INDIVIDUAL MCP TOOL

what_if

What a trade is worth if the stock moves, time passes or implied volatility changes: profit or loss on a chosen date at a chosen stock price, the same at expiration, and the change for one more day, one more volatility point and a one dollar move.

optionscanner.ainone authenticationAvailability not checked

LIVE ENDPOINT

https://optionscanner.ai/mcp

No auth detected

Connect to this endpoint to inspect the live schema for what_if and invoke it with your own arguments.

Indexed input schema

{}

Risk classification

Potential side effects detected · medium confidence · heuristic, not a guarantee.

A tool name or description suggests a financial action.

Parent server

optionscanner.ai

CONNECT WITH APPROVAL

Client installation

Review this server and its permissions before adding it. Secret placeholders must be set locally.

Codex

~/.codex/config.toml

[mcp_servers.optionscanner]
url = "https://optionscanner.ai/mcp"
enabled = true

Claude Code

.mcp.json

{
  "mcpServers": {
    "optionscanner": {
      "type": "http",
      "url": "https://optionscanner.ai/mcp"
    }
  }
}

Claude Desktop

Settings → Connectors → Add custom connector

Name: optionscanner
Remote MCP URL: https://optionscanner.ai/mcp

Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.

Cursor

.cursor/mcp.json

{
  "mcpServers": {
    "optionscanner": {
      "url": "https://optionscanner.ai/mcp"
    }
  }
}

Visual Studio Code

.vscode/mcp.json

Add to Visual Studio Code

{
  "servers": {
    "optionscanner": {
      "type": "http",
      "url": "https://optionscanner.ai/mcp"
    }
  }
}

Generic MCP

Client-specific MCP configuration

{
  "name": "optionscanner",
  "transport": "streamable-http",
  "url": "https://optionscanner.ai/mcp"
}

MCP Inspector

Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.

Related tools

profit_calculator — Price any options trade with up to eight legs: maximum profit and loss, breakevens, net credit or debit, the model's chance of profit at expiration and the expected move.
list_strategies — The eleven standard structures the calculator knows (long call and put, covered call, cash-secured put, the four vertical spreads, iron condor, straddle, strangle), each built on an example stock price with its legs, maximum profit and loss, breakevens and chance of profit, with a link to open each one.
expected_move — The one and two standard deviation price ranges the options market is pricing for a stock over a horizon, from the stock price, implied volatility and days ahead.
credit_spread — Bull put or bear call credit spread figures: width, maximum profit and loss, breakeven, return on risk, credit-to-width, and the model's chance of profit when implied volatility and days are given.
debit_spread — Call or put debit spread figures: width, maximum profit and loss, breakeven, reward to risk, debit-to-width, and the model's chance of profit when implied volatility and days are given.
probability_of_profit — The model probability that a stock finishes above or below a price level (a breakeven or a short strike) by a date, from implied volatility, under the lognormal the options market implies.
position_size — How many contracts fit a risk budget: account equity, the percent of it risked per trade, and the worst case per contract give the dollar budget, the contract count and the share of equity at risk.
learn_search — Find the Learn article, glossary term, calculator or research page that answers an options question: strategies, the greeks, implied volatility, IV rank, probability of profit, rolling, assignment, the wheel, screening rules and more.