- API
- Earnings and expected move
- Earnings verdict
Earnings and expected move API, GET /earnings-verdict/{ticker}
Should I buy or sell the NVDA earnings straddle?
One call that scores the earnings straddle: priced move versus history, IV crush, drift and wings, with a verdict. Combines the priced event move, the historical move distribution, consistency, IV crush, post-earnings drift and the earnings smile into an edge score and a signal with reasons and suggested structures. Preliminary when the report is far out.
ProPlan and above, from $55/mo
1MCP tool that calls it
2026-09-08Sample captured from the live endpoint
The answer, in one call
Units first,
then the request.
Moves in percent; IVs in percentage points; edge_score and confidence 0 to 100.
Historical moves are close-to-open gaps on the reaction day. The implied move is the straddle for the expiration after the report.
curlBearer token from Account, then API Access
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/earnings-verdict/NVDA"Pythonrequests, nothing else
import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
r = requests.get("https://apexvol.com/api/mcp/data/earnings-verdict/NVDA", headers=headers)
r.raise_for_status()
data = r.json()["data"]
print(data["direction"])In Claude, Cursor or ChatGPTthrough the MCP server, no code
You
Should I buy or sell the NVDA earnings straddle?
The assistant calls get_earnings_move_analysis and answers from the JSON below.GET /api/mcp/data/earnings-verdict/NVDA200, application/json, captured 2026-09-08
{
"success": true,
"data": {
"confidence": {
"consistency_label": "Moderate",
"move_consistency_ratio": 0.79,
"move_range_max": 16.4,
"move_range_min": 0.53,
"move_stddev": 4.42,
"quarters_analyzed": 12,
"straddle_return_stddev": 1.8
},
"direction": {
"avg_down_move": -4.07,
"avg_up_move": 7.65,
"directional_bias": "slight_bearish",
"down_count": 7,
"quarters": [
{
"date": "2026-08-26",
"gap_move_pct": 6.3,
"move": 8.74,
"straddle_return": 5.9
},
{
"date": "2026-05-20",
"gap_move_pct": -0.53,
"move": -1.77,
"straddle_return": 6.1
},
{
"date": "2026-02-25",
"gap_move_pct": -0.66,
"move": -5.46,
"straddle_return": 6.1
}
],
"up_count": 5
},
"edge": {
"avg_straddle_return": 8.0,
"diffusion_move_pct": 13.07,
"edge_components": {
"consistency": 20.8,
"magnitude": 47.8,
"mispricing": 50.0,
"variance": 100.0
},
"edge_interpretation": "Moderate edge",
"edge_score": 47.9,
"event_variance_share": 0.1371,
"historical_avg_close_to_close_pct": 5.56,
"historical_avg_move_basis": "gap",
"historical_avg_move_pct": 3.83,
"implied_move_atm_strike": 230.0,
"implied_move_expiration": "2026-11-20",
"implied_move_model_pct": 4.8,
"implied_move_model_sigma_pct": 6.0,
"implied_move_pct": 5.21,
"implied_move_source": "chain_event",
"implied_move_straddle_price": 32.4,
"move_ratio": 1.36,
"straddle_dte": 73,
"straddle_forecast_price": 1.44,
"straddle_hit_rate": 16.6667,
"straddle_market_price": 1.99,
"straddle_mispricing_is_event": false,
"straddle_mispricing_pct": 38.2,
"straddle_move_pct": 14.07,
"straddle_smooth_price": 2.03
},
"success": true,
"ticker": "NVDA",
"timestamp": "2026-09-08T08:07:28.913001",
"timing": {
"atm_iv": 32.0,
"current_rv_annual": 37.9,
"days_to_earnings": 71,
"earnings_date": "2026-11-18",
"earnings_exp_atm_iv": 38.08,
"estimated_iv_after_event": null,
"estimated_iv_crush_pct": null,
"expected_move_pct": 11.96,
"is_earnings_play": false,
"iv_hv_xern_ratio_1m": 0.91,
"iv_hv_xern_ratio_1y": 0.9,
"iv_premium": -5.9,
"iv_rank": 12.0,
"preliminary": true,
"stock_price": 230.3,
"straddle_m1_spans_event": false,
