1. API
  2. Earnings and expected move
  3. IV crush

Earnings and expected move API, GET /iv-crush/{ticker}

How much IV will NVDA lose after it reports, and what move does the current premium imply?

The pre-earnings IV build, the estimated crush and the move priced for the event. Returns the current and ATM IV, the estimated IV after the event and the crush in percent, the expected move and the historical average, and whether the nearest expiration is an earnings play.

Run it on your ticker Download as Markdown Copy for your AI
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.

IVs in percentage points; crush and moves in percent; straddle_price in dollars.

Crush estimate comes from past reports; expected move from the straddle covering the report.

curlBearer token from Account, then API Access
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
     "https://apexvol.com/api/mcp/data/iv-crush/NVDA"
Pythonrequests, nothing else
import requests

headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
r = requests.get("https://apexvol.com/api/mcp/data/iv-crush/NVDA", headers=headers)
r.raise_for_status()
data = r.json()["data"]
print(data["estimated_iv_after_event"])
In Claude, Cursor or ChatGPTthrough the MCP server, no code
You

How much IV crush should I expect on NVDA after earnings?

The assistant calls get_earnings_move_analysis and answers from the JSON below.

Tokens come with every paid or trial plan. Sign in and create one under Account, then API Access, or start a trial. Your ticker, your budget.

GET /api/mcp/data/iv-crush/NVDA200, application/json, captured 2026-09-08
{
  "success": true,
  "data": {
    "atm_iv": 38.3995,
    "current_iv": 34.43,
    "current_rv_annual": 43.4299,
    "days_to_earnings": 71,
    "days_to_expiration": 73,
    "earnings_date": "2026-11-18",
    "estimated_iv_after_event": 38.3995,
    "estimated_iv_crush_pct": 0.0,
    "expected_move": 27.54,
    "expected_move_pct": 11.9583,
    "historical_avg_move_pct": 2.1316,
    "is_earnings_play": false,
    "iv_premium": -8.9999,
    "iv_rank": 14.79,
    "iv_units": "percentage_points",
    "nearest_expiration": "2026-11-20",
    "stock_price": 230.3,
    "straddle_price": 32.4,
    "success": true,
    "ticker": "NVDA",
    "timestamp": "2026-09-08T08:07:33.972081"
  }
}

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.

NameInDefaultRangeMeaning
ticker requiredpathany covered symbolThe underlying, upper case. Use /search to check coverage.
days_beforequery301 to 120Window before the report.
days_afterquery301 to 120Window after the report.

Field by field

What each
number means.

estimated_iv_after_event, estimated_iv_crush_pct
The crush.
expected_move_pct, historical_avg_move_pct
Priced versus typical.
atm_iv, current_iv, iv_premium
The IV build.
earnings_date, days_to_earnings, is_earnings_play
Timing.

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 call https://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 carries Retry-After in seconds.
Errors
401 no or revoked token; 429 Retry-After seconds; 403 Pro plan required; 424 data 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

How much IV crush should I expect on NVDA after earnings?

You

Is AAPL IV elevated going into its report?

You

What move is priced for TSLA earnings versus its history?

More in the prompt library. Set the server up in Claude Desktop, Claude Code, Cursor, ChatGPT, VS Code, Windsurf or Gemini CLI.

Next

The rest of the family,
and the explainer behind it.

Earnings and expected move APIWhat the options market is pricing for the next report, what the stock has actually done on the last twelve, how the straddle would have paid, and one verdict that weighs them. Plus the calendar to find the next one. IV Crush Explained: AAPL & NFLX Earnings ExamplesIV crush with real AAPL & NFLX earnings examples: 8 straight Apple beats but ±2.2% average moves, plus a worked case where calls lost 46% on a 2% move. get_earnings_move_analysis in an MCP clientPrompts for Claude, Cursor and ChatGPT that call this tool.

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