How to write interceptor that can read "context" set before operation invocation?

[KARR, DAVID (ATTSI)]

I have to write some interceptors that have to read from more than just
the outgoing or incoming message.  Before the operation invocation, the
client code needs to put some data into a "context" that the interceptor
can read.  This container needs to be thread-local.  I've looked through
the doc, the examples, and the existing interceptors, and I don't see a
clue for how to do this.