"straddle_price": 32.4
},
"verdict": {
"confidence": 33,
"preliminary": true,
"reasons": [
"Report is 71 days out: the 5.2% priced event move is an early read against a 3.8% average gap and is not scored yet",
"Straddle buyers won only 17% of the last 12 quarters (gap vs breakeven)"
],
"signal": "NO_CLEAR_EDGE",
"suggested_strategies": [
"Wait for better setup",
"Small position if trading"
]
},
"wings": {
"butterfly_25d": {
"earnings": 0.87,
"reference": 0.46
},
"call_skew_25d": {
"earnings": -0.31,
"reference": -0.7
},
"chart": {
"deltas": [
10,
15,
20
],
"earnings_smile": [
38.33,
37.92,
37.75
],
"reference_smile": [
37.73,
37.21,
37.02
]
},
"decomposition": {
"deltas": [
5,
10,
15
],
"values": [
0.37,
0.6,
0.71
]
},
"earnings_atm_iv": 37.99,
"earnings_dte": 73,
"earnings_exp": "2026-11-20",
"historical": {
"avg_butterfly_shift": -0.02,
"avg_rr_shift": -0.23,
"count": 8,
"quarters": [
{
"butterfly_shift": -0.03,
"days": [
{
"butterfly": 0.32,
"date": "2026-08-19",
"days_before": 7,
"put_skew_25d": 1.25,
"risk_reversal": -1.86
},
{
"butterfly": 1.05,
"date": "2026-08-20",
"days_before": 6,
"put_skew_25d": 1.28,
"risk_reversal": -0.46
},
{
"butterfly": 0.84,
"date": "2026-08-21",
"days_before": 5,
"put_skew_25d": 0.9,
"risk_reversal": -0.13
}
],
"earnings_date": "8/26/2026",
"rr_shift": 1.39
},
{
"butterfly_shift": -0.27,
"days": [
{
"butterfly": 0.59,
"date": "2026-05-13",
"days_before": 7,
"put_skew_25d": 0.2,
"risk_reversal": 0.78
},
{
"butterfly": 0.6,
"date": "2026-05-14",
"days_before": 6,
"put_skew_25d": -0.62,
"risk_reversal": 2.45
},
{
"butterfly": 0.54,
"date": "2026-05-15",
"days_before": 5,
"put_skew_25d": 0.16,
"risk_reversal": 0.76
}
],
"earnings_date": "5/20/2026",
"rr_shift": 0.77
},
{
"butterfly_shift": 0.0,
"days": [
{
"butterfly": 0.68,
"date": "2026-02-18",
"days_before": 7,
"put_skew_25d": 4.19,
"risk_reversal": -7.02
},
{
"butterfly": 0.51,
"date": "2026-02-19",
"days_before": 6,
"put_skew_25d": 3.95,
"risk_reversal": -6.89
},
{
"butterfly": 0.6,
"date": "2026-02-20",
"days_before": 5,
"put_skew_25d": 4.11,
"risk_reversal": -7.03
}
],
"earnings_date": "2/25/2026",
"rr_shift": -0.7
}
]
},
"per_wing_premium": {
"call": 0.5,
"put": 0.6
},
"put_skew_25d": {
"distortion": 0.44,
"earnings": 2.06,
"reference": 1.62,
"signal": "Normal skew shape: symmetric risk pricing"
},
"reference_atm_iv": 37.7,
"reference_dte": 101,
"reference_exp": "2026-12-18",
"risk_reversal": {
"earnings": -2.37,
"reference": -2.32,
"signal": "Balanced: no strong directional positioning"
},
"steepness": {
"call": 0.08,
"put": 1.76
},
"summary": "Put wings carry +0.6 pts of earnings premium. Call wings carry +0.5 pts. Event risk is priced roughly symmetrically across wings.",
"tail_risk": {
"earnings_call_10d": 0.34,
"earnings_put_10d": 7.06,
"reference_call_10d": 0.03,
"reference_put_10d": 6.33
},
"tails_5d": {
"earnings_call_5d": 1.29,
"earnings_put_5d": 11.07,
"reference_call_5d": 1.21,
"reference_put_5d": 11.19
},
"term_structure": [
{
"dte": -4,
"expiration": "2026-09-04",
"is_earnings": false,
"is_reference": false,
"premiums": {
"5": {
"call": -22.29,
"put": -22.49
},
"10": {
"call": -22.18,
"put": -22.6
},
"15": {
"call": -22.08,
"put": -22.75
},
"20": {
"call": -21.98,
"put": -22.99
},
"25": {
"call": -21.91,
"put": -23.4
},
"30": {
"call": -21.93,
"put": -24.1
},
"35": {
"call": -22.11,
"put": -24.77
},
"40": {
"call": -22.6,
"put": -26.41
},
"45": {
"call": -23.74,
"put": -29.94
}
}
},
{
"dte": 1,
"expiration": "2026-09-09",
"is_earnings": false,
"is_reference": false,
"premiums": {
