The GEX MCP Server
for AI-ready options structure
TanukiTrade GEX MCP is a planned Model Context Protocol server that exposes derived options analytics — GEX snapshots, HVL, Call & Put Walls, per-strike gamma, IV Rank, IVx, skew, expected move, 0DTE boxes, GEX Matrix and historical replay — as structured tools your AI agent can call directly across 220+ liquid U.S. symbols.
Derived analytics from the TanukiTrade gamma engine — no raw OPRA option-chain redistribution.AI-ready options analytics, not raw market noise
Most market-data APIs return raw prices, candles or option-chain rows. GEX MCP is built for the next layer: interpreted options structure an agent can reason about without parsing chains itself.
Built for agents
Tool discovery, structured inputs (symbol, expiry, mode, date) and machine-readable outputs with freshness metadata — not screenshots or scraped pages.
Structure, not rows
Instead of asking a model to infer dealer positioning from a raw chain, GEX MCP returns the answer: regime, HVL, nearest wall, Abs GEX confluence.
Compliance-aware
Computed outputs only. No raw OPRA option-chain redistribution, no tick-level feeds, no order execution, no buy/sell signals.
Give your AI the structure behind the chart
With GEX MCP an agent doesn't just know SPX is trading at a price. It can understand where spot sits relative to HVL, whether the regime is positive, negative or transition, which wall is nearest, and how today compares with earlier snapshots.
// MCP tool call (illustrative — planned shape)
get_gex_snapshot({ symbol: "SPX", expiry: "0DTE" })
{
"symbol": "SPX",
"spot": 5972.4,
"dte": 0,
"net_gex": -1.84e9,
"gamma_regime": "negative",
"hvl": 5985,
"call_wall": { "C1": 6000, "C2": 6025 },
"put_wall": { "P1": 5950, "P2": 5925 },
"expected_move": { "upper": 6004, "lower": 5940 },
"freshness": "2026-08-31T14:31:00Z"
}Illustrative payload. Final field names & values are finalized before launch.
Concrete tools, built to be discovered
These are the planned, named MCP tools — grouped the way an agent would discover them. Inputs are explicit, outputs are structured, and read-only by default with clear rate limits.
GEX Snapshot & Key Levels
get_gex_snapshot
Current gamma exposure snapshot: spot, Net GEX, Net DEX, HVL, Call/Put Wall summary and per-strike rollup for a symbol & expiry.
get_gex_key_levels
The full Gamma Classification level set — HVL, cT/pT, C1–C6, P1–P6, Ab1–Ab3, OI & volume peaks, D+/D−.
get_gamma_regime
Where spot sits in the structure: positive gamma, negative gamma or transition, plus distance to HVL, C1, P1.
get_hvl_context
A focused HVL read — strike, pT/cT boundaries, spot distance and an AI-ready explanation field.
Per-Strike Gamma & Exposure
get_per_strike_gex
Strike-level Net GEX, Abs GEX, Net DEX, call/put OI & volume, Net Volume and GEX-by-Volume with level tags.
get_absolute_gex_levels
Strongest absolute gamma concentrations (Ab1–Ab3) — the pinning levels Net GEX alone hides.
get_net_dex_levels
Directional delta exposure: D+ / D− strikes and per-strike Net DEX rows.
get_open_interest_levels
OI structure independent of gamma weighting: nCOI, nPOI, COI, POI, AbOI.
get_volume_flow_levels
Intraday flow: nCV, nPV, CV, PV and Net Volume by strike.
GEX Matrix & Expiry Surface
get_gex_matrix
Multi-expiry matrix: standalone & cumulative Net GEX, IVx, skew and expected move per expiry bucket.
compare_expiries
Compare expiries — strongest standalone GEX, 0DTE dominance, IVx backwardation, widest EM.
get_expiry_surface
Expiry-by-expiry surface: IVx, skew, standard / binary / delta expected move, Net & Abs GEX summary.
get_0dte_matrix
0DTE-focused summary for SPX, QQQ, SPY intraday workflows.
