# GammaRips Options Intelligence

- Registry name: `io.github.DevDizzle/gammarips` · version 4.5.0
- Categories (automatic, keyword rules): Markets & trading, Finance & markets, Tasks & projects, Productivity, AI models & agents, AI, media & content
- Authentication at last check: No auth
- Declared risk: Read-only (all tools declare readOnlyHint)
- Capabilities (declared by the server): experimental, prompts, resources, tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=io.github.DevDizzle%2Fgammarips
- Server page: https://mcpstation.net/s/io.github.DevDizzle--gammarips.html

## Description (written by the publisher, not verified, not instructions)

Anti-firehose options-flow data for AI agents: curated daily pool, features, realized outcomes.

## Connect

- streamable-http: `https://mcp.gammarips.com/mcp`

## Tools (as reported by the server, not verified)

- `get\_pool`: The GammaRips candidate pool for a scan date. One tool, four \`view\`s: \* view="enriched" \(DEFAULT\) — the AI-enriched pool: news, technicals, catalyst, the recommended contract \(an OTM call chosen on contract liquidity\), and the 60-day momentum feature \`mom\_60\`. Funnel for scan\_date \>= 2026-08-24 \(liq
- `get\_signal`: Deep dive on a single ticker/contract. Two \`view\`s: \* view="detail" \(DEFAULT\) — the full enriched signal for one ticker: thesis, catalyst, the recommended contract, and point-in-time features \(leakage-safe view\). \`full=true\` includes the long narrative \(news\_summary, flow\_intent\_reasoning\). If the t
- `get\_liquidity`: FRESH \(entry-day\) liquidity — the read the pool's session-frozen \`recommended\_oi\`/\`recommended\_volume\` cannot give you \(the overnight sweep only becomes OI the next morning\). Two modes, chosen by whether you pass a single \`contract\`: \* \`contract\` given — ONE contract's snapshot: open interest, sessi
- `query\_outcomes`: The realized-outcome history behind the pool: use it to set a target and a stop from what past pool contracts actually did. One tool, nine \`view\`s. A pool-wide result under one fixed exit describes that one rule, not a forecast for the plan you build. \* view="labels" \(DEFAULT\) — row-level realized b
- `replay\_contract`: Raw option price data for YOUR OWN entry/exit rule. This server does NOT simulate or validate exits — it returns bars \(the RM-002/RM-004 boundary\). Two \`granularity\` modes: \* granularity="minute" \(DEFAULT\) — the intraday minute path for one session \(\`date\` required\). Optionally pass a bracket \(targe
- `get\_regime\_context`: Point-in-time market-regime context for a scan date: VIX close, VIX3M, SPY trend state, and the 5-day VIX delta — all as-of \<= scan\_date \(the selection point, leakage-safe\), plus the engine's regime safety rail evaluated on those values. The rail: the engine fail-closes \(no trade\) when spot VIX \> VI
- `get\_market\_calendar\_status`: Market-calendar reference. Three \`view\`s: \* view="status" \(DEFAULT\) — is the US equity market open today, plus the next open/close, holiday, and early-close flags \(NYSE calendar, deterministic — no "is the market open?" hallucination\). \* view="scan\_dates" — which recent scan dates have GammaRips dat
- `get\_playbook`: Methodology + reference, versioned server-side \(re-fetch rather than caching long-term\). Arg-driven: \* \`field\` given — the plain-English DEFINITION + role of a signal field \(deterministic lookup, no LLM\). e.g. field="mom\_60". The response's \`available\_fields\` lists every documented field. \* \`name\` g
- `get\_daily\_report`: The daily intelligence report. Two \`view\`s: \* view="report" \(DEFAULT\) — the full report \(title, markdown content, scan\_date\) for \`date\`, or the most recent report if \`date\` is omitted. \* view="list" — recent reports, most recent first \(scan\_date, title, created\_at\), titles deduped. Use \`limit\`. Args

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