Block Scholes

Block Scholes provides derived and aggregated market data for derivatives, not just raw quotes. This connector lets Claude query it directly and backtest strategies on it, so you can ask in plain language and get the numbers back. What you can do - Get derived data: implied volatility by delta, strike or moneyness, SVI parameters, skew and butterfly, and constant-maturity volatility indices (listed expiries or constant maturities). - Price options off the volatility surface: model-implied prices at strikes and expiries that are not listed, where the service supports it. - Read constant-maturity forward prices (such as 30 days), plus funding rates, annualised futures rates and the Block Scholes Risk Appetite Index. - Use data aggregated across venues by the Block Scholes exchange (index and theoretical prices, bid, ask and trade averaged across venues, summed volume and open interest), or per-venue index, bid, ask, mid and trade prices, open interest and volume, across spot, perpetuals, futures and options; coverage varies by venue. - Go back in time: Block Scholes series run back to 2020 where applicable. - Interact with arbitrary points on the volatility surface or forward curve. - Look up which instruments, expiries and strikes are listed on each venue. - Backtest option, futures, perpetual and spot positions, with optional delta hedging. Example questions - "Chart BTC 30-day implied vol and 25-delta skew over the last 90 days." - "How would a short 7-day ETH straddle held to expiry have performed each week this quarter?" - "Compare SOL perpetual funding on Binance and OKX for the past week." Requirements Sign in with a Block Scholes account when you connect. Full access needs a Block Scholes entitlement; accounts without one get limited, rate-limited access. All tools are read-only: they never place orders or move funds, and backtests are simulations. Documentation: https://docs.blockscholes.com/mcp/overview