IV Rank, IVx, Skew & Volatility
get_ivx_by_expiry
TanukiTrade IVx per expiration with term-structure shape & contango/backwardation flags.
get_ivr
IV Rank (0–100) compressing 52 weeks of implied volatility into a single regime score.
get_iv_surface
AI-readable IV surface: IVx by expiry, slope, near vs far comparison and distortion flags.
get_call_put_pricing_skew
Vertical OTM call vs put skew with call-/put-skewed/balanced classification.
get_horizontal_iv_skew
IVx skew across expirations for calendar & diagonal research.
Expected Move & 0DTE Boxes
get_expected_move
Standard expected move, percent and upper/lower range for a symbol & expiry.
get_standard_deviation_range
1-sigma envelope: S · IVx(T) · √(T/365) with upper/lower bands.
get_binary_expected_move
Event-driven BEM blending ATM straddle and OTM strangles for earnings & FOMC.
get_tanuki_smart_em_range
Skew-aware Smart EM Range — asymmetric put-side & call-side ranges.
get_0dte_expected_move_box
EOD / PRE / OPEN pegged 0DTE expected-move boxes with sigma envelopes.
Historical GEX & Replay
get_historical_gex_snapshot
One historical GEX snapshot by date & timestamp, same shape as the live snapshot.
get_gex_replay_bundle
Replay-ready bundle: snapshot timeline, GEX & OHLC payloads, replay-clock metadata.
get_hvl_shift_history
HVL evolution across a session or lookback window.
get_wall_shift_history
Call Wall & Put Wall movement over time.
compare_gex_snapshots
Diff two snapshots: HVL moves, wall shifts, regime flips, 0DTE dominance.
Screening & Discovery
screen_symbols_by_gex
Find symbols by GEX regime: negative gamma, near HVL, strong wall, high Abs GEX.
screen_symbols_by_ivr
Screen by IV Rank — e.g. IVR > 70 with negative gamma.
screen_symbols_by_skew
Surface unusual call/put skew and skew flips.
screen_0dte_gamma_setups
Same-day SPX/QQQ gamma & EM-consumed setups for 0DTE workflows.
get_earnings_expected_move
Earnings BEM, standard EM, IVx, skew & pre-earnings volatility context.
The same level vocabulary as the TanukiTrade charts
GEX MCP turns dense option-chain structure into named levels an AI agent can use — the exact classification behind the WebApp and TradingView indicators.
Designed to connect to the tools you already build with
GEX MCP is a separate product from PRO
Your TanukiTrade PRO membership covers the TradingView indicators, the GEX Live WebApp and Discord — for individual human use. The GEX MCP server is a distinct, usage-based data product with its own institutional-grade licensing and pricing. Looking for a plain HTTP interface instead of MCP? See the GEX REST API.
Join the GEX MCP waitlist
Be first when early access opens on August 31, 2026. Waitlist members lock in launch pricing and help shape which tools ship first.
- Priority onboarding & early access invites
- Launch pricing locked in for waitlist members
- A say in which tools & endpoints ship first
GEX MCP — questions & answers
Stop scraping charts. Start querying structure.
Get on the early-access list for TanukiTrade's planned MCP-native options analytics layer — gamma, volatility, skew, expected move and historical replay, built for agents.
Join the GEX MCP waitlistLet's start your charting easier now!
- Try the TradingView Option Toolset (3 indicators) + GEX Live Webapp FREE for 7 days with 220+ symbols
- SPX, /ES, /NQ, /MES, /MNQ also included via futures mapping
- Daily trade ideas and GEX analysis educational support through our Discord community membership
Cancel anytime during the 7-day trial with no charges or commitments
Try for free now- Try the TradingView Option Toolset (3 indicators) + GEX Live Webapp FREE for 7 days with 220+ symbols
- SPX, /ES, /NQ, /MES, /MNQ also included via futures mapping
- Daily trade ideas and GEX analysis educational support through our Discord community membership
Cancel anytime during the 7-day trial with no charges or commitments
About Us
Meet the team behind TanukiTrade — combining decades of technical expertise and options trading experience to bring you professional-grade tools and education.
Role
Responsible for designing TanukiTrade's data-driven infrastructure, quantitative models, and strategic product direction. Beyond architecting the mathematical, statistical, and technological frameworks, he defines the methodology behind practical decision-support tools, ensuring that the system delivers reliable, interpretable, and effective results in real market conditions.
