VRP time series API endpoint, Implied volatility

The answer, in one call

Units first,
then the request.

All values are annualised percentage points (iv_units).

Same bases as /vrp: iv_basis and hv_basis are returned with the series.

curlBearer token from Account, then API Access

curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
     "https://apexvol.com/api/mcp/data/vrp/NVDA/timeseries?lookback_days=60"

Pythonrequests, nothing else

import requests

headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
params = {"lookback_days": "60"}
r = requests.get("https://apexvol.com/api/mcp/data/vrp/NVDA/timeseries", headers=headers, params=params)
r.raise_for_status()
data = r.json()["data"]
print(data["current"])

In Claude, Cursor or ChatGPTthrough the MCP server, no code

You

Chart NVDA's volatility risk premium over the last 3 months.

The assistant calls get_volatility_risk_premium and answers from the JSON below.

ticker *any covered symbol

lookback_days10 to 504

hv_period5 to 252

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/vrp/NVDA/timeseries?lookback_days=60200, application/json, captured 2026-09-08

{
  "success": true,
  "data": {
    "as_of": "2026-09-08T08:07:00.490425",
    "current": {
      "hv": 45.06,
      "hv_period": 30,
      "iv": 33.05,
      "vrp": -12.01
    },
    "hv_basis": "close_to_close_log_returns_annualized_252",
    "iv_basis": "iv30d_constant_maturity_eod",
    "iv_units": "percentage_points",
    "ticker": "NVDA",
    "timeseries": [
      {
        "date": "2026-07-24",
        "hv": 36.17,
        "iv": 40.05,
        "vrp": 3.88
      },
      {
        "date": "2026-07-27",
        "hv": 38.63,
        "iv": 44.02,
        "vrp": 5.39
      },
      {
        "date": "2026-07-28",
        "hv": 38.64,
        "iv": 44.53,
        "vrp": 5.89
      }
    ]
  }
}

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.
`lookback_days`	query	60	10 to 504	How many trading days of history.
`hv_period`	query	30	5 to 252	Realized-vol window per point.

Field by field

What each
number means.

timeseries[].date, iv, hv, vrp: The daily series.
current: Today's iv, hv, vrp and the hv_period used.
as_of: Last date in the series.

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 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 Premium 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_volatility_risk_premium by name. One URL, a sign-in, no token to paste.

Prompts that hit this endpointcopy one into Claude, Cursor or ChatGPT

You

Chart NVDA's volatility risk premium over the last 3 months.

You

Has AAPL's IV been above realized for most of the year?

You

Give me the IV versus HV series for TSLA as a table.

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

Implied volatility APIIV rank, IV percentile, the 52-week range, the vol cone, the term structure and the premium over realized. Each one is a GET that returns the number the terminal draws. Volatility Risk Premium (VRP): The Seller’s EdgeThe volatility risk premium explained: why option sellers usually get paid, how to measure VRP with matched tenors, and how to read a negative premium. get_volatility_risk_premium in an MCP clientPrompts for Claude, Cursor and ChatGPT that call this tool.

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.

Start free trial Create a free account

Real market data, not a sandbox. See it live on AAPL.

How has the gap between NVDA's implied and realized vol moved over the last few months?

Units first,then the request.

Bounded,and the bounds are stated.

What eachnumber means.

Before thefirst call.

Ask for itin an MCP client.

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

Included withevery paid plan.