4 tagged implied-volatility, measured the same way as everything else here.
haiyunsky/hpsilab-quant-finance-mcp
MCP server Claude CodeCodexCursor +2
Open-source Python quantitative finance MCP server for US stock and ETF research, options analytics, implied volatility, Monte Carlo simulation, AI prediction, backtesting, and risk analysis. Runs locally from the hpsilab-quant-finance-mcp Python package. Needs 1 environment variable to run.
MCP server Claude CodeCodexCursor +2
MCP server for ApexVol options analytics - query options data via Claude Code or Claude Desktop. Runs locally from the apexvol-mcp Python package. Needs 1 environment variable to run.
MCP server Claude CodeCodexCursor +2
MCP server that checks options trades for hidden catalysts (earnings, FDA, legal, SEC) before you sell premium. Runs locally from the tickerrisk-mcp Python package. Needs 2 environment variables to run.