election_market_context

com.squawkflow.mcp/market-structure · Verify this server

Use this when the question asks what the SPX chain prices for the first post-election session, which VX window includes Nov 3, or where the dated election week schedule is published. Coverage: SPX event premium with both readings, comparator and limits after method sign-off; dated VX comparison; GDELT ratio only after its production gate; the published exchange calendar. Not for: election outcomes, venue prices or polling arithmetic. For a settlement probability at a selected level use get_implied_odds; for the whole futures curve use get_vix_term_structure. Limits: risk-neutral prices are not forecasts. The straddle is a cross-check on the same quotes, not an independent estimate. Each source carries its own date. 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. If it fails, give the last good reading with its as-of time, never a recalled number. 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.