The user gets a list of stocks meeting specific volatility criteria and a constructed strategy (like an iron condor) with stress-test results, facilitating rapid strategy ideation and validation.
The agent uses the ApexVol MCP server's screening tools to find tickers that match user-defined criteria, such as high IV rank and no upcoming earnings. It then utilizes the strategy builder tools to construct a specific options structure (e.g., iron condor) around metrics like expected move. The agent calculates the probability of profit and stress-tests the position, providing a comprehensive analysis of the potential trade setup.
- Category: Data and analysis
- Effect: Read-only
- MCP servers: ApexVol Options Analytics MCP (https://koskamo.com/explore/apexvol-options-analytics-mcp)
- Source: Connect Claude to Live Options Data (MCP Guide) - ApexVol (https://apexvol.com/learn/claude-options-data-mcp)
- Source quote: "The ApexVol MCP server exposes 44 options-analytics tools across 8 categories — chain, volatility, Greeks & GEX, flow, strategy, risk, events & screening, and ticker analytics"
- Playbook page: https://koskamo.com/explore/use-cases/screen-and-build-options-strategies
Prompt: Screen for names with IV rank above 80 and no earnings in the next two weeks. Then, build an iron condor on SPY around the expected move and stress it plus or minus 10 percent.