ZER0DTE

Real-time options intelligence for AI agents.

20 MCP tools that give your AI assistant live 0DTE options data: dealer exposure, key levels, regime classification, expected moves, and smart-filtered chains.

No installation. No dependencies. One URL. Free beta — 3 sessions/day, no registration.

https://mcp.zer0dte.trade/sse

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How it works

ZER0DTE is an MCP server — a standardized way for AI models to access real-time data. Add one URL to your AI tool's MCP configuration, and you get 19 specialized tools for 0DTE options analysis.

The data pipeline polls live options data every 60 seconds during market hours, computes dealer exposure metrics (GEX, DEX, VEX, CHEX), and serves structured results through the MCP protocol. All computation happens server-side.

Your AI Client ←── MCP Protocol ──→ ZER0DTE Server ←── Compute Pipeline ──→ Live Options Data

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Quick Start

No API key needed. Add the URL and start using it. Data is live during US market hours (9:30–16:00 ET, Mon–Fri).

Claude Code

claude mcp add --transport sse zer0dte https://mcp.zer0dte.trade/sse \
  --header "Authorization: Bearer free-tier"

Free beta: 3 sessions/day, 5/week. Limits are temporary — unlimited API keys coming soon.

Other MCP Clients (Claude Desktop, Cursor, Windsurf)

Add the SSE endpoint with a Bearer token header:

URL: https://mcp.zer0dte.trade/sse
Header: Authorization: Bearer free-tier

First question to ask

Once connected, you have two ways to start:

Minimal: just say Hi — the AI will offer you the current snapshot.

Or go direct:

What's the 0DTE setup on SPX right now?

This calls zer0dte_snapshot and returns regime, key levels, expected move, VIX, and flows in one response. From there, drill into any dimension:

Market state

• "Where are the call and put walls?" → zer0dte_levels
• "Show me GEX distribution by strike" → zer0dte_exposure
• "What regime are we in?" → zer0dte_regime
• "What are vanna and charm flows doing right now?" → zer0dte_flows
• "How much of the expected move has been consumed?" → zer0dte_expected_move
• "Has anything flipped or broken since my last check?" → zer0dte_alert

Options data

• "Show me the 0DTE chain around ATM" → zer0dte_chain
• "How tight are spreads on the 5300 put?" → zer0dte_liquidity

Historical intelligence

• "When did the regime last flip?" → zer0dte_regime_history
• "What happened the last time we were in positive gamma?" → zer0dte_pattern
• "Find sessions similar to today" → zer0dte_compare
• "How did levels and regime evolve last Friday?" → zer0dte_history
• "How often does the call wall actually hold?" → zer0dte_accuracy
• "Did we break out of the opening range?" → zer0dte_opening_range

Trade setup

• "Suggest 10-delta strikes for an iron condor" → zer0dte_strikes
• "Should I enter now?" → zer0dte_entry_score
• "Is there a FOMC event today?" → zer0dte_calendar

Monitoring & pre-market

• "Quick update — where's price vs key levels?" → zer0dte_pulse
• "What happened overnight? Futures, VIX, gap?" → zer0dte_overnight

All 20 tools documented below.

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Tools

Situational Awareness

Tool	Description
zer0dte_snapshot	Full 0DTE situational awareness in one call
zer0dte_pulse	Lightweight monitoring — call every 5-10 minutes
zer0dte_alert	Regime flips, level breaks, VIX spikes
zer0dte_calendar	Economic events, FOMC, early close status
zer0dte_entry_score	Research-backed entry scoring (0-100)
zer0dte_overnight	Pre-market: ES/NQ/RTY futures, VIX, gap analysis

Dealer Positioning

Tool	Description
zer0dte_levels	Key price levels from options positioning
zer0dte_exposure	GEX/DEX/VEX/CHEX exposure by strike
zer0dte_regime	GEX regime classification with context
zer0dte_flows	Vanna and charm flows with drift direction

