Options Analysis Suite

Get the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies.

get_fft_results

Get FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (position-based, not flow-based). Compact summary-first view (latest settlement + trailing averages + rising/falling trend) by default. Short-percent-of-float is enriched from the company profile when the FINRA feed omits it. Symbol is required for both.

get_short_data

Get SEC Failure-to-Deliver (FTD) data for a symbol. Default response returns a compact summary with recent history, notable spikes, and threshold overlap. Default window is 180 days because SEC FTD publication lags by about 21 days.

get_fail_to_deliver

Get company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratios/key metrics, and one summarized recent statement entry per financial statement.

get_fundamentals

Get historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default.

get_greeks_history

Get historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large windows return a compact recent/trend summary by default.

get_iv_history

Get the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the previous trading session. Default response returns a compact term-structure and smile summary.

get_iv_surface

Get insider trading activity for a company. Default response focuses on economically meaningful open-market buys and sells, groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately.

get_insider_trading

Get market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" - upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead, with a maximum 90-day date range. Supports country (e.g. US, EU, UK). The default view focuses on higher-signal catalysts. • type="ipo" - upcoming and recent public listings. Default from=30d ago, to=60d ahead, limit=50. Optional symbol filter applied after fetch. • type="dividend" - cash dividend events (ex-date, record date, payment date). Default from=7d ago, to=30d ahead, limit=100. Optional symbol filter. • type="split" - stock splits (ratios + dates). Default from=30d ago, to=60d ahead, limit=100. Optional symbol filter. Irrelevant sub-params are ignored (e.g. country on type=ipo, full on type=dividend).

get_market_calendar

Get regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY/QQQ/IWM/DIA, not per-symbol). Returns composite stress score, confidence, key drivers, feature z-scores. Bands: CALM < -0.5, NORMAL -0.5..0.5, ELEVATED 0.5..1.5, STRESS 1.5..2.5, CRISIS ≥ 2.5. Accepts `date` (YYYY-MM-DD, default latest) and `include_symbols` (default false; true also returns up to the top 8 symbols per classification tier sorted by absolute stress score, with raw vector internals stripped). • scope="symbol" — per-symbol daily regime + authoritative Greek exposures (net gamma/delta/vega/vanna/charm/vomma, call wall, put wall, gamma flip, abs gamma anchor, top 10 gamma strikes). REQUIRED: `symbol`. Accepts `days` (default 1 = latest, max 30) and `full` (default false; true keeps less-summarized history with vector internals stripped). This is the correct scope for "what are SPY's Greek exposures?" — do NOT use get_options_analytics_history for current exposures. • scope="intraday" — intraday regime scan history for a symbol: 5 scans/day (open, morning, midday, afternoon, pre-close), each with stress scoring, regime classification, and compact Greek exposure snapshots. REQUIRED: `symbol`. Accepts `days` (default 5, max 90), `date` (overrides days), and `interval` (filter to a single scan).

get_regime

Get recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-style ownership updates when stronger catalyst news is available.

get_news

Get daily end-of-day options analytics snapshots for a symbol — historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, expected move, term structure, dividend yield, and risk-free rate. Best for trend analysis over time. For current authoritative Greek exposures and dealer-positioning levels like call wall, put wall, gamma flip, and abs gamma, use get_regime with scope="symbol" instead. Up to 5000 days. Large windows return a compact recent/trend summary by default.

get_options_analytics_history

Get the end-of-day options chain snapshot from the latest available completed trading session by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later expirations exist; set date to query a specific session.

get_options_chain

Run one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the `screener` enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusual / gex — main tabs. Use `view` (ticker|contract, default ticker). Support `index` (all|sp500|sp400|sp600|etf). Note: `index=etf` returns rows only in `view=contract`; ticker view's aggregator does not include ETF rows. For `unusual`, the `threshold` param's meaning depends on view: contract view = min volume/OI ratio (float, default 1.0); ticker view = min unusual-contract breadth count (integer, default 1). • dod-change — day-over-day leaderboards. Requires `metric` (gex|iv|put-call|skew|regime). Optional `direction` (up|down|all) for gex/iv/put-call. To get DoD skew or regime views, use dod-change with `metric=skew` or `metric=regime` — the `regime-stress` / `put-skew` screener ids always return the level leaderboard, never the change view. • vrp — volatility risk premium. Requires `side` (high|low). • max-pain — requires `mode` (pinning: spot near max pain + high gamma concentration; divergence: spot vs max pain in implied-move σ units). • unusual-directional — requires `side` (call|put). • market-trends — market-wide avg IV / volume / P/C time series. Optional `days` (passthrough to proxy; proxy default 365, capped at 730). For token-budget reasons, an LLM may want to pass a smaller `days` (e.g. 30–90). • earnings-calendar — upcoming earnings reports. Defaults to the next 14 days from today, matching the Morning Report window. Optional `symbol` to filter to a single ticker; optional `days` to widen/shorten the window (1..90). • Everything else takes only `limit`. Returns the raw proxy payload; shape varies by screener. Ranking endpoints typically return `{ data: Row[], currentDate, priorDate?, metric, ... }` where Row includes the ranking metric plus supporting fields (spotPrice, totalOi, atmIv30d, label/stress, etc.). Contract-view endpoints return per-contract rows. `market-trends` returns time-series aggregates. `earnings-calendar` returns a bare array of {symbol, date, time, ...} rows. See the per-screener column notes at optionsanalysissuite.com/screeners.

run_screener

Get background information about the Options Analysis Suite platform - the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.

get_platform_info

Query your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so the results stay diverse and readable.

query_analysis

Get recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links.

get_sec_filings

Get historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars.

get_stock_prices

Get per-symbol stock split history synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.

get_stock_splits

Get SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.

get_threshold_history

Get current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.

get_trading_halts

Get Treasury rate data. Pick the view that matches the question: • view="benchmark" — current platform risk-free rate served at /risk-free-rate (currently a 10Y-based Treasury rate used for options pricing). No params. If you need shorter maturities (1M, 3M, 6M, 2Y, 5Y), use view="curve" instead. • view="curve" — full US Treasury yield curve with a compact current-curve summary by default. Returns key maturities, inversion flags, spreads, and small trend samples.

get_rates