A Manifesto
Every broker, every data vendor, every exchange speaks its own dialect. A dozen half-built MCP servers now sit between your AI and the options market — each with its own auth, its own schema, its own gaps. That's not infrastructure. That's noise.
Read the manifesto ↓Language models can reason about volatility surfaces, greeks, and skew better than most junior traders. But ask one to actually fetch a chain and it's stuck choosing between three incompatible MCP servers, two of which rate-limit at the worst possible moment and one of which was abandoned the week it shipped.
OptionsMCP doesn't ask you to pick a winner. It sits above every options MCP server that already exists — CBOE feeds, retail broker APIs, third-party greeks engines, historical IV archives — and speaks one contract to your agent. Add a source behind the wrapper, not a new integration in every agent you own.
Normalized contracts. Normalized greeks. Normalized error handling. When a source goes down, OptionsMCP fails over to the next one in the chain — silently, before your agent even notices. Your strategy code never learns a new vendor's quirks again.
This isn't a UI bolted onto an API. It's a Model Context Protocol server, designed from the first line for tool-calling loops: cheap tokens, typed responses, and pagination that doesn't blow your context window on a single SPY chain.
Every data category in finance ends up with one dominant access layer. Market data had it. Fundamentals had it. Options data — the most fragmented corner of derivatives infrastructure — is next. We're building the layer, not another silo.
Wire them to one.
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