BackEdge.ai exposes the deepest U.S. historical options database through MCP — so your AI assistant can query chains, screen contracts, run backtests, and pull Greeks without writing a single line of code.
End-of-day options data for every U.S. equity with listed options — bid, ask, volume, open interest, and all Greeks.
Filter by volume, delta, IV, moneyness, expiration range, and more. Find the exact contracts you need in seconds.
Black-Scholes-Merton Greeks calculated via Wilmott methodology — delta, gamma, theta, vega, rho across every contract.
Underlying price history for every symbol in the database. OHLCV data going back to the start of the options record.
IV surfaces, term structure, and historical IV summaries. See how volatility evolved across strikes and expirations.
Test options strategies against decades of real data — iron condors, verticals, straddles, covered calls, and custom setups.
Connect your AI assistant to decades of institutional-grade options data.
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