get_activist_filings
ChatGPTGet Schedule 13D/13G beneficial-ownership filings for a symbol. Default response prioritizes the latest above-threshold holder snapshot per filer and summarizes below-threshold amendments separately so current holders stay visible.
get_activist_filings
ChatGPTGet Schedule 13D/13G beneficial-ownership filings for a symbol. Default response prioritizes the latest above-threshold holder snapshot per filer and summarizes below-threshold amendments separately so current holders stay visible.
get_analysis_history
ChatGPTGet the user's options pricing analysis history — past calculations run in the platform. Each result includes the model used (Black-Scholes, Heston, SABR, etc.), input parameters (spot, strike, volatility, DTE), computed option price, and Greeks. Includes calibration data and model-specific sensitivities when available. Default view collapses near-identical reruns from the same pricing sweep.
get_analysis_history
ChatGPTGet the user's options pricing analysis history — past calculations run in the platform. Each result includes the model used (Black-Scholes, Heston, SABR, etc.), input parameters (spot, strike, volatility, DTE), computed option price, and Greeks. Includes calibration data and model-specific sensitivities when available. Default view collapses near-identical reruns from the same pricing sweep.
get_analysis_rollups
ChatGPTGet pre-computed daily or weekly aggregates of the user's analysis activity per symbol. Default response returns compact rollup rows plus a cross-period summary of volatility, spot, and model usage trends.
get_analysis_rollups
ChatGPTGet pre-computed daily or weekly aggregates of the user's analysis activity per symbol. Default response returns compact rollup rows plus a cross-period summary of volatility, spot, and model usage trends.
get_analyst_data
ChatGPTGet Wall Street analyst ratings, price targets, and consensus estimates for a symbol. Default response keeps the nearest forward estimate periods, price-target summaries, rating snapshot, summarized rating-history streaks, and recent rating changes.
get_analyst_data
ChatGPTGet Wall Street analyst ratings, price targets, and consensus estimates for a symbol. Default response keeps the nearest forward estimate periods, price-target summaries, rating snapshot, summarized rating-history streaks, and recent rating changes.
get_company_profile
ChatGPTGet company profile data for a symbol with a compact normalized default view. Returns sector, industry, market cap, float metrics, key identifiers, and a trimmed business description.
get_company_profile
ChatGPTGet company profile data for a symbol with a compact normalized default view. Returns sector, industry, market cap, float metrics, key identifiers, and a trimmed business description.
get_compute_runs
ChatGPTGet the user's AI Compute Suite run history — portfolio-wide batch analyses across multiple pricing models. Default response returns compact run summaries, model-dispersion highlights, exposure levels, and representative position/model consensus summaries. Use view='detailed' to inspect per-model outputs for one matched run; detailed view only takes effect when exactly one run matches, and multi-run responses are always summarized.
get_compute_runs
ChatGPTGet the user's AI Compute Suite run history — portfolio-wide batch analyses across multiple pricing models. Default response returns compact run summaries, model-dispersion highlights, exposure levels, and representative position/model consensus summaries. Use view='detailed' to inspect per-model outputs for one matched run; detailed view only takes effect when exactly one run matches, and multi-run responses are always summarized.
get_dark_pool_data
ChatGPTGet FINRA OTC (dark pool / non-ATS) and ATS (Alternative Trading System) weekly trading statistics for a symbol. The view param controls the granularity: • view="summary" (default) — aggregate weekly OTC + ATS volume/trade trends with a compact summary + trend analysis. • view="dealers" — per-DEALER breakdown of OTC (non-ATS) activity. Top 15 MPIDs per week with participant name, shares, and trades. Answers "who is executing this flow off-exchange, off-ATS?" • view="venues" — per-VENUE breakdown of ATS activity. Top 15 dark-pool venues per week with MPID, venue name, shares, and trades. Answers "which dark pools are matching this ticker?" • view="all" — returns summary + dealers + venues in one payload. Larger — expect more token usage. Optional: weeks (1..260, default 12) narrows the history window for dealers/venues/all. High dark-pool activity can signal institutional accumulation or distribution; per-dealer and per-venue views surface who specifically is active.
