Options screener MCP server is what you are actually looking for when you want an AI assistant like Claude to answer "which liquid names have the richest implied volatility right now?" with the same numbers your spreadsheet would return. You do not want the model to recall an IV figure from stale training data, guess a put-call ratio, or round an IV rank differently in every conversation. You want one connector that exposes proven options-analytics primitives, returns the identical answer every time, and writes those exact numbers into both a chat window and an Excel cell. This guide explains how a Model Context Protocol (MCP) server delivers options screening, which functions matter, and it includes two free Excel templates so you can see every formula working.
If you take one idea away, make it this: the value of an options screener MCP server is not "AI plus options data." It is consistency from a licensed source. The same screen returns the same method across conversations, across users, and across days, because implied volatility, IV rank, volume, open interest, and put-call ratios are fetched server-side from a maintained feed instead of being invented by a language model.
Options screening: chat answer vs. spreadsheet, side by side
Here is the gap a good MCP server closes. Both columns below should agree, because they call the same licensed function.
| Question | What a raw language model often does | What an options-screener MCP primitive does |
|---|---|---|
| "What is NVDA's 30-day implied volatility?" | Recalls a number from an old snapshot | Calls ImpliedVolatility30d("NVDA") on the live feed |
| "Is that IV high or low for NVDA?" | Offers a vague opinion | Calls ImpliedVolatilityRank1y("NVDA") for a 0 to 100 rank |
| "How heavy is the options flow?" | Estimates or declines | Calls opt_TotalVolumeOptions("NVDA") |
| "Are traders leaning bullish or bearish?" | Guesses | Calls opt_PutCallVolRatio("NVDA") |
| "What is the accumulated positioning?" | Rarely distinguishes it from volume | Calls opt_PutCallOIRatio("NVDA") |
The right column is what "options screener MCP server" should mean. Every cell in the templates attached to this post maps to one of those functions.
“Educational note: nothing here is investment advice. Implied volatility, IV rank, and put-call ratios are context, not recommendations or guarantees. Tickers are used only to show how the data and formulas behave.
The current options picture: liquid names screened by IV rank
To make this concrete, here is a snapshot pulled through the same MarketXLS functions the MCP server exposes, as of July 9, 2026. The screen covers the most heavily traded optionable underlyings and ranks them by 1-year IV rank, the single most useful field for deciding whether options premium is rich or cheap relative to a name's own history.
| Ticker | Type | Price | IV (30d) | IV Rank (1y) | Options Volume | P/C Vol | P/C OI | Exp Move (30d) |
|---|---|---|---|---|---|---|---|---|
| AMD | Info Tech | $550.07 | 85.5% | 94.8 | 342,528 | 0.75 | 1.10 | $134.91 |
| MSFT | Info Tech | $380.68 | 42.8% | 90.1 | 528,439 | 0.31 | 0.44 | $46.71 |
| COIN | Financials | $159.76 | 78.2% | 86.4 | 72,553 | 1.09 | 0.88 | $35.80 |
| META | Comm Services | $612.62 | 51.6% | 84.2 | 586,039 | 0.33 | 0.42 | $90.59 |
| QQQ | Index ETF | $724.08 | 23.2% | 69.8 | 8,700,025 | 1.08 | 1.40 | $48.11 |
| AMZN | Consumer Disc | $243.70 | 42.9% | 65.4 | 602,266 | 0.44 | 0.62 | $29.97 |
| NVDA | Info Tech | $202.84 | 39.9% | 63.0 | 2,494,197 | 0.48 | 0.81 | $23.18 |
| AAPL | Info Tech | $314.77 | 27.7% | 46.0 | 942,571 | 0.89 | 0.69 | $25.01 |
| TSLA | Consumer Disc | $404.28 | 48.3% | 23.7 | 2,066,372 | 1.00 | 0.73 | $56.03 |
| IWM | Index ETF | $297.65 | 19.0% | 19.2 | 1,562,351 | 1.25 | 2.83 | $16.23 |
| SPY | Index ETF | $751.70 | 12.6% | 15.5 | 12,827,607 | 1.14 | 2.02 | $27.20 |
A few things jump out of that screen, and they are exactly the read an options screener is built to surface. Single-stock names cluster at the top: AMD, MSFT, COIN, and META all sit in the upper third of their own one-year IV range, which is the textbook environment where defined-risk premium-selling structures tend to be studied. The broad-index ETFs sit at the bottom: SPY at an IV rank near 15 and IWM near 19 mean index premium is cheap versus its own history, the opposite regime. The put-call ratios add a second layer: SPY and IWM carry heavy put-heavy open interest (2.02 and 2.83), the classic footprint of portfolio hedging on the indices, while the mega-cap single stocks lean call-heavy on open interest.