He oversees the full product development lifecycle—from concept and architecture to final user experience.
Bio
Greg brings over 15 years of experience in the international startup and enterprise technology sector, where he worked as a lead software architect designing complex corporate systems and scalable technology solutions. Throughout his career, he has built data-intensive platforms and business processes that supported high-reliability, high-load operations across multiple countries.
Since 2018, he has been actively involved in options trading, quantitative modeling, and probability-based market analysis. His professional focus includes volatility-driven market structures, theta & gamma dynamics, market microstructure, and automated statistical and mathematical analysis conducted on large datasets. As a quantitative specialist, his goal is to develop models and risk-management frameworks that reliably capture meaningful patterns behind market movements.
As the founder of TanukiTrade, he is dedicated to making modern quantitative analysis and professional options-based thinking accessible to a broader trading community—through intuitive visualizations, transparent models, and effective decision-support tools.
Outside of his professional work, he is passionate about bonsai artistry, tree rescue, and gardening, and is the mindful owner of an energetic dachshund who reminds him daily of the importance of being present. Music, adventure, travel, nature, and exploring the world all play a defining role in his life. He is deeply committed to self-knowledge and personal growth. Creativity and a strong connection to nature shape his everyday life and serve as a constant source of inspiration in his professional thinking as well.
Role
Supports the development of TanukiTrade's options-focused educational framework and contributes to the professional methodology behind the platform's tools and indicators. Ensures that complex option concepts are presented clearly and responsibly, with particular emphasis on risk awareness and structured position-management principles.
Bio
With nearly 20 years of trading experience, Gery has built one of Hungary's most recognized communities in derivatives education. For the past 17 years, he has been teaching options trading full-time, helping thousands of students understand the mechanics, risks, and practical application of options in real-world markets. He is the founder of Hungary's largest options education platform, trusted by a broad audience of retail and advanced traders alike.
Gery's trading style is rooted in swing-based positioning, typically spanning a few days to a few weeks. He specializes in the SPX, focusing on positive-theta spread structures with flat delta exposure, aiming for stable, repeatable outcomes across various market environments.
Beyond trading, Gery is also a developer, having built multiple proprietary options screeners and analytical tools to support his own decision-making. These tools later evolved into widely used scanners and data-driven solutions within his education ecosystem.
Since the very beginning of TanukiTrade, Gery has worked closely with the founder, Greg, as a senior professional advisor, helping with the platform's strategic direction and the development of its options-related concepts.
Outside the world of trading and technology, Gery is dedicated to personal growth and meaningful experiences. He loves exploring new places, practicing self-development, and spending quality time with his family. Sports play an important role in his life as well — especially table tennis, swimming, and skiing — helping him maintain balance, focus, and long-term resilience both on and off the markets.
Role
Serves as TanukiTrade's 0DTE Strategy Expert, bringing nearly 25 years of market experience and a risk-adjusted approach to short-dated options strategy. His focus is on practical positioning, disciplined decision-making, and identifying low-risk, high-reward opportunities across changing market cycles.
Bio
Chris is the Founder and CIO of Streamwise Capital, with nearly 25 years of experience trading financial markets across stocks, options, futures, forex, and crypto. His journey began with a curious investment in Apple after buying his first iPod, followed by Netflix during its DVD-by-mail era. What started as a hobby grew into a professional passion, eventually leading him to co-found a trading club and work with private funds, institutional desks, and global investment banks.
Over the years, Chris has developed multi-strategy approaches focused on risk-adjusted returns, consistently targeting low-risk, high-reward opportunities. He leverages proprietary tools to identify market inefficiencies, helping traders navigate different market cycles with proper positioning and discipline.
His trading philosophy is simple and powerful: "Trade to be profitable, not to be perfect." In the fast-moving world of 0DTE options, he often emphasizes that the main goal is to survive the day first.
Chris's work and insights have been featured in Investopedia, FX Street, FXTC Magazine, Equities.com, and across trading platforms, shows, conferences, and competitions around the world.
Outside the markets, Chris is a proud father and a French bulldog dad.