get_dark_pool_data
ChatGPTGet FINRA OTC (dark pool / non-ATS) and ATS (Alternative Trading System) weekly trading statistics for a symbol. The view param controls the granularity: • view="summary" (default) — aggregate weekly OTC + ATS volume/trade trends with a compact summary + trend analysis. • view="dealers" — per-DEALER breakdown of OTC (non-ATS) activity. Top 15 MPIDs per week with participant name, shares, and trades. Answers "who is executing this flow off-exchange, off-ATS?" • view="venues" — per-VENUE breakdown of ATS activity. Top 15 dark-pool venues per week with MPID, venue name, shares, and trades. Answers "which dark pools are matching this ticker?" • view="all" — returns summary + dealers + venues in one payload. Larger — expect more token usage. Optional: weeks (1..260, default 12) narrows the history window for dealers/venues/all. High dark-pool activity can signal institutional accumulation or distribution; per-dealer and per-venue views surface who specifically is active.
get_dividends
ChatGPTGet per-symbol dividend history from Financial Modeling Prep data synced into the platform. Useful for checking dividend cadence, recent ex-dates, and cash amounts when evaluating carry, assignment risk, or discrete-dividend assumptions.
get_dividends
ChatGPTGet per-symbol dividend history from Financial Modeling Prep data synced into the platform. Useful for checking dividend cadence, recent ex-dates, and cash amounts when evaluating carry, assignment risk, or discrete-dividend assumptions.
get_earnings
ChatGPTGet earnings history and estimates for a company. Returns actual EPS, estimates, revenue, and surprise percentages. Earnings events are the largest source of overnight gap risk for options — check if an upcoming earnings date falls within an option's expiration window. Shows last 8 quarters by default.
get_earnings
ChatGPTGet earnings history and estimates for a company. Returns actual EPS, estimates, revenue, and surprise percentages. Earnings events are the largest source of overnight gap risk for options — check if an upcoming earnings date falls within an option's expiration window. Shows last 8 quarters by default.
get_fail_to_deliver
ChatGPTGet SEC Failure-to-Deliver (FTD) data for a symbol. Default response returns a compact summary with recent history, notable spikes, and threshold overlap. Default window is 180 days because SEC FTD publication lags by about 21 days.
get_fail_to_deliver
ChatGPTGet SEC Failure-to-Deliver (FTD) data for a symbol. Default response returns a compact summary with recent history, notable spikes, and threshold overlap. Default window is 180 days because SEC FTD publication lags by about 21 days.
get_fft_results
ChatGPTGet the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies.
get_fft_results
ChatGPTGet the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies.
get_fundamentals
ChatGPTGet company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratios/key metrics, and one summarized recent statement entry per financial statement.
get_fundamentals
ChatGPTGet company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratios/key metrics, and one summarized recent statement entry per financial statement.
get_greeks_history
ChatGPTGet historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default.
get_greeks_history
ChatGPTGet historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default.
get_insider_trading
ChatGPTGet insider trading activity for a company. Default response focuses on economically meaningful open-market buys and sells, groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately.
get_insider_trading
ChatGPTGet insider trading activity for a company. Default response focuses on economically meaningful open-market buys and sells, groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately.
get_iv_history
ChatGPTGet historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large windows return a compact recent/trend summary by default.
get_iv_history
ChatGPTGet historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large windows return a compact recent/trend summary by default.
get_iv_surface
ChatGPTGet the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the previous trading session. Default response returns a compact term-structure and smile summary.
get_iv_surface
ChatGPTGet the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the previous trading session. Default response returns a compact term-structure and smile summary.