"5": {
"call": -11.93,
"put": -12.06
},
"10": {
"call": -11.8,
"put": -12.08
},
"15": {
"call": -11.66,
"put": -12.08
},
"20": {
"call": -11.49,
"put": -12.1
},
"25": {
"call": -11.31,
"put": -12.16
},
"30": {
"call": -11.12,
"put": -12.34
},
"35": {
"call": -10.91,
"put": -12.8
},
"40": {
"call": -10.63,
"put": -13.84
},
"45": {
"call": -9.91,
"put": -16.4
}
}
},
{
"dte": 3,
"expiration": "2026-09-11",
"is_earnings": false,
"is_reference": false,
"premiums": {
"5": {
"call": -7.58,
"put": -7.59
},
"10": {
"call": -7.48,
"put": -7.53
},
"15": {
"call": -7.32,
"put": -7.42
},
"20": {
"call": -7.11,
"put": -7.34
},
"25": {
"call": -6.86,
"put": -7.32
},
"30": {
"call": -6.61,
"put": -7.46
},
"35": {
"call": -6.4,
"put": -7.97
},
"40": {
"call": -6.3,
"put": -9.27
},
"45": {
"call": -6.45,
"put": -12.56
}
}
}
]
}
}
}Every response is wrapped as {"success": true, "data": {...}}. Lists in the sample are cut to a few rows so it fits on a page; the shape is exactly what your code receives.
Parameters
Bounded,
and the bounds are stated.
Out-of-range numbers are clamped to the documented range, never silently changed to something else. A missing required field returns 400 with the reason.
| Name | In | Default | Range | Meaning |
|---|---|---|---|---|
ticker required | path | any covered symbol | The underlying, upper case. Use /search to check coverage. |
Field by field
What each
number means.
verdict.signal, confidence, preliminary, reasons- The answer and why.
edge.edge_score, edge_interpretation, avg_straddle_return- How the straddle has paid historically.
timing.earnings_date, days_to_earnings, expected_move_pct, atm_iv- The setup.
direction, confidence- Bias and consistency of past moves.
wings- The earnings smile against the reference expiration.
Access, limits, errors
Before the
first call.
- Plan
- Pro Pro and above. Tokens are issued to paid and trial accounts from $55 a month; each endpoint follows the tier of its web feature. An endpoint above your plan answers 402 and names the plan it needs.
- Auth
- Bearer token, prefix
avmcp_, created under Account, then API Access. Shown once, hashed at rest, rotates in one click. Always callhttps://apexvol.com, never www. - Limits
- 60 requests a minute and 1,000 an hour per token, plus a monthly allowance by plan. Every response carries the remaining counts in
X-RateLimit-*headers; a 429 carriesRetry-Afterin seconds. - Errors
401no or revoked token;429Retry-After seconds;403Pro plan required;424data feed unavailable, retry. The full list with payload shapes is on the errors page.- Since
- API 1.0. Units, bases and timestamps follow the conventions shared by every endpoint; changes are logged in the API changelog.
- Machine-readable
- This page as Markdown, the family as one file, the whole API as llms-full.txt or OpenAPI 3.1.
The same data, in plain English
Ask for it
in an MCP client.
Connect the ApexVol MCP server and the assistant calls get_earnings_move_analysis by name. One URL, a sign-in, no token to paste.
Prompts that hit this endpointcopy one into Claude, Cursor or ChatGPT
You
Should I buy or sell the NVDA earnings straddle?
YouIs the AAPL earnings move over or underpriced?
YouGive me an earnings verdict for TSLA with the reasons.
More in the prompt library. Set the server up in Claude Desktop, Claude Code, Cursor, ChatGPT, VS Code, Windsurf or Gemini CLI.
Included with
every paid plan.
From $55 a month, tier-matched: your token queries the data your plan includes and Pro unlocks the full surface.
Real market data, not a sandbox. See it live on AAPL.