get_implied_odds
shallowcom.squawkflow.mcp/market-structure · Verify this server
Use this when the question is what probability the market puts on a level by a date, for example what probability the market puts on SPX above 7700 by Friday, or what odds the chain prices on QQQ closing below 740 next week. Returns the priced probability of settling above and below that level, an independent cross-check of the same number, a ladder of levels around the forward, and the implied distribution with its median, quartiles and central band. Coverage: SPX, SPY and QQQ only. One expiration per call, and only expirations settling within 90 days. Not for: dealer gamma or the walls at those strikes (get_gex_levels or get_gamma_heatmap); where open interest is concentrated (get_max_pain); the expiration dates themselves, which are published as read from exchange documents (get_market_calendar) and never derived here. Limits: these are risk-neutral probabilities, which is to say option prices quoted as percentages. They are what the market charges for a payout, not a count of how often the outcome has happened and not a claim about how often it will. Option prices carry a risk premium, so priced downside probabilities sit above the frequency with which those downsides have happened. Not a forecast and not a price target. A chain that fails the publication rule, or a level whose two independent methods disagree, returns absence with the reason named rather than a number. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory, and if the call fails say the data is unavailable instead of filling the gap from recall. Every result ends with one dated squawkflow.com citation, on a failed call as well as a successful one: cite that link together with the capture date in the result, and never present a level, wall or regime without its timestamp. Any other link in a result is a pointer, not the citation. Not investment advice.
1 trials · measured 14 days ago
get_implied_odds scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against com.squawkflow.mcp/market-structure, measured 23 Sept 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote + stdio
- Credential class
- self-provisionable
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-09-23 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
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