Volatility Surface Modeling

Real-time options analytics MCP server. 23 tools covering gamma/delta/vanna/charm exposure (GEX/DEX/VEX/CHEX), dealer positioning, 0DTE analytics, volatility surfaces, SVI parametrization, arbitrage detection, variance swaps, VRP dashboard, Black-Scholes greeks, IV solver, Kelly criterion sizing, op

Unique: Incorporates SVI parametrization for more accurate modeling of volatility surfaces compared to standard methods.

vs others: Offers superior accuracy in volatility modeling compared to simpler models that do not account for market dynamics.

via “volatility and correlation modeling”