Alpaca Trading API integration for Model Context Protocol (MCP)
Optionscanner is installed from its publisher's own source and answers where it runs, so this marketplace is not in the path of a single call. There is no address here to send one to, and a panel that pretended otherwise would be showing you an answer we made up. Install it and call it from your own client — the Installation tab has the entry for each one.
What it does
Free options calculators and the Optionscanner Learn library for any AI assistant. No account.
Quickstart
# 1 — add it to Claude Code
claude mcp add --scope user --transport http optionscanner-mcp https://optionscanner.ai/mcp
# 2 — ask your agent for something these tools do
# profit_calculator, what_if, list_strategies and 7 more
Optionscanner costs nothing on mcprush: there is no plan to choose here, no cap to set and nothing mcprush can bill you for.
Collected from a public index. Nobody has claimed this account, so nothing here was written by its author — claim it if it is yours.
Where are you running it?
Every route below installs the same thing and ends at the same approval screen. Nothing here runs on your machine and nothing runs on ours: this server answers at its publisher’s own address, and what you install is the connection straight to it.
This is a public server: it answers at its publisher’s own address and this marketplace is not in the path. Claude Code registers it in one command; --scope user makes it available in every project. The transport below is http, as the publisher's own manifest declares it.
claude mcp add --scope user --transport http optionscanner-mcp https://optionscanner.ai/mcpReconnect, or start a new session, and the tools appear in the model’s tool list.
One config entry pointing straight at the publisher’s own address — this marketplace is not in the path, and nothing from this listing executes on your machine.
10 tools, with what each one reads, writes and reaches shown before you agree — the same list on every route above. Read the tool surface.
Tool surface
What the model actually sees. Descriptions are diffed on every release — see version history.
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, o
| Parameter | Type | Required | Notes |
|---|---|---|---|
| spot | number | yes | Stock price in dollars. |
| iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
| days | number | yes | Days to expiration. |
| strategy | no | 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, | |
| legs | no | 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 i | |
| rate_pct | number | no | Interest rate the model uses, percent per year. Default 4. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| spot | number | yes | Stock price in dollars. |
| iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
| days | number | yes | Days to expiration. |
| stock_price | number | yes | The stock price in the scenario. |
| days_from_now | number | no | Days into the future for the scenario. 0 means today. |
| iv_change_points | number | no | Change in implied volatility in points, applied to every leg. Negative for a drop. |
| strategy | no | 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, | |
| legs | no | 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 i | |
| rate_pct | number | no | Interest rate the model uses, percent per year. Default 4. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| spot | number | no | Stock price in dollars. |
| iv_pct | number | no | Implied volatility, percent per year (30 means 30 percent). |
| days | number | no | Days to expiration. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| price | number | yes | Stock price in dollars. |
| iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
| days | number | yes | Calendar days ahead. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| kind | string | yes | put for a bull put spread, call for a bear call spread. |
| price | number | yes | Stock price in dollars. |
| short_strike | number | yes | The strike sold, in dollars. |
| long_strike | number | yes | The strike bought, in dollars. |
| credit | number | yes | Net credit received per share, in dollars. |
| contracts | integer | no | Number of contracts. Default 1. |
| iv_pct | no | Implied volatility, percent per year, for the chance of profit. Optional. | |
| days | no | Days to expiration, for the chance of profit. Optional. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| kind | string | yes | call for a call debit spread (bullish), put for a put debit spread (bearish). |
| price | number | yes | Stock price in dollars. |
| long_strike | number | yes | The strike bought, in dollars. |
| short_strike | number | yes | The strike sold, in dollars. |
| debit | number | yes | Net debit paid per share, in dollars. |
| contracts | integer | no | Number of contracts. Default 1. |
| iv_pct | no | Implied volatility, percent per year, for the chance of profit. Optional. | |
| days | no | Days to expiration, for the chance of profit. Optional. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| price | number | yes | Stock price in dollars. |
| level | number | yes | The price level to test, in dollars: a breakeven or a short strike. |
| iv_pct | number | yes | Implied volatility, percent per year (30 means 30 percent). |
| days | number | yes | Days to expiration. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| equity | number | yes | Account equity in dollars. |
| risk_pct | number | yes | Risk budget per trade as a percent of equity. |
| max_loss_per_contract | number | yes | Maximum loss per contract in dollars. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| query | string | yes | What to look for, in plain words. |
| limit | integer | no | How many results, 1 to 20. Default 5. |
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.
| Parameter | Type | Required | Notes |
|---|---|---|---|
| slug | string | yes | The page slug or path, for example iron-condor-entry-screening or /learn/glossary/delta. |
- Every tool — any call limit is its publisher’s, not ours
- No card, and mcprush charges nothing for it
- Runs at its publisher’s own address — this marketplace is not in the path
- Nothing to cap, because mcprush bills nothing
What counts against your monthly calls
| Tool | Unit | Calls used | Out of the allowance |
|---|
Nothing here is billable: mcprush charges nothing to install Optionscanner or to call it, at any volume.
Two independent axes, because powerful and malicious are different questions. The grade is threat only. The capability level is blast radius, and it is never a penalty on the grade — it is priced as one subtract-only term in the score, where you can see it.
This listing is an address its publisher runs, and you connect to it directly — this marketplace is not in the path. The scanner reads packages and public source, and an address is neither. So there is no grade — not a withheld one, an unmeasured one.
Release history
This is an address its publisher runs: which release it serves is theirs to choose, so there is nothing here to pin. The history below is for reading; the current release on file is 4.1.3.
No release note was published with this version.
One review per account, from a signed-in account that does not publish this listing. Nothing else is asked — you can say what you think before you install it. Publishers can reply once per review, and a review can be edited or deleted by whoever wrote it.
Any signed-in account that does not publish Optionscanner can review it, once — before installing it or after. A review from an account that has installed it is marked as one.
Nobody has reviewed this listing. The rating on the card is the mean of the reviews written here and nothing else, so there is no rating until somebody writes the first — which takes a signed-in account that does not publish it, and nothing else.