None of that is a trade. It is a starting point that used to take a Bloomberg terminal or a manual chain export. With an options screener MCP server it is one prompt, or one recalculation of the attached spreadsheet.
What a raw language model does well, and where it falls short
Modern language models are genuinely good at reasoning about options. Ask one to explain why a high IV rank favors credit spreads over long calls, or to walk through the risk of an iron condor, and it will do a competent job. That is knowledge work, and it is what the model was trained for.
Where a bare model fails is live measurement. Implied volatility changes every minute the market is open. IV rank depends on a full year of history that no model carries in its weights. Options volume and open interest are today's data, not last year's. When you ask a model for these numbers directly, it either declines or, worse, produces a confident figure that is quietly wrong. Neither outcome is acceptable when the number is going to inform a position.
An options screener MCP server splits the job cleanly. The model keeps the reasoning. The MCP server supplies the measurement. You ask "screen these names by IV rank and flag the ones with heavy put positioning," and the model calls ImpliedVolatilityRank1y and opt_PutCallOIRatio for each ticker, gets licensed numbers back, and reasons over facts instead of guesses.
Where MarketXLS takes a different path
Plenty of tools bolt a chat box onto a data feed. The MarketXLS approach is narrower and, we would argue, more useful: the same functions power Excel and the MCP server. There is no second code path, no separate "AI dataset," no drift between what the spreadsheet shows and what the assistant says.
That matters for options more than almost any other data class, because options numbers are easy to get subtly wrong. A put-call ratio computed on volume is a different animal from one computed on open interest. A "30-day IV" can mean the standard benchmark or an ex-earnings figure. When the chat answer and the cell both resolve to opt_PutCallVolRatio("NVDA"), there is exactly one definition in play, and you can read it in the Function Docs before you rely on it.
The MarketXLS implementation: the functions behind the screen
Every column in the attached templates is a real MarketXLS function. These are the primitives an options screener MCP server exposes, and each one was verified in the Function Docs before it went into the workbook:
=QM_Last("NVDA") ' Live underlying price
=ImpliedVolatility30d("NVDA") ' 30-day implied volatility (the IV benchmark)
=ImpliedVolatilityRank1y("NVDA") ' 1-year IV rank, 0 to 100
=opt_TotalVolumeOptions("NVDA") ' Total options volume traded today
=opt_TotalOpenInterestOptions("NVDA") ' Total open interest across the chain
=opt_PutCallVolRatio("NVDA") ' Put/call volume ratio (intraday sentiment)
=opt_PutCallOIRatio("NVDA") ' Put/call open-interest ratio (accumulated positioning)
=Beta("NVDA") ' Beta versus the broad market
The expected-move column is a pure Excel calculation on top of two of those functions, using the standard one-standard-deviation formula:
=QM_Last("NVDA") * ImpliedVolatility30d("NVDA") * SQRT(30/365)
That returns the approximate 68% probability range for the underlying over 30 days. Change the day count and you get the move for any horizon, which is exactly what the Expected Move sheet does across 7, 14, 30, 45, and 60 days.
For a single contract, the screen drills down with two more primitives. OptionSymbol assembles the QuoteMedia contract symbol, and QM_OpenInterest reads the open interest on that exact strike:
=OptionSymbol("NVDA", DATE(2026,8,21), "Call", 205)
=QM_OpenInterest(OptionSymbol("NVDA", DATE(2026,8,21), "Call", 205))
Because these are the same functions the MCP server calls, you can move from a broad screen in Excel to a single-contract question in chat without the numbers shifting underneath you.
The template: what is inside
The download includes two workbooks. The static version is pre-filled with the real July 9, 2026 values you see in the table above, with a formula reference beside every number so you can see which function produced it. The live version replaces every data cell with the MarketXLS formula, so it refreshes whenever MarketXLS recalculates. Both share the same six sheets:
- How To Use - the workflow, the MCP access notes, and links. It explains that every function in the workbook also works inside an AI assistant through the MarketXLS MCP server.
- Options Screener - the main dashboard. Yellow input cells let you set a minimum IV rank, a minimum options volume, a days-to-expiration horizon, and a premium budget. The screener lists each underlying with price, IV, IV rank, volume, open interest, both put-call ratios, expected move, beta, and a "Passes Filter?" flag driven by your inputs. IV rank is color coded green (high), amber (mid), and red (low).
