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obai-options

Retrieves options chains, Greeks, and IV data and computes Black-Scholes pricing and multi-leg risk profiles.

11|6|Updated Mar 18, 2026
Search Tags:#mcp#options#greeks#scenario analysis#black-scholes#implied volatility#options chain
One-click install
npx skills add https://github.com/sixteen-dev/obai --skill obai-options-sixteen-dev
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: obai-options
Source: https://github.com/sixteen-dev/obai/tree/main/skills/obai-options
Command: npx skills add https://github.com/sixteen-dev/obai --skill obai-options-sixteen-dev

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve? Analyzing options positions requires pulling live chain data, Greeks, and implied volatility from market APIs and running pricing math manually, which is slow and error-prone. This Skill connects to the OBaI options MCP server to fetch real-time options data and run Black-Scholes analytics in one workflow. ## Core Features & Use Cases - Live Market Data: Fetch full option chains with Greeks, IV, and open interest, plus contract-level quotes, trades, and OHLCV aggregates via the Massive.io-backed MCP server. - Local Analytics Engine: Compute Black-Scholes prices and Greeks for hypothetical contracts, run what-if P&L scenario grids across spot and volatility shifts, and profile multi-leg positions like spreads, straddles, and iron condors. - Use Case: Ask what happens to a long call if the underlying drops 5% and IV rises 10 points, and receive a P&L grid with spot changes as rows and volatility changes as columns. ## Quick Start Show me the full options chain for NVDA with Greeks and implied volatility, then run a scenario analysis for a 5% price drop.

Frequently Asked Questions about obai-options

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I get an options chain with Greeks and implied volatility?▼

Use the options_get_chain_snapshot_tool with a ticker symbol to retrieve the full chain including Greeks, IV, open interest, and underlying price context. For a single contract, use options_get_contract_snapshot_tool with the Massive.io option symbol.

How do I analyze a multi-leg options position like a spread or iron condor?▼

Use options_position_risk_profile_tool and pass all legs as a JSON array in contracts_json, with each leg specifying underlying price, strike, expiry, option type, direction, quantity, entry premium, and IV. It returns net Greeks, max profit and loss, and breakeven prices.

Can I run what-if P&L scenarios without live market data?▼

Yes, options_scenario_analysis_tool runs locally without an API call and returns a P&L grid across spot-price and volatility shifts. For single hypothetical contracts, options_compute_greeks_tool computes Black-Scholes price and Greeks from inputs you provide.

What data source does the options MCP server use?▼

The server runs at http://localhost:8004/mcp and sources options data from Massive.io, including chains, contract snapshots, NBBO quotes, trades, and aggregate bars. The analytics tools perform local Black-Scholes computation without external calls.

What are the limitations of this options analysis approach?▼

The skill provides data and education only, not investment advice or strategy suggestions. Underlying price context comes from chain snapshots when available; standalone equity price analysis requires a separate market data skill. Failed tool calls return [DATA UNAVAILABLE] without retries.

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