calculate_greeks

shallow

dev.quantrisk/mcp-server · Verify this server

Calculate option Greeks (delta, gamma, theta, vega, rho) for individual options or an options portfolio. Uses Black-Scholes for European, binomial for American style. Paid tier only.

100.0/100

1 trials · measured 8 days ago

calculate_greeks scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against dev.quantrisk/mcp-server, measured 25 Aug 2026 under methodology v0.2.0. Every measured component scored 100.

Component breakdown

ComponentWeightValue
Reliability35%not applicable
Schema integrity25%100.0
Failure behaviour15%not applicable
Latency15%not applicable
Concurrency10%not applicable

Tool details

Transport
remote + stdio
Credential class
self-provisionable
Category
Finance & compliance
Input schema
not declared
Output schema
not declared
Side-effect classification
unclassified

Score history

DayScoreTierMethodology
2026-08-25100.0shallowv0.2.0

Probe evidence

ProbeOutcomes
schema_integritypass: 1

Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.

Embed this score

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Vouch score: calculate_greeks
[![Vouch score](https://vouch.tools/api/tools/e1c4c4c9-d238-48c8-9b9e-b576f5882322/badge.svg)](https://vouch.tools/tools/e1c4c4c9-d238-48c8-9b9e-b576f5882322)
calculate_greeks — Vouch