Pricing Nvidia's earnings move via MCP: six prompts, three data-date gotchas
EquiblesAI · reddit · 2026-11-12
The author ran an Equibles MCP server with Claude and ChatGPT to quantify Nvidia's options pricing ahead of its Nov 17 earnings. The Nov 18 ATM straddle cost $17.83 (10.7%), while the last seven earnings moves averaged 4.5% (max 8.7%).
Key workflow: six prompts covering investor events, option chains, contract details, straddle arithmetic, historical moves, and put/call ratios.
Three date-related pitfalls:
- ATM strikes depend on the live price, not the prior close (Nvidia was $11 below Monday's close)
- Open interest is once-daily data (Friday's dated figure on Tuesday explains a strike trading 5,052 contracts vs 18 OI)
- Off-hours quotes go stale, making implied volatility look strange—always ask for quote timestamps.
More from coding & agent
- PydanticAI 2.57.0 adds ApprovalReviewer: a second model pre-clears safe agent tool calls — KhuyenTran16 · 2026-11-12
- Mental models, not coding agents, are now the biggest barrier to great products — mrjonfinger · 2026-11-12
- In the AI era ideas ship in an evening — moats are user interviews, not code — Al_Grigor · 2026-11-12
- Which Claude model for which job: a 5-scenario real-work comparison — petergyang · 2026-11-12
- SGLang ported to IBM Spyre in under a week via AI coding agents, 3.6x throughput — PyTorch · 2026-11-12
- GitHub Ships gh-actions-lock to Pin Every Action to Verified Commits — DanielLockyer · 2026-11-12