get_market_calendar
ChatGPTGet market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" — upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead. Supports country (e.g. US, EU, UK). The default view focuses on higher-signal catalysts. • type="ipo" — upcoming and recent public listings. Default from=30d ago, to=60d ahead, limit=50. Optional symbol filter applied after fetch. • type="dividend" — cash dividend events (ex-date, record date, payment date). Default from=7d ago, to=30d ahead, limit=100. Optional symbol filter. • type="split" — stock splits (ratios + dates). Default from=30d ago, to=60d ahead, limit=100. Optional symbol filter. Irrelevant sub-params are ignored (e.g. country on type=ipo, full on type=dividend).
get_market_calendar
ChatGPTGet market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" — upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead. Supports country (e.g. US, EU, UK). The default view focuses on higher-signal catalysts. • type="ipo" — upcoming and recent public listings. Default from=30d ago, to=60d ahead, limit=50. Optional symbol filter applied after fetch. • type="dividend" — cash dividend events (ex-date, record date, payment date). Default from=7d ago, to=30d ahead, limit=100. Optional symbol filter. • type="split" — stock splits (ratios + dates). Default from=30d ago, to=60d ahead, limit=100. Optional symbol filter. Irrelevant sub-params are ignored (e.g. country on type=ipo, full on type=dividend).
get_news
ChatGPTGet recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-style ownership updates when stronger catalyst news is available.
get_news
ChatGPTGet recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-style ownership updates when stronger catalyst news is available.
get_options_analytics_history
ChatGPTGet daily end-of-day options analytics snapshots for a symbol — historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, expected move, term structure, dividend yield, and risk-free rate. Best for trend analysis over time. For current authoritative Greek exposures and dealer-positioning levels like call wall, put wall, gamma flip, and abs gamma, use get_regime with scope="symbol" instead. Up to 5000 days. Large windows return a compact recent/trend summary by default.
get_options_analytics_history
ChatGPTGet daily end-of-day options analytics snapshots for a symbol — historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, expected move, term structure, dividend yield, and risk-free rate. Best for trend analysis over time. For current authoritative Greek exposures and dealer-positioning levels like call wall, put wall, gamma flip, and abs gamma, use get_regime with scope="symbol" instead. Up to 5000 days. Large windows return a compact recent/trend summary by default.
get_options_chain
ChatGPTGet the end-of-day options chain snapshot from the latest available completed trading session by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later expirations exist; set date to query a specific session.
get_options_chain
ChatGPTGet the end-of-day options chain snapshot from the latest available completed trading session by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later expirations exist; set date to query a specific session.
get_platform_info
ChatGPTGet background information about the Options Analysis Suite platform — the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.
get_platform_info
ChatGPTGet background information about the Options Analysis Suite platform — the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.
get_rates
ChatGPTGet Treasury rate data. Pick the view that matches the question: • view="benchmark" — current platform risk-free rate served at /risk-free-rate (currently a 10Y-based Treasury rate used for options pricing). No params. If you need shorter maturities (1M, 3M, 6M, 2Y, 5Y), use view="curve" instead. • view="curve" — full US Treasury yield curve with a compact current-curve summary by default. Returns key maturities, inversion flags, spreads, and small trend samples.
get_rates
ChatGPTGet Treasury rate data. Pick the view that matches the question: • view="benchmark" — current platform risk-free rate served at /risk-free-rate (currently a 10Y-based Treasury rate used for options pricing). No params. If you need shorter maturities (1M, 3M, 6M, 2Y, 5Y), use view="curve" instead. • view="curve" — full US Treasury yield curve with a compact current-curve summary by default. Returns key maturities, inversion flags, spreads, and small trend samples.
