{"anyOf":[{"minimum":0,"type":"number"},{"type":"null"}],"default":null,"description":"Price per share at entry. Estimated from volatility when omitted.","title":"Premium"},"iv_pct":{"anyOf":[{"exclusiveMinimum":0,"type":"number"},{"type":"null"}],"default":null,"description":"This leg's own implied volatility in percent, when it differs from the trade's.","title":"Iv Pct"},"days":{"anyOf":[{"exclusiveMinimum":0,"type":"number"},{"type":"null"}],"default":null,"description":"This leg's own days to expiration, when it differs from the trade's.","title":"Days"}},"required":["side","type"],"title":"LegIn","type":"object"}},"title":"profit_calculatorArguments"},"annotations":{"title":"Options profit calculator","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"7b6ddfcaf9851837c0fde78dba432249ec8359f6121625e76697aca8ba37adcc","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"},{"serverName":"ai.optionscanner/optionscanner","endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","name":"what_if","title":"WHAT IF on an options trade","description":"What a trade is worth if the stock moves, time passes or implied volatility changes: profit or loss on a chosen date at a chosen stock price, the same at expiration, and the change for one more day, one more volatility point and a one dollar move. Use it for questions like what happens to my condor if the stock drops ten percent next week.","inputSchema":{"type":"object","properties":{"spot":{"description":"Stock price in dollars.","title":"Spot","type":"number"},"iv_pct":{"description":"Implied volatility, percent per year (30 means 30 percent).","title":"Iv Pct","type":"number"},"days":{"description":"Days to expiration.","title":"Days","type":"number"},"stock_price":{"description":"The stock price in the scenario.","title":"Stock Price","type":"number"},"days_from_now":{"default":0,"description":"Days into the future for the scenario. 0 means today.","minimum":0,"title":"Days From Now","type":"number"},"iv_change_points":{"default":0,"description":"Change in implied volatility in points, applied to every leg. Negative for a drop.","title":"Iv Change Points","type":"number"},"strategy":{"anyOf":[{"enum":["long_call","long_put","covered_call","cash_secured_put","bull_call_spread","bear_put_spread","bull_put_spread","bear_call_spread","iron_condor","long_straddle","long_strangle"],"type":"string"},{"type":"null"}],"default":null,"description":"A standard structure built from the stock price: long_call, long_put, covered_call, cash_secured_put, bull_call_spread, bear_put_spread, bull_put_spread, bear_call_spread, iron_condor, long_straddle, long_strangle. Omit when passing legs.","title":"Strategy"},"legs":{"anyOf":[{"items":{"$ref":"#/$defs/LegIn"},"type":"array"},{"type":"null"}],"default":null,"description":"The legs of the trade, up to eight. Each has a side (buy or sell), a type (call, put or stock), a strike for options, a quantity, and optionally the price per share paid or received; a missing price is estimated from the implied volatility.","title":"Legs"},"rate_pct":{"default":4,"description":"Interest rate the model uses, percent per year. Default 4.","title":"Rate Pct","type":"number"}},"required":["spot","iv_pct","days","stock_price"],"$defs":{"LegIn":{"properties":{"side":{"enum":["buy","sell"],"title":"Side","type":"string"},"type":{"enum":["call","put","stock"],"title":"Type","type":"string"},"strike":{"anyOf":[{"type":"number"},{"type":"null"}],"default":null,"description":"Strike price in dollars. Required for a call or put.","title":"Strike"},"qty":{"default":1,"description":"Contracts for an option leg, shares for a stock leg.","exclusiveMinimum":0,"title":"Qty","type":"number"},"premium":{"anyOf":[{"minimum":0,"type":"number"},{"type":"null"}],"default":null,"description":"Price per share at entry. Estimated from volatility when omitted.","title":"Premium"},"iv_pct":{"anyOf":[{"exclusiveMinimum":0,"type":"number"},{"type":"null"}],"default":null,"description":"This leg's own implied volatility in percent, when it differs from the trade's.","title":"Iv Pct"},"days":{"anyOf":[{"exclusiveMinimum":0,"type":"number"},{"type":"null"}],"default":null,"description":"This leg's own days to expiration, when it differs from the trade's.","title":"Days"}},"required":["side","type"],"title":"LegIn","type":"object"}},"title":"what_ifArguments"},"annotations":{"title":"WHAT IF on an options trade","readOnlyHint":true,"destructiveHint":false,"idempotentHint":true,"openWorldHint":false},"definitionHash":"e92ea61a7aa61de1505c6cb8e23958d77b69b9d07a5a6888fa79f0c9f55ffa1a","schemaStatus":"valid","origin":"official-registry","observedAt":"2026-11-02T06:46:22.541Z","metadataTrust":"untrusted"}],"endpoints":[{"endpointFingerprint":"e1abae597fa2a8370e2ed6aa881d5a470b8359c3cfa15e98019a2da81b0ea398","protocol":"streamable-http","status":"indexed","toolCount":10,"observedAt":"2026-11-02T06:46:22.541Z"}],"authentication":"unknown"},"connectionConfigurations":{"status":"ready","authentication":"not embedded","clients":{"Claude Desktop":{"mcpServers":{"ai.optionscanner/optionscanner":{"url":"https://optionscanner.ai/mcp"}}},"Cursor":{"mcpServers":{"ai.optionscanner/optionscanner":{"url":"https://optionscanner.ai/mcp"}}},"VS Code":{"servers":{"ai.optionscanner/optionscanner":{"type":"http","url":"https://optionscanner.ai/mcp"}}}}},"resourceType":"mcp-server","callable":true,"runtime":{"callable":true,"protocols":["mcp"]},"interfaces":[{"protocol":"mcp","transport":"streamable-http","url":"https://optionscanner.ai/mcp"}],"profile":{"apiVersion":"1","schemaVersion":"1","id":"mcp-server:ai.optionscanner%2Foptionscanner","resourceType":"mcp-server","canonicalUrl":"https://www.agentsjunction.com/api/v1/servers/ai.optionscanner%2Foptionscanner","name":"ai.optionscanner/optionscanner","description":"Free options calculators and the Optionscanner Learn library for any AI assistant. No account.","interfaces":[{"protocol":"mcp","transport":"streamable-http","url":"https://optionscanner.ai/mcp"}],"capabilities":[],"identity":{"source":"official-registry","websiteUrl":"https://optionscanner.ai/learn/mcp","repositoryUrl":null,"version":"4.1.3"},"verification":{"state":"official","confidence":100},"operations":{"resourceType":"mcp-server","name":"ai.optionscanner/optionscanner","status":"online","lastCheckedAt":"2026-11-03T19:16:37.746Z","lastSuccessfulCheck":"2026-11-03T19:16:37.746Z","latencyMs":166,"consecutiveFailures":0,"isStale":false,"checks":{"endpointReachable":true,"protocolValid":true,"agentCardValid":null,"mcpHandshakeValid":true},"lastSeen":null,"lastSuccessfulInteraction":null,"lastHealthCheck":"2026-11-03T19:16:37.746Z","source":{"type":"health-check","url":null},"observedAt":"2026-11-03T19:16:37.746Z"},"security":null,"timestamps":{"createdAt":"2026-10-11T13:42:42.230Z","updatedAt":"2026-10-11T13:42:42.230Z","observedAt":"2026-11-03T19:16:37.746Z"},"compatibility":{"serverVersion":"4.1.3","protocolVersions":[{"protocol":"mcp","version":null}]}}}}