- API
- Earnings and expected move
- Expected move batch
Earnings and expected move API, GET /batch/expected-move
How much is the market pricing each of these names to move by the next expiration?
Straddle-implied expected move for up to 25 symbols in a single request. Returns the expected move payload of the single endpoint for each symbol in tickers, keyed by symbol under results: the expiration used, days to expiry, spot, the move in dollars and in percent, and the implied range. Without expiration each symbol uses its own nearest expiration after today, so the horizons can differ across a mixed list; pass expiration to line them up. A symbol with no two-sided ATM straddle lands in errors and never fails the others. One rate-limit unit per call; the monthly allowance is spent per symbol.
The answer, in one call
Units first,
then the request.
expected_move_dollars in the underlying's price; expected_move_percent in percentage points (1.91 means 1.91 percent).
Per symbol, identical to /expected-move/{ticker}: the at-the-money straddle mid price for the expiration, taken as one standard deviation, against the live spot rather than the expiration's forward.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/batch/expected-move?tickers=SPY,AAPL,NVDA"
import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
params = {"tickers": "SPY,AAPL,NVDA"}
r = requests.get("https://apexvol.com/api/mcp/data/batch/expected-move", headers=headers, params=params)
r.raise_for_status()
data = r.json()["data"]
print(data["tickers"])
What are the expected moves for SPY, AAPL and NVDA into Friday?
The assistant calls calculate_expected_move and answers from the JSON below.{
"success": true,
"data": {
"errors": {},
"failed": 0,
"note": "One rate-limit unit for the whole call; the monthly allowance is spent per symbol, exactly as if each were called alone.",
"requested": 3,
"results": {
"AAPL": {
"dte": 1,
"expected_move_dollars": 7.1,
"expected_move_percent": 2.25,
"expiration": "2026-09-09",
"lower_bound": 308.96,
"stock_price": 316.06,
"ticker": "AAPL",
"upper_bound": 323.16
},
"NVDA": {
"dte": 1,
"expected_move_dollars": 4.74,
"expected_move_percent": 2.05,
"expiration": "2026-09-09",
"lower_bound": 225.93,
"stock_price": 230.67,
"ticker": "NVDA",
"upper_bound": 235.41
},
"SPY": {
"dte": 1,
"expected_move_dollars": 4.08,
"expected_move_percent": 0.53,
"expiration": "2026-09-09",
"lower_bound": 764.31,
"stock_price": 768.39,
"ticker": "SPY",
"upper_bound": 772.47
}
},
"succeeded": 3,
"tickers": [
"SPY",
"AAPL",
"NVDA"
]
}
}
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 |
|---|---|---|---|---|
tickers required | query | 1 to 25 symbols, comma-separated | The underlyings, upper case, duplicates dropped. A symbol with no listed options answers 404 for the whole call and names the symbol. | |
expiration | query | each symbol's nearest expiration after today | YYYY-MM-DD | One expiration for every symbol, so the moves share a horizon. |
Field by field
What each
number means.
tickers, requested, succeeded, failed- The symbols asked for and how many answered.
results.{SYMBOL}.expiration, dte- The expiration priced and its days to expiry.
results.{SYMBOL}.expected_move_dollars, expected_move_percent- The one standard deviation move.
results.{SYMBOL}.lower_bound, upper_bound- Spot minus and plus the move.
errors.{SYMBOL}- Why a symbol is missing from results.
Access, limits, errors
Before the
first call.
- Plan
- Premium Premium 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;403Premium plan required;424no symbol in the batch returned data;404a symbol with no listed options; the whole call fails and the body names it. The full list with payload shapes is on the errors page.- Since
- API 1.19. 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 calculate_expected_move by name. One URL, a sign-in, no token to paste.
What are the expected moves for SPY, AAPL and NVDA into Friday?
YouWhich of my earnings names has the biggest implied move this week?
YouGive me the implied ranges for the Mag 7 through the monthly expiration.
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.