get_regime
ChatGPTGet regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY/QQQ/IWM/DIA, not per-symbol). Returns composite stress score, confidence, key drivers, feature z-scores. Bands: CALM < -0.5, NORMAL -0.5..0.5, ELEVATED 0.5..1.5, STRESS 1.5..2.5, CRISIS ≥ 2.5. Accepts date (YYYY-MM-DD, default latest) and include_symbols (default false; true also returns up to the top 8 symbols per classification tier sorted by absolute stress score, with raw vector internals stripped). • scope="symbol" — per-symbol daily regime + authoritative Greek exposures (net gamma/delta/vega/vanna/charm/vomma, call wall, put wall, gamma flip, abs gamma anchor, top 10 gamma strikes). REQUIRED: symbol. Accepts days (default 1 = latest, max 30) and full (default false; true keeps less-summarized history with vector internals stripped). This is the correct scope for "what are SPY's Greek exposures?" — do NOT use get_options_analytics_history for current exposures. • scope="intraday" — intraday regime scan history for a symbol: 5 scans/day (open, morning, midday, afternoon, pre-close), each with stress scoring, regime classification, and compact Greek exposure snapshots. REQUIRED: symbol. Accepts days (default 5, max 90), date (overrides days), and interval (filter to a single scan).
get_regime
ChatGPTGet regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY/QQQ/IWM/DIA, not per-symbol). Returns composite stress score, confidence, key drivers, feature z-scores. Bands: CALM < -0.5, NORMAL -0.5..0.5, ELEVATED 0.5..1.5, STRESS 1.5..2.5, CRISIS ≥ 2.5. Accepts date (YYYY-MM-DD, default latest) and include_symbols (default false; true also returns up to the top 8 symbols per classification tier sorted by absolute stress score, with raw vector internals stripped). • scope="symbol" — per-symbol daily regime + authoritative Greek exposures (net gamma/delta/vega/vanna/charm/vomma, call wall, put wall, gamma flip, abs gamma anchor, top 10 gamma strikes). REQUIRED: symbol. Accepts days (default 1 = latest, max 30) and full (default false; true keeps less-summarized history with vector internals stripped). This is the correct scope for "what are SPY's Greek exposures?" — do NOT use get_options_analytics_history for current exposures. • scope="intraday" — intraday regime scan history for a symbol: 5 scans/day (open, morning, midday, afternoon, pre-close), each with stress scoring, regime classification, and compact Greek exposure snapshots. REQUIRED: symbol. Accepts days (default 5, max 90), date (overrides days), and interval (filter to a single scan).
get_sec_filings
ChatGPTGet recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links.
get_sec_filings
ChatGPTGet recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links.
get_short_data
ChatGPTGet FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (position-based, not flow-based). Compact summary-first view (latest settlement + trailing averages + rising/falling trend) by default. Short-percent-of-float is enriched from the company profile when the FINRA feed omits it. Symbol is required for both.
get_short_data
ChatGPTGet FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (position-based, not flow-based). Compact summary-first view (latest settlement + trailing averages + rising/falling trend) by default. Short-percent-of-float is enriched from the company profile when the FINRA feed omits it. Symbol is required for both.
