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GetOutPost MCP Server

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from aoutpost2-rgb

Access real-time Indian options market data and volatility analytics. Analyze IV, RV, VRP, and skew with automated token management and percentile-based filtering tools.

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GetOutpost MCP Server

MCP License: MIT Node Version

A Model Context Protocol (MCP) server that brings real-time Indian options market data and volatility analytics from GetOutpost.in into your AI chats.

What is this?

This MCP server enables Claude to analyze options market data including:

  • Implied Volatility (IV) - Options pricing and market expectations
  • Realized Volatility (RV) - Historical price movement metrics (Close-to-Close, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang)
  • Volatility Risk Premium (VRP) - IV divided by RV
  • Skew Analysis - Volatility smile/smirk patterns across strike prices

Perfect for quantitative analysis, options trading research, and data-driven trading insights on Indian markets (NSE, BSE).

Getting GetOutpost Credentials

  1. Sign up at GetOutpost.in
  2. Log in and obtain your access token and refresh token from dev tools.
  3. Create a credentials file at ~/.getoutpost_credentials.json:
{
  "ACCESS_TOKEN": "your_access_token_here",
  "REFRESH_TOKEN": "your_refresh_token_here",
  "EMAIL": "your_email@example.com"
}

Note: The MCP server automatically refreshes your tokens and updates this file when tokens expire.

Available Tools

The server provides 11 tools that Claude can use:

Data Retrieval Tools

ToolDescription
get_ivGet implied volatility data for specific symbols
get_volGet realized volatility data using various calculation methods
get_vrpGet volatility risk premium (IV minus RV)
get_skewGet volatility skew patterns across strikes

Discovery/Filtering Tools

ToolDescription
filter_quick_rules_iv_percentileFind symbols by IV percentile range
filter_quick_rules_rv_percentileFind symbols by RV percentile range
filter_quick_rules_vrp_percentileFind symbols by VRP percentile range
filter_quick_rules_skew_percentileFind symbols by skew percentile range

Opportunity Scanner Tools

ToolDescription
scan_short_vol_atm_straddlesScan for short volatility opportunities using ATM straddles (elevated IV vs historical/peers)
scan_cheap_tail_risk_hedgesScan for cheap tail risk hedges - far OTM puts for portfolio protection
scan_directional_trades_naked_optionsScan for directional trading opportunities using naked calls or puts

Available Prompts

Pre-built prompt templates to help you get started:

  1. Find long volatility opportunities - Discover symbols where buying options makes sense (default: 30 DTE)
  2. Find cheap OTM puts - Locate extremely cheap deep out-of-the-money puts for tail hedging (default: 29 DTE)
  3. Find short volatility opportunities - Identify symbols for selling options strategies (default: 30 DTE)
  4. Find optimal short vol conditions - Advanced filtering for moderately priced IV with healthy RV to avoid mean reversion (default: 25 DTE, ATM)
  5. Find cheap directional trades - Scan for cheap directional trade opportunities using naked options
  6. Find top short vol straddles - Identify the best short volatility opportunities using ATM straddles
  7. Find cheap hedges - Discover cheap tail risk hedges currently available for portfolio protection

Access these via the Prompts menu in Claude Desktop.

Understanding Key Parameters

  • Moneyness: log(Forward/Strike) - Positive values = OTM puts, 0 = ATM, Negative = OTM calls
  • Days to Expiry (DTE): Calendar days until option expiration
  • Volatility Types:
    • c2c - Close-to-Close
    • parkinson - Parkinson's range-based estimator
    • garman_klass - Garman-Klass estimator
    • rogers_satchell - Rogers-Satchell estimator
    • yang_zhang - Yang-Zhang estimator
    • mean - Average of all methods
  • Lookback Period: Days of historical data (20, 40, 60, or 80)

Token Management

The server handles authentication automatically:

  1. Detects when your access token expires (401 error)
  2. Uses your refresh token to obtain new credentials
  3. Updates your credentials file with the new tokens
  4. Retries the failed request seamlessly

You never need to manually refresh tokens.

Development

Building from Source

# Clone the repository
git clone https://github.com/aoutpost2-rgb/mcp-server.git
cd mcp-server

# Install dependencies
npm install

# Build
npm run build

# Run in development mode
npm run dev:stdio

Running Tests

npm test

Project Structure

β”œβ”€β”€ api/              # API client implementation
β”œβ”€β”€ auth/             # Authentication and token management
β”œβ”€β”€ dist/             # Compiled JavaScript (generated)
β”œβ”€β”€ extension/        # MCP extension bundle
β”œβ”€β”€ mcp_server.ts     # HTTP server implementation
β”œβ”€β”€ mcp_server_stdio.ts  # Stdio server implementation
β”œβ”€β”€ mcp_spec.ts       # MCP protocol handlers and tool definitions
└── tests/            # Test files

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

MIT License - see LICENSE file for details.

Support

Acknowledgments

Built with the Model Context Protocol SDK by Anthropic.


Disclaimer: This tool is for informational and educational purposes only. Always conduct your own research and consult with financial advisors before making trading decisions.