- API
- Implied volatility
- Volatility cone
Implied volatility API, GET /volatility-cone/{ticker}
How does NVDA's implied vol at each tenor compare with what the stock has actually realized over the same windows?
A realized-volatility cone per tenor next to the chain IV at the same tenor. For each requested window (10, 20, 30, 60, 90 days by default) returns the current realized vol, its historical min, percentiles, mean and max, and the interpolated implied vol at that tenor, so a caller can see whether options are rich or cheap along the curve.
The answer, in one call
Units first,
then the request.
All volatilities are annualised percentage points. iv_to_rv_ratio is a plain ratio.
Per-tenor IVs are interpolated from the chain (iv_basis). Realized vol is close-to-close over the window (hv_basis). Each tenor flags earnings_in_window and carries rv_ex_earnings with the earnings reaction sessions removed.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/volatility-cone/NVDA"
import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
r = requests.get("https://apexvol.com/api/mcp/data/volatility-cone/NVDA", headers=headers)
r.raise_for_status()
data = r.json()["data"]
print(data["realized_vol_30d"])
Show me NVDA's volatility cone. Is 30-day IV rich to realized?
The assistant calls get_volatility_cone and answers from the JSON below.{
"success": true,
"data": {
"current_iv": 33.73,
"earnings_in_window": true,
"hv_basis": "close_to_close_log_returns_annualized_252",
"iv30d": 33.05,
"iv_basis": "chain_interpolated_per_tenor",
"iv_units": "percentage_points",
"realized_vol_30d": 45.0597,
"realized_vol_30d_ex_earnings": 38.2226,
"ticker": "NVDA",
"timestamp": "2026-09-08T07:49:01.919949",
"volatility_cone": {
"10d": {
"current_rv": 58.3175,
"difference": -25.9975,
"earnings_in_window": true,
"iv": 32.32,
"iv_to_rv_ratio": 0.5542,
"max": 58.9167,
"mean_rv": 38.6147,
"median_rv": 39.1835,
"min": 16.5158,
"p10": 25.6954,
"p25": 31.1498,
"p75": 45.0427,
"p90": 51.8898,
"period": 10,
"rv": 58.3175,
"rv_ex_earnings": 39.8305
},
"20d": {
"current_rv": 44.8025,
"difference": -12.3025,
"earnings_in_window": true,
"iv": 32.5,
"iv_to_rv_ratio": 0.7254,
"max": 47.3461,
"mean_rv": 39.23,
"median_rv": 39.0719,
"min": 25.8829,
"p10": 33.2992,
"p25": 35.8786,
"p75": 43.5439,
"p90": 45.5091,
"period": 20,
"rv": 44.8025,
"rv_ex_earnings": 33.7829
},
"30d": {
"current_rv": 45.0597,
"difference": -11.3297,
"earnings_in_window": true,
"iv": 33.73,
"iv_to_rv_ratio": 0.7486,
"max": 47.4467,
"mean_rv": 39.283,
"median_rv": 39.2371,
"min": 31.5777,
"p10": 34.3931,
"p25": 36.8516,
"p75": 41.6358,
"p90": 44.5353,
"period": 30,
"rv": 45.0597,
"rv_ex_earnings": 38.2226
},
"60d": {
"current_rv": 40.5623,
"difference": -2.1623,
"earnings_in_window": true,
"iv": 38.4,
"iv_to_rv_ratio": 0.9467,
"max": 42.965,
"mean_rv": 39.3644,
"median_rv": 40.1113,
"min": 34.9747,
"p10": 36.5381,
"p25": 37.2865,
"p75": 40.9827,
"p90": 41.8987,
"period": 60,
"rv": 40.5623,
"rv_ex_earnings": 37.6954
},
"90d": {
"current_rv": 42.1894,
"difference": -4.1694,
"earnings_in_window": true,
"iv": 38.02,
"iv_to_rv_ratio": 0.9012,
"max": 42.9185,
"mean_rv": 39.4155,
"median_rv": 39.3601,
"min": 36.2709,
"p10": 37.9139,
"p25": 38.6209,
"p75": 40.1866,
"p90": 40.704,
"period": 90,
"rv": 42.1894,
"rv_ex_earnings": 40.3067
}
}
}
}
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. | |
periods | query | 10,20,30,60,90 | CSV of 2 to 252, at most 8 values | Windows in trading days. |
Field by field
What each
number means.
volatility_cone.<tenor>.iv- Implied vol interpolated to that tenor.
volatility_cone.<tenor>.current_rv- Realized vol over the most recent window of that length.
volatility_cone.<tenor>.p10 to p90, min, max- Where realized vol has ranged historically at that tenor.
volatility_cone.<tenor>.rv_ex_earnings- Realized vol with earnings reaction days dropped.
realized_vol_30d, realized_vol_30d_ex_earnings- The 30-day figures at the top level.
iv30d- The vendor 30-day IV for reconciliation with /vrp.
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;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_volatility_cone by name. One URL, a sign-in, no token to paste.
Show me NVDA's volatility cone. Is 30-day IV rich to realized?
YouWhere does AAPL's realized vol sit in its historical range at 20 and 60 days?
YouCompare implied to realized across tenors for TSLA.
More in the prompt library. Set the server up in Claude Desktop, Claude Code, Cursor, ChatGPT, VS Code, Windsurf or Gemini CLI.
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