Optiondesk
Option analytics over the SYNTH sample or a permitted chain: Greeks, positioning, payoffs, plots.
- Transport
- Not stated
- Package
- —
- Registry id
- com.avidquant/optiondesk
No install snippet on purpose. A working MCP config is a command, its arguments and an environment block — the last two are where API keys live, so this catalogue never stores them and cannot publish them. Follow the link above for the authors' own instructions.
Optiondesk is an options research dashboard that provides analytics over synthetic sample data. It calculates sixteen analytic Greeks per contract. The dashboard ranks structures by model expected profit per unit of capital at risk.
It displays net gamma exposure per one percent move in the underlying. The page shows the at-the-money implied volatility. Users can upload their own data for private analysis.
The pricing engine uses the Black-Scholes-Merton model with European exercise and continuous carry.
Summary drafted from the project's own website. Every sentence is backed by text on that page and was reviewed before publishing.