Options Data

Tool	Description
zer0dte_chain	Smart-filtered 0DTE chain with Greeks
zer0dte_strikes	Delta-targeted strike analysis
zer0dte_liquidity	Bid-ask spread, volume, fill probability
zer0dte_expected_move	Expected price range from IV + straddle

Historical

Tool	Description
zer0dte_accuracy	Historical accuracy of predicted levels
zer0dte_history	Session snapshots for a specific date
zer0dte_compare	Find past sessions similar to today
zer0dte_opening_range	Opening range and breakout status
zer0dte_regime_history	Regime transition history with context
zer0dte_pattern	Pattern matching: similar past setups and outcomes

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Tool Reference

zer0dte_snapshot

Full 0DTE situational awareness in one call. Returns regime classification, key levels (gamma flip, call/put walls, max pain), expected move, volatility context, exposure totals, and flow summary.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: regime, levels, expected move, ATM IV, put/call ratio, total GEX/DEX, flow sentiment.

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zer0dte_levels

Key price levels derived from options positioning. Strikes where dealer hedging creates support, resistance, and magnetic effects.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: gamma flip point, call wall, put wall, max pain, highest OI strike, top 5 GEX strikes, support/resistance levels.

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zer0dte_exposure

GEX/DEX/VEX/CHEX exposure distributed across strikes. Shows where dealer hedging activity is concentrated.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
strike_range	integer	20	Strikes above and below ATM
exposure_type	string	all	gex, dex, vex, chex, or all

Returns: per-strike exposure values with call/put OI breakdown, aggregate totals.

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zer0dte_chain

Smart-filtered 0DTE options chain. Returns only the relevant ATM slice with Greeks and liquidity scores.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
strike_range	integer	10	Strikes above and below ATM
option_type	string	both	call, put, or both
min_volume	integer	0	Minimum volume filter
min_oi	integer	0	Minimum open interest filter

Returns: contracts with bid/ask/mid, Greeks (delta, gamma, theta, vega, IV), volume, OI, liquidity score.

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zer0dte_regime

GEX regime classification with statistical context. Whether dealers are long or short gamma, and what that historically implies for price behavior.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: regime type, GEX magnitude, dealer behavior description, historical context, confidence level, IV, put/call ratios.

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zer0dte_expected_move

Expected price range derived from implied volatility and ATM straddle price. Shows how much of the expected move has been consumed.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: full-day and remaining expected move (% and $), expected range, consumed percentage.

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zer0dte_flows

Aggregated vanna and charm exposure. Second-order Greeks that create systematic buying/selling pressure — charm from time decay, vanna from volatility changes.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: VEX/CHEX totals, charm direction, vanna description, net drift assessment.

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zer0dte_accuracy

Historical accuracy of computed levels. Shows how often gamma flip, call wall, put wall, and expected move held over the lookback period.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
lookback_days	integer	30	Days to analyze

Returns: per-level accuracy percentages with held/tested counts.

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zer0dte_history

All regime snapshots for a specific date. Shows how levels, regime, and price evolved throughout the trading session.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
date	string	today	Date in YYYY-MM-DD format

Returns: array of timestamped snapshots with full regime and level data.

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zer0dte_compare

Find past sessions most similar to today. Compares current regime, GEX magnitude, and IV level against historical sessions.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
top_n	integer	5	Number of similar sessions

Returns: matched sessions with distance metric, regime, return, range.

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zer0dte_calendar

Economic calendar check. FOMC, CPI, NFP events, early close status, blackout windows.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
check_date	string	today	Date in YYYY-MM-DD format

Returns: events, early close flag, blackout windows, risk level, trading assessment.

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zer0dte_opening_range

Opening range: first 60-minute high/low after market open. Breakouts from the opening range historically correlate with trend days.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: OR high/low, range, breakout status, expected move consumed by OR.

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zer0dte_strikes

Strike analysis based on delta targeting and volatility context. Identifies strikes at specified delta levels for common 0DTE structures (iron condors, credit spreads).

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
strategy	string	iron_condor	iron_condor, put_spread, call_spread
target_delta	float	0.10	Target delta for short strikes

Returns: short/long strikes at target delta, estimated credit, distance from price, historical context.

