# Black-Scholes MCP Server

> Use this tool when you need to calculate European option prices and Greeks, such as Delta, Vega, and Theta, to inform investment decisions or risk management strategies. It takes input parameters like underlying price, strike price, and volatility, and outputs calculated option prices and sensitivities. Ideal for use in financial modeling and analysis contexts where accurate option pricing is critical.

Canonical page: https://skillsregistry.net/skills/walkingshamrock-black-scholes-mcp  
JSON: https://api.skillsregistry.net/v1/skills/walkingshamrock-black-scholes-mcp

## Description

Enables calculation of European option prices and Greeks (like Delta, Vega, Theta) using the Black-Scholes model through a Model Context Protocol implementation.

## Trust

- **Trust score (0–1):** 1.00
- **Verification tier:** verified
- **Last scanned:** 2026-09-19

## Facts

- **Version:** 1.0.0
- **Skill type:** atomic
- **Execution layer:** mcp-remote
- **Runtime environment:** api
- **Category:** other
- **Updated:** 2026-09-19

## Source

- **Source listing:** [Glama](https://glama.ai/mcp/servers/zj4v0zkiut)
- **Repository:** <https://github.com/walkingshamrock/black-scholes-mcp>

## Use it

Resolve this record through the SkillsRegistry MCP server (no auth, read-only):

```
claude mcp add --transport http --scope user skillsregistry https://api.skillsregistry.net/mcp
```

```json
{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/call",
  "params": {
    "name": "get_skill",
    "arguments": {
      "slug": "walkingshamrock-black-scholes-mcp"
    }
  }
}
```

REST: `GET https://api.skillsregistry.net/v1/skills/walkingshamrock-black-scholes-mcp` · pull for local use: `GET https://api.skillsregistry.net/v1/skills/walkingshamrock-black-scholes-mcp/pull`

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