- Expected Move - the one-standard-deviation move for every name across five expirations, so you can size a strike distance to the horizon you actually trade.
- Strategy Ideas - an educational read of each name's IV regime. High IV rank flags names where premium is rich versus its own year, mid and low regimes flag the opposite. These are study prompts, not signals.
- Premium Budget - illustrative contract-count sizing from your premium budget, weighted by IV rank, using an approximate at-the-money premium proxy.
- Comparison/MCP - the full metric grid plus ready-to-paste MCP prompt ideas and the single-contract lookup pattern.
Download the templates:
- - Pre-filled with current data
- - Live-updating formulas
How to read an IV-rank options screen
IV rank is the field that turns a wall of implied-volatility numbers into a decision. Raw IV is not comparable across stocks: AMD at 85% IV and SPY at 13% IV are simply different animals, and a high absolute number can be perfectly normal for one name and extreme for another. IV rank normalizes that by asking a single question: where does today's IV sit inside this name's own one-year range, on a 0 to 100 scale?
In the July 9 screen, AMD at an IV rank of 94.8 means its implied volatility is near the top of everything it has printed over the past year, even though the broad market (SPY at 12.6% IV, IV rank 15.5) is quiet. That divergence is the whole point of ranking. A trader studying premium-selling structures screens for high IV rank because rich premium is what those structures monetize. A trader studying long options screens for low IV rank because cheap premium is what those structures need.
Pair IV rank with the put-call ratios and the picture sharpens. A name with high IV rank and a lopsided put-call open-interest ratio is telling you premium is rich and positioning is one-sided, which is a very different setup from high IV rank with balanced positioning. The Options Screener sheet puts all of these side by side so the comparison is one glance, not five lookups.
Using the MCP server with an AI assistant
Once your MCP client points at the MarketXLS MCP server, the screen becomes conversational. Some prompts that map directly to the functions above:
- "Screen SPY, QQQ, NVDA, and AMD by IV rank and flag anything above 60."
- "What is the 30-day implied volatility and put-call volume ratio for META right now?"
- "Compare the expected 30-day move for TSLA and NVDA using their live IV."
- "Which of these names has the most call-heavy open interest?"
Each of these resolves to a licensed function call, not a recollection. The assistant reasons over the returned numbers, and if you then open the spreadsheet, the same functions produce the same values. That is the entire promise of an options screener MCP server: one source, two surfaces, no drift.
For more on how MarketXLS exposes market data to AI tools, see the guide to the best financial data MCP servers and the analyst ratings MCP server post, both of which use the same connector pattern for different data classes.
FAQ
What is an options screener MCP server? It is a Model Context Protocol server that exposes licensed options-analytics functions (implied volatility, IV rank, options volume, open interest, put-call ratios) to an AI assistant, so the assistant can screen options with the same numbers a spreadsheet would return instead of guessing from training data.
How is this different from asking ChatGPT or Claude about options directly? A bare model recalls or invents options figures, which are stale by definition and often wrong. An MCP server fetches the numbers server-side from a maintained feed at the moment you ask, so the reasoning is the model's but the measurement is licensed and current.
What is IV rank and why does the screener sort by it? IV rank places today's implied volatility on a 0 to 100 scale within a name's own one-year range. Unlike raw IV, it is comparable across stocks, which makes it the most useful single field for deciding whether options premium is rich or cheap.
Can I use the same functions inside Excel? Yes. Every function in this post works in Excel through MarketXLS, and the same functions are what the MCP server calls. The chat answer and the spreadsheet cell resolve to one definition. The MarketXLS features page lists the full function library.
Do I need to build the option symbol myself for contract-level data?
No. The OptionSymbol function assembles the QuoteMedia contract symbol from a ticker, expiry, call/put flag, and strike, and you pass its result to functions like QM_OpenInterest. The Comparison/MCP sheet shows the pattern.
Is any of this a trade recommendation? No. Everything here is educational. IV, IV rank, and put-call ratios describe the current options market, they do not recommend any position, and no structure is implied to be profitable.
The Bottom Line
Options screener MCP server is the right phrase for a simple, durable idea: let an AI assistant and Excel screen options from one licensed source, so the implied volatility, IV rank, volume, open interest, and put-call ratios you see in a chat answer are the exact numbers your spreadsheet would compute. The reasoning stays with the model. The measurement comes from functions you can read in the docs and verify in a cell. The two attached templates let you run the July 9 screen as static data or as live formulas today.
To see how the MarketXLS functions behind this screen work across Excel and AI assistants, explore MarketXLS or book a demo.
