Summary
Volatility screening for Indian options, expressed as percentiles rather than raw numbers.
The percentile filters and the three scans are what separate this from a data feed: you ask which names sit in the cheap tail of their own IV distribution and get a list back, instead of pulling numbers one ticker at a time. Coverage is the Indian markets, NSE and BSE.
What it is
A server over GetOutpost.in that brings NSE and BSE options market data and volatility analytics into the conversation.
What you get
- Implied volatility, realized volatility, volatility risk premium and skew (get_iv, get_vol, get_vrp, get_skew)
- Realized volatility by five estimators: Close-to-Close, Parkinson, Garman-Klass, Rogers-Satchell and Yang-Zhang
- Percentile filters on each of those four measures, so you can ask for what is cheap or rich instead of for a raw number (filter_quick_rules_iv_percentile, filter_quick_rules_rv_percentile, filter_quick_rules_vrp_percentile, filter_quick_rules_skew_percentile)
- Ready-made scans for cheap tail-risk hedges, short-vol ATM straddles and directional naked-option trades (scan_cheap_tail_risk_hedges, scan_short_vol_atm_straddles, scan_directional_trades_naked_options)
- Skew read across strikes, so the smile or smirk is visible rather than inferred
Requirements
A GetOutpost account, with an access token and refresh token written to a credentials file whose path you pass as CREDENTIALS_FILE_PATH. A current Node. Installed globally from npm, or dropped into Claude Desktop as a .mcpb bundle.
Setup effort
One command plus a key — npm install -g getoutpost-mcp-server, then supply credentials