get_snapshot
ChatGPTGet the user's synced snapshot history by type. Each type serves a different question: • type="gex" — per-symbol Gamma Exposure snapshots. REQUIRED: symbol. Returns the 3 most recent snapshots (no dedupe — rows may be near-duplicates if recorded back-to-back). Includes per-expiration breakdown, call/put walls, gamma flip point, abs gamma anchor, unusual activity, expected move data, and raw vs in-wall visible combo-strike counts. • type="portfolio" — account-wide portfolio snapshots with market-scaled raw Greeks (no $): first-order delta, gamma, theta/day, vega/1% IV, rho/1% rate; second-order vanna/1% IV, charm/day (delta decay), vomma/1% IV², veta/day (vega decay, sign-flipped for market convention). Default view collapses consecutive identical snapshots to surface the latest distinct states. For $-impact views of the same Greeks, use type="risk". • type="risk" — account-wide risk-analysis snapshots: Value-at-Risk (95%/99%), Conditional VaR, portfolio beta, Sharpe ratio, maximum drawdown, volatility, stress test results, and aggregate Greek $-impact exposure. $-Greeks include first-order dollarDelta, dollarGamma (per 1% move), dollarTheta/day, dollarVega (per 1% IV), dollarRho (per 1% rate) and second-order dollarVanna (per 1% IV move), dollarCharm (daily $Δ decay), dollarVomma (per 1% IV), dollarVeta (daily vega decay). Units & sign convention: var95/var99/cvar95/maxDrawdown/volatility are in PERCENT (e.g., 2.5 = 2.5%); volatility is annualized; var95/var99/cvar95/maxDrawdown are POSITIVE loss magnitudes (e.g., var95=2.5 means a 2.5% loss). beta/sharpeRatio are dimensionless. stressResults[].impact is signed $ P&L; impactPercent is signed % of portfolio. details.historicalVarDetails: worstDay is POSITIVE magnitude of the worst single-day LOSS (worstDay=13.46 means a 13.46% loss, NOT a 13.46% gain); bestDay and avgReturn are SIGNED percent returns. Default view collapses consecutive identical snapshots. For raw-unit Greeks, use type="portfolio".
get_snapshot
ChatGPTGet the user's synced snapshot history by type. Each type serves a different question: • type="gex" — per-symbol Gamma Exposure snapshots. REQUIRED: symbol. Returns the 3 most recent snapshots (no dedupe — rows may be near-duplicates if recorded back-to-back). Includes per-expiration breakdown, call/put walls, gamma flip point, abs gamma anchor, unusual activity, expected move data, and raw vs in-wall visible combo-strike counts. • type="portfolio" — account-wide portfolio snapshots with market-scaled raw Greeks (no $): first-order delta, gamma, theta/day, vega/1% IV, rho/1% rate; second-order vanna/1% IV, charm/day (delta decay), vomma/1% IV², veta/day (vega decay, sign-flipped for market convention). Default view collapses consecutive identical snapshots to surface the latest distinct states. For $-impact views of the same Greeks, use type="risk". • type="risk" — account-wide risk-analysis snapshots: Value-at-Risk (95%/99%), Conditional VaR, portfolio beta, Sharpe ratio, maximum drawdown, volatility, stress test results, and aggregate Greek $-impact exposure. $-Greeks include first-order dollarDelta, dollarGamma (per 1% move), dollarTheta/day, dollarVega (per 1% IV), dollarRho (per 1% rate) and second-order dollarVanna (per 1% IV move), dollarCharm (daily $Δ decay), dollarVomma (per 1% IV), dollarVeta (daily vega decay). Units & sign convention: var95/var99/cvar95/maxDrawdown/volatility are in PERCENT (e.g., 2.5 = 2.5%); volatility is annualized; var95/var99/cvar95/maxDrawdown are POSITIVE loss magnitudes (e.g., var95=2.5 means a 2.5% loss). beta/sharpeRatio are dimensionless. stressResults[].impact is signed $ P&L; impactPercent is signed % of portfolio. details.historicalVarDetails: worstDay is POSITIVE magnitude of the worst single-day LOSS (worstDay=13.46 means a 13.46% loss, NOT a 13.46% gain); bestDay and avgReturn are SIGNED percent returns. Default view collapses consecutive identical snapshots. For raw-unit Greeks, use type="portfolio".
get_stock_prices
ChatGPTGet historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars.
get_stock_prices
ChatGPTGet historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars.
get_stock_splits
ChatGPTGet per-symbol stock split history from Financial Modeling Prep data synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.
get_stock_splits
ChatGPTGet per-symbol stock split history from Financial Modeling Prep data synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.
get_threshold_history
ChatGPTGet SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.
get_threshold_history
ChatGPTGet SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.
get_trading_halts
ChatGPTGet current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.
get_trading_halts
ChatGPTGet current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.
