GammaRips Options Intelligence

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 scan_date >= 2026-08-24 (liquid-universe era): the 100 most liquid optionable name

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, flow_intent_reasoning). If the ticker isn't in the pool for the date, the error lists

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: open interest, session volume, last trade, day range, underlying price, greeks. Cach

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) — row-level realized bracket LABELS joined to point-in-time features. horizon "same_day"

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). Optionally pass a bracket (target_pct/ stop_pct, PERCENT of the 10:00 ET anchor) and the res

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) when spot VIX > VIX3M (backwardation — the market pricing imminent volatility is an adve

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 scan dates have GammaRips data, with per-date signal counts (the raw scan's data-

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 documented field. * `name` given — a methodology playbook (markdown) by name, OR two

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), titles deduped. Use `limit`. Args: date: report date YYYY-MM-DD (report view; defa