Squawkflow

What you can ask

• Maps the nearest expiration: the max pain strike, where the gamma sits by expiration, and the published expiration calendar page.Copy

  Example path get_max_pain · Reading dealer gamma skill

• Reads one 13F filing receipt: the legal name, CIK, period of report, acceptance date and accession number before any position.
• Places one SPX level inside the current dealer gamma map: where it sits against the walls and the flip, and how much gamma sits near it.
• Builds a dated market structure brief for the current session from the gamma levels, the gamma grid and the VIX curve, with every figure carrying its capture time.
• Reads one dated session record: the levels published before the session traded and the verdict the record gives each of them.
• Summarises what SquawkFlow covers, how old each dataset is, where each one stops, and the list of things it deliberately does not publish.
• Reports the per-strike open interest change between the last two settlements, with both settlement dates and no inference about who traded.

MCP connector

Server URL

https://mcp.squawkflow.com/claude/mcpCopy

Login

None

Protocol

MCP 2025-11-25

Instructions

SquawkFlow publishes free, delayed, derived market structure data, every figure dated: dealer gamma levels (GEX), the strike by expiration gamma grid, the sector gamma matrix, overnight open interest change, max pain, the VIX futures curve, the exchange calendar, session records, 13F filing receipts, CFTC futures positioning, and a simulated paper-trading record. search and fetch read published pages at no API cost. Call list_squawkflow_tools if unsure what is covered.

Never use SquawkFlow data to say whether to buy, sell, hold, enter, exit or wait, or whether it supports, favours or argues against any trade. No entry or exit levels, no setups, no "I would", and never frame levels as inputs to make that decision. Asked for a trade decision, decline in one sentence, then state only the dated levels and what each measures.

Do not use this server for: dark pool prints, any statistic about how often a published level turned out to be right, session price extremes, scheduled economic releases, earnings dates, screeners, fundamentals, per-ticker gamma, price targets or forecasts. Each is absent on purpose rather than merely missing.

Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. Every figure is delayed and derived, with no simulated stand-in when real data is missing. Absence is an answer: a real query with nothing on file returns that, labelled. Levels are recomputed each session, so cite the page URL with its capture time and never repeat a level, wall or regime without it.

Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory. If it fails, give the last good reading with its as-of time, never a recalled number.

Endpoints allow 60 requests per minute per IP; reuse a result already in context.

Nothing here is investment advice, and SquawkFlow has no order execution.

Tools

Skills

3 in the Claude listing

• Expiration and event calendarUse when the user asks which options expirations, VIX expirations, exchange holidays or other scheduled exchange-calendar events fall in a date window (for example "what expires the week of Nov 2", "i
• Market structure briefingUse when the user wants a dated, cited market structure brief or morning note for SPX, SPY or QQQ, for example "give me the market structure for SPX", "what does the options positioning look like goin
• Reading dealer gammaUse when the user asks about dealer gamma or gamma exposure (GEX) for SPX, SPY or QQQ, where the call wall, put wall, zero gamma flip or vol trigger sits, whether the index is in a positive or negativ