query_analysis
ChatGPTQuery your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so the results stay diverse and readable.
query_analysis
ChatGPTQuery your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so the results stay diverse and readable.
run_screener
ChatGPTRun one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the screener enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusual / gex — main tabs. Use view (ticker|contract, default ticker). Support index (all|sp500|sp400|sp600|etf). Note: index=etf returns rows only in view=contract; ticker view's aggregator does not include ETF rows. For unusual, the threshold param's meaning depends on view: contract view = min volume/OI ratio (float, default 1.0); ticker view = min unusual-contract breadth count (integer, default 1). • dod-change — day-over-day leaderboards. Requires metric (gex|iv|put-call|skew|regime). Optional direction (up|down|all) for gex/iv/put-call. To get DoD skew or regime views, use dod-change with metric=skew or metric=regime — the regime-stress / put-skew screener ids always return the level leaderboard, never the change view. • vrp — volatility risk premium. Requires side (high|low). • max-pain — requires mode (pinning: spot near max pain + high gamma concentration; divergence: spot vs max pain in implied-move σ units). • unusual-directional — requires side (call|put). • market-trends — market-wide avg IV / volume / P/C time series. Optional days (passthrough to proxy; proxy default 365, capped at 730). For token-budget reasons, an LLM may want to pass a smaller days (e.g. 30–90). • earnings-calendar — upcoming earnings reports. Defaults to the next 14 days from today, matching the Morning Report window. Optional symbol to filter to a single ticker; optional days to widen/shorten the window (1..90). • Everything else takes only limit. Returns the raw proxy payload; shape varies by screener. Ranking endpoints typically return { data: Row[], currentDate, priorDate?, metric, ... } where Row includes the ranking metric plus supporting fields (spotPrice, totalOi, atmIv30d, label/stress, etc.). Contract-view endpoints return per-contract rows. market-trends returns time-series aggregates. earnings-calendar returns a bare array of {symbol, date, time, ...} rows. See the per-screener column notes at optionsanalysissuite.com/screeners.
run_screener
ChatGPTRun one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the screener enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusual / gex — main tabs. Use view (ticker|contract, default ticker). Support index (all|sp500|sp400|sp600|etf). Note: index=etf returns rows only in view=contract; ticker view's aggregator does not include ETF rows. For unusual, the threshold param's meaning depends on view: contract view = min volume/OI ratio (float, default 1.0); ticker view = min unusual-contract breadth count (integer, default 1). • dod-change — day-over-day leaderboards. Requires metric (gex|iv|put-call|skew|regime). Optional direction (up|down|all) for gex/iv/put-call. To get DoD skew or regime views, use dod-change with metric=skew or metric=regime — the regime-stress / put-skew screener ids always return the level leaderboard, never the change view. • vrp — volatility risk premium. Requires side (high|low). • max-pain — requires mode (pinning: spot near max pain + high gamma concentration; divergence: spot vs max pain in implied-move σ units). • unusual-directional — requires side (call|put). • market-trends — market-wide avg IV / volume / P/C time series. Optional days (passthrough to proxy; proxy default 365, capped at 730). For token-budget reasons, an LLM may want to pass a smaller days (e.g. 30–90). • earnings-calendar — upcoming earnings reports. Defaults to the next 14 days from today, matching the Morning Report window. Optional symbol to filter to a single ticker; optional days to widen/shorten the window (1..90). • Everything else takes only limit. Returns the raw proxy payload; shape varies by screener. Ranking endpoints typically return { data: Row[], currentDate, priorDate?, metric, ... } where Row includes the ranking metric plus supporting fields (spotPrice, totalOi, atmIv30d, label/stress, etc.). Contract-view endpoints return per-contract rows. market-trends returns time-series aggregates. earnings-calendar returns a bare array of {symbol, date, time, ...} rows. See the per-screener column notes at optionsanalysissuite.com/screeners.
