Vega Options

Analyze options risk

VEGA Options helps active options traders analyze strategy risk, review options market structure, and explore possible trade setups using tools for gamma exposure, open interest, volatility zones, risk/reward charts, portfolio tracking, and AI explanations. Use VEGA to better understand how an options strategy may behave before entering a trade, compare possible outcomes, and build a more structured trading plan.

MCP connector

Server URL: https://mcp.vegaoption.com/mcp
Login: OAuth
Protocol: MCP 2025-03-26
Instructions: Use the scanner tools to evaluate option strategies from live external market data. For and , first show the matching project template to the user, then write the requested code, package it as a ZIP with the documented paths at the ZIP root, and call the tool with exactly one project source: repoUrl, projectZipBase64, or a publicly downloadable projectZipUrl. Prefer projectZipBase64 when the client can encode the ZIP directly. Pass run fields directly to the MCP tool (for example asset, dateFrom, dateTo, language, and capital); do not wrap them in a parameters object. asset is required and must contain one to five non-empty comma-separated ticker symbols. Before calling or , check every requested symbol against the supported symbol list at https://backtest.s3.fr-par.scw.cloud/analytics/scanner-strategies/symbol-universe.json. Do not submit a run if any symbol is absent from that list; tell the user which symbol is unsupported. Before submitting a backtest or research run, validate the historical range and data mode. Stock-only runs (dataMode=stocks) require dateFrom on or after 20160105 (after January 4, 2016). Option runs (dataMode=options) require dateFrom on or after 20240301 (after February 2024). Combined stock-and-option runs (dataMode=combined), or any run that requests option data, must use the stricter option date: dateFrom on or after 20240301. The smallest supported bar interval is 1 minute. If a requested range violates a limit, explain it and use an eligible range instead. Research programs must derive their analysis dates from RESEARCH_PARAMS_JSON.dateFrom and dateTo; do not hard-code a date range. A completed backtest or research run returns a sessionId that identifies its processed historical-data snapshot. When the user asks for another experiment on the same data, create a new run with that sessionId plus the new project source and simulation settings; do not resend asset, dateFrom, dateTo, or other data-shaping fields, and do not download market data again. Use jobId only to resume polling a run that was already submitted. Use extendData only when the user explicitly asks to add tickers or extend the date range; preserve the session's data mode, interval, instrument settings, and option-chain configuration. For demo portfolio mutations, first use the demo portfolio read tool when IDs or current state are unknown. Demo portfolio write tools persist simulated changes immediately; removal permanently deletes a simulated strategy. No real money is traded. The daily demo portfolio review is generated on demand from the latest portfolio snapshot. The simulator can be wrong, data can be delayed or incomplete, and outputs are not financial advice.

Tools

Reads data6

Changes data6

Deletes or can't be undone1

Skills

None in the store listings or on the server

MCP connector

Server URL

https://mcp.vegaoption.com/mcp

OAuth

Protocol

MCP 2025-03-26

Instructions

Use the scanner tools to evaluate option strategies from live external market data. For and , first show the matching project template to the user, then write the requested code, package it as a ZIP with the documented paths at the ZIP root, and call the tool with exactly one project source: repoUrl, projectZipBase64, or a publicly downloadable projectZipUrl. Prefer projectZipBase64 when the client can encode the ZIP directly. Pass run fields directly to the MCP tool (for example asset, dateFrom, dateTo, language, and capital); do not wrap them in a parameters object. asset is required and must contain one to five non-empty comma-separated ticker symbols. Before calling or , check every requested symbol against the supported symbol list at https://backtest.s3.fr-par.scw.cloud/analytics/scanner-strategies/symbol-universe.json. Do not submit a run if any symbol is absent from that list; tell the user which symbol is unsupported. Before submitting a backtest or research run, validate the historical range and data mode. Stock-only runs (dataMode=stocks) require dateFrom on or after 20160105 (after January 4, 2016). Option runs (dataMode=options) require dateFrom on or after 20240301 (after February 2024). Combined stock-and-option runs (dataMode=combined), or any run that requests option data, must use the stricter option date: dateFrom on or after 20240301. The smallest supported bar interval is 1 minute. If a requested range violates a limit, explain it and use an eligible range instead. Research programs must derive their analysis dates from RESEARCH_PARAMS_JSON.dateFrom and dateTo; do not hard-code a date range. A completed backtest or research run returns a sessionId that identifies its processed historical-data snapshot. When the user asks for another experiment on the same data, create a new run with that sessionId plus the new project source and simulation settings; do not resend asset, dateFrom, dateTo, or other data-shaping fields, and do not download market data again. Use jobId only to resume polling a run that was already submitted. Use extendData only when the user explicitly asks to add tickers or extend the date range; preserve the session's data mode, interval, instrument settings, and option-chain configuration. For demo portfolio mutations, first use the demo portfolio read tool when IDs or current state are unknown. Demo portfolio write tools persist simulated changes immediately; removal permanently deletes a simulated strategy. No real money is traded. The daily demo portfolio review is generated on demand from the latest portfolio snapshot. The simulator can be wrong, data can be delayed or incomplete, and outputs are not financial advice.

Tools