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zer0dte_liquidity

Liquidity assessment: bid-ask spread, volume, and fill probability for strikes near ATM or at specified levels.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
strikes	float[]	near ATM	Specific strikes to check

Returns: per-contract liquidity score, spread analysis, fill probability rating.

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zer0dte_pulse

Lightweight monitoring. Returns price vs key levels, regime status, and risk level. Designed to be called every 5-10 minutes during a session.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: price, regime status, distances to key levels, remaining move, status.

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zer0dte_alert

Monitors for significant changes: regime flips, level breaks, VIX spikes, proximity to key levels. Returns severity-graded alerts.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: alert count, severity breakdown, individual alerts with descriptions.

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zer0dte_entry_score

Should you enter a 0DTE trade right now? Returns a score from 0 to 100 based on multiple market factors evaluated against academic research. The model considers regime dynamics, intraday timing patterns, volatility context, and positioning data.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: score (0-100), verdict (STRONG/DECENT/WEAK/NO TRADE), suggested action.

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zer0dte_regime_history

Regime transition history: what happened the last N times the GEX regime flipped? Returns each transition with from/to regime, duration, GEX at flip, price action, and trigger event.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
lookback_days	integer	30	How many days back to search

Returns: transitions with from/to regime, duration, GEX, price, trigger, regime distribution.

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zer0dte_pattern

Pattern matching: has this setup happened before? Given a regime and/or proximity to a key level, finds historical matches and reports what happened next.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol
regime	string	auto	positive_gamma, negative_gamma, or neutral. Auto-detects if omitted.
near_level	string	none	put_wall, call_wall, or gamma_flip
lookback_days	integer	90	How many days back to search

Returns: matched setups with dates, price moves, duration, bullish percentage, average outcome.

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zer0dte_overnight

Pre-market context: overnight futures (ES, NQ, RTY), VIX/VIX1D/VVIX, gap analysis, and risk sentiment. Designed for the pre-market briefing before the session starts.

Parameter	Type	Default	Description
symbol	string	SPX	Underlying symbol

Returns: futures prices and changes, VIX complex, gap size and direction, risk sentiment assessment.

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What makes this different

• MCP-native from day one — one URL. No dashboard to scrape, no SDK to integrate. Claude, Cursor, Windsurf, Claude Desktop all work out of the box.
• Computed, not raw — GEX, DEX, VEX, CHEX derived server-side from Black-Scholes closed-form. The AI gets structured metrics, not re-chewed chain data.
• Market memory — every regime transition and key level snapshot is stored and queryable. Ask "what happened the last time we were in positive gamma near the put wall?" and get historical matches with actual outcomes.
• Disambiguated tools — 20 tools with explicit WHEN-TO-USE and WHEN-NOT-TO-USE descriptions so the AI picks the right one on the first try. No more "the AI called the wrong tool" failures.
• Educational framing — language is always statistical and educational. "Historically, X% of sessions with this setup showed Y" — never "you should buy".
• Accuracy tracking — historical record of how often computed levels actually held. Trust earned with data, not claims.
• Entry scoring — research-backed 0-100 score (Option Alpha 25K trades, CAIA Papagelis 2025, Kelly-VIX framework). Not a black box.
• Open source — server code on GitHub. Audit the math, read the tool implementations, fork if you want.

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Pricing

Plan	Limit	Price
Free beta	3 sessions/day, 5/week	$0 — no registration
Pro	Unlimited	Coming soon — API key based

Free beta is live now. No API key, no signup. Just add the URL. Current limits are generous and will be reduced — get in early.

Pro tier with unlimited access via API key is in development. Contact info@zer0dte.trade for updates.

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Links

• zer0dte.trade
• @zer0dte_ai
• info@zer0dte.trade

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_{ZER0DTE provides options market data and statistical metrics for informational and educational purposes only. Nothing provided by this service constitutes financial advice, investment recommendations, or solicitation to trade. All trading decisions are your own responsibility.}