canli-mcp / Volatility surface

How do I get an implied volatility surface into an AI chat?

Ask for it through canli-mcp. volatility_surface reads every listed expiration of a US option chain and returns the smile at each one and the at-the-money term structure, drawn as a heatmap and curves in hosts that show MCP Apps.

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Show me SPY's implied volatility surface.

The agent finds the tool through canli-mcp's find_tool and runs it through run_tool. This is the call:

{
  "name": "volatility_surface",
  "arguments": {
    "symbol": "SPY"
  }
}

What came back

Recorded from canli-mcp 0.11.1 on 2026-10-25, with no API key set. The model read 2,183 characters.

What volatility_surface returned: term structure, every row
expiration	days	atm iv	put 25 delta iv	call 25 delta iv	risk reversal	butterfly
2026-10-26	1	0.1095	0.1204	0.0999	0.0205	0.0007
2026-10-27	2	0.1263	0.1412	0.1132	0.028	0.0009
2026-10-28	3	0.1481	0.1647	0.1325	0.0322	0.0005
2026-10-29	4	0.1577	0.1754	0.1409	0.0345	0.0005
2026-10-30	5	0.1624	0.184	0.1422	0.0418	0.0007
2026-11-02	8	0.1487	0.1699	0.1287	0.0412	0.0006
2026-11-03	9	0.1503	0.1732	0.13	0.0432	0.0013
2026-11-04	10	0.1556	0.1803	0.1344	0.0459	0.0017

The result volatility_surface sent back, in full form

{
  "ref": "r6",
  "underlying": {
    "symbol": "SPY",
    "price": 759.97,
    "iv30": 0.14862,
    "as_of": "2026-10-25 03:25:43"
  },
  "term_structure": {
    "columns": [
      "expiration",
      "days",
      "atm_iv",
      "put_25_delta_iv",
      "call_25_delta_iv",
      "risk_reversal",
      "…"
    ],
    "rows": [
      [
        "2026-10-26",
        1,
        0.1095,
        0.1204,
        0.0999,
        0.0205,
        "…"
      ],
      [
        "2026-10-27",
        2,
        0.1263,
        0.1412,
        0.1132,
        0.028,
        "…"
      ],
      [
        "2026-10-28",
        3,
        0.1481,
        0.1647,
        0.1325,
        0.0322,
        "…"
      ],
      [
        "2026-10-29",
        4,
        0.1577,
        0.1754,
        0.1409,
        0.0345,
        "…"
      ],
      [
        "2026-10-30",
        5,
        0.1624,
        0.184,
        0.1422,
        0.0418,
        "…"
      ],
      [
        "2026-11-02",
        8,
        0.1487,
        0.1699,
        0.1287,
        0.0412,
        "…"
      ],
      "…"
    ]
  },
  "smile": {
    "columns": [
      "expiration",
      "iv_at_0.8",
      "iv_at_0.9",
      "iv_at_0.95",
      "iv_at_1",
      "iv_at_1.05",
      "…"
    ],
    "rows": [
      [
        "2026-10-26",
        0.7442,
        0.4075,
        0.2366,
        0.1095,
        0.1775,
        "…"
      ],
      [
        "2026-10-27",
        0.6452,
        0.3918,
        0.2364,
        0.1263,
        0.1532,
        "…"
      ],
      [
        "2026-10-28",
        0.6436,
        0.3833,
        0.2355,
        0.1481,
        0.1515,
        "…"
      ],
      [
        "2026-10-29",
        0.6226,
        0.3701,
        0.2355,
        0.1577,
        0.1384,
        "…"
      ],
      [
        "2026-10-30",
        0.6044,
        0.3584,
        0.2398,
        0.1624,
        0.1341,
        "…"
      ],
      [
        "2026-11-02",
        0.5356,
        0.3184,
        0.2183,
        0.1487,
        0.1178,
        "…"
      ],
      "…"
    ],
    "note": "iv_at_0.9 is the implied volatility at a strike of 90 percent of the underlying price, interpolated from out-of-the-money options (puts belo…"
  },
  "source": "https://www.cboe.com/delayed_quotes/spy/quote_table",
  "limits": [
    "Cboe's public delayed quotes (at least 15 minutes old) and its implied volatilities and greeks, as Cboe computes them; for personal use unde…",
    "Not investment advice.",
    "risk_reversal is the 25-delta put's IV minus the 25-delta call's (positive: downside protection costs more); butterfly is their average minu…"
  ]
}

Prices, filings and statistics are as the sources published them on that day; run the call again for today's. Nothing here is investment advice.

The same answer as a view

In a host that draws MCP Apps, view: true shows the person the whole result and gives the model a summary. Watch it, then try it: below the clip is canli-mcp's real view, playing a recording.

Volatility surface

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The tools behind the answer

From canli-mcp's tool index
Tool	Pack	What it does
`volatility_surface`	markets	The implied volatility surface from Cboe's delayed option data: at-the-money IV by expiration (term structure), 25-delta put and call IV with the risk reversal and butterfly (skew), and IV at fixed moneyness from 80 to 120 percent of the price (smile).

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{ "mcpServers": { "canli": { "command": "npx", "args": ["-y", "canli-mcp"] } } }

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