- API
- Options chain
- Historical chain
Options chain API, GET /chain-at-time/{ticker}
How was SPY's 21 August chain priced at the close on 14 August?
The end-of-day chain snapshot for a past trade date. Returns calls and puts for one expiration as they were priced at the close of a past trading day, with quotes, IV, Greeks, volume and open interest.
The answer, in one call
Units first,
then the request.
Prices in dollars; implied_vol as a decimal; Greeks per share.
End-of-day snapshot from the historical feed. Both the expiration and the trade date must be past dates.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/chain-at-time/SPY?expiration=2026-08-21&trade_date=2026-08-14"
import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
params = {"expiration": "2026-08-21", "trade_date": "2026-08-14"}
r = requests.get("https://apexvol.com/api/mcp/data/chain-at-time/SPY", headers=headers, params=params)
r.raise_for_status()
data = r.json()["data"]
print(data["strike"])
Show the SPY chain for 21 August as it was priced on 14 August.
The assistant calls get_historical_chain and answers from the JSON below.{
"success": true,
"data": {
"calls": [
{
"ask": 4.75,
"bid": 4.69,
"delta": 0.5747,
"epsilon": -0.0857,
"expiration": "2026-08-21",
"gamma": 0.0436,
"implied_vol": 0.0895,
"open_interest": 54326,
"rho": 0.0848,
"right": "C",
"strike": 775,
"theta": -0.3008,
"underlying_price": 776.07,
"vega": 0.4203,
"volume": 6045
},
{
"ask": 4.14,
"bid": 4.12,
"delta": 0.5315,
"epsilon": -0.0792,
"expiration": "2026-08-21",
"gamma": 0.0452,
"implied_vol": 0.0885,
"open_interest": 5227,
"rho": 0.0785,
"right": "C",
"strike": 776,
"theta": -0.2954,
"underlying_price": 776.07,
"vega": 0.4277,
"volume": 8446
},
{
"ask": 3.59,
"bid": 3.57,
"delta": 0.486,
"epsilon": -0.0724,
"expiration": "2026-08-21",
"gamma": 0.0462,
"implied_vol": 0.0874,
"open_interest": 5722,
"rho": 0.0718,
"right": "C",
"strike": 777,
"theta": -0.2877,
"underlying_price": 776.07,
"vega": 0.427,
"volume": 15012
}
],
"expiration": "2026-08-21",
"puts": [
{
"ask": 3.13,
"bid": 3.12,
"delta": -0.4253,
"epsilon": -0.0857,
"expiration": "2026-08-21",
"gamma": 0.0436,
"implied_vol": 0.09,
"open_interest": 6989,
"rho": -0.0637,
"right": "P",
"strike": 775,
"theta": -0.3008,
"underlying_price": 776.07,
"vega": 0.4203,
"volume": 17977
},
{
"ask": 3.55,
"bid": 3.53,
"delta": -0.4685,
"epsilon": -0.0792,
"expiration": "2026-08-21",
"gamma": 0.0452,
"implied_vol": 0.0889,
"open_interest": 1969,
"rho": -0.0702,
"right": "P",
"strike": 776,
"theta": -0.2954,
"underlying_price": 776.07,
"vega": 0.4277,
"volume": 8064
},
{
"ask": 4.0,
"bid": 3.98,
"delta": -0.514,
"epsilon": -0.0724,
"expiration": "2026-08-21",
"gamma": 0.0462,
"implied_vol": 0.0877,
"open_interest": 2999,
"rho": -0.0771,
"right": "P",
"strike": 777,
"theta": -0.2877,
"underlying_price": 776.07,
"vega": 0.427,
"volume": 8247
}
],
"ticker": "SPY",
"time_of_day": "EOD",
"trade_date": "2026-08-14",
"underlying_price": 776.07
}
}
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. | |
expiration required | query | YYYY-MM-DD | The expiration to fetch. | |
trade_date required | query | YYYY-MM-DD, a past trading day | The day whose close to use. |
Field by field
What each
number means.
calls[], puts[]- One row per strike per side.
strike, bid, ask, implied_vol- The quote and IV that day.
delta, gamma, theta, vega, rho- Greeks at the close.
underlying_price, trade_date, time_of_day- Context.
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_historical_chain by name. One URL, a sign-in, no token to paste.
Show the SPY chain for 21 August as it was priced on 14 August.
YouWhat was the IV of the NVDA 200 call on the day before earnings?
YouPull the AAPL chain snapshot from last Friday.
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.