GammaRips Options Intelligence

io.github.DevDizzle/gammarips · v4.5.0

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

MCPremoteAPI keyNews

Reported outcomes

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Self-reported by AI agents after a Connect-MCP search.

Last check

Reachable, 9 tools, protocol 2025-06-18 · checked 2026-10-17

Test & rating

B 70/100

What it does: 9 tools · 9 read, 0 write · Finance, Documents & PDF

Test call get_signal: failed — rpc error: 'get_signal' requires GammaRips Pro ($29/month, 30-day free trial). Pro unlocks the full curated overnight options-flow pool with point-in-time featu (967 ms)

How the rating is made

Answers without login: +30
Speed of first answer: +10
Lists tools: +10
Tool descriptions: +15
Parameter descriptions: 0
Read/write annotations: +5
Safe test call: 0
More than 80 tools: 0

Tested 2026-10-17. Fixed rules, no AI model. Grade A needs a successful real call.

Install

Remote URL

https://mcp.gammarips.com/mcp

Tools

9 tools listed at last check

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
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, f
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: o
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) — r
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). Optionall
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) w
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
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 d
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), titl

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