Black-Scholes option price and Greeks (delta, gamma, vega, theta) from JSON keys spot, strike, tau (years; 3-month = 0.25), sigma (annualized volatility), and is_call (boolean). Pure closed-form calculation, no market data looked up or stored. vega is ∂price/∂sigma per 1.0 volatility (not per 1%).

ClinicalTrials.gov registry lookup by company, drug, or intervention; returns study status, phase, sponsor, enrollment, and completion data. Registry data only, not medical advice or proof of efficacy.

Convert an amount between currencies using public daily/historical FX rates backed by ECB reference data.

S&P 500, Nasdaq-100, and Russell 2000 constituents and GICS sectors.

Compute trade P&L statistics from caller-supplied realized P&L values: win rate, profit factor, max drawdown, and rolling-window statistics. No market data or account access -- purely a function of the numbers supplied.

Look up SEC EDGAR filings for a US equity ticker: recent filings by form type, insider (Form 4) transactions, CIK resolution, or an excerpt of a specific filing's MD&A/risk-factors/liquidity section. Default action returns recent filings.

Options-style volatility regime: ATR percentile and market-regime detection for a futures instrument.

Extract clean readable text from caller-supplied HTML (no URL fetch).

Diff two OpenAPI specs: breaking changes, added paths, and contract drift.

Diff JSON, apply JSON Patch, or validate XML/XSD and CSV/tabular data; this is general-purpose structured-data tooling, not OpenAPI-specific diffing.

Validate IBAN, ISBN, and similar identifiers by format and checksum (not real-world verification).