- API
- Options Greeks
- Charm exposure
Options Greeks API, GET /charm/{ticker}
How much delta will dealers shed on SPY overnight from charm?
Charm exposure by strike: the delta that decays into tomorrow. Returns total, call and put charm exposure for the chosen expiration and the per-strike breakdown, plus the detailed rows with IV and open interest.
The answer, in one call
Units first,
then the request.
charm_exposure is delta shares per day (positive means dealers gain long delta as time passes).
Dealer convention: dealers short customer positions. Computed from open interest and per-contract charm.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/charm/SPY"
import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
r = requests.get("https://apexvol.com/api/mcp/data/charm/SPY", headers=headers)
r.raise_for_status()
data = r.json()["data"]
print(data["total_charm"])
How much delta decays out of SPY dealer books overnight?
The assistant calls get_charm_exposure and answers from the JSON below.{
"success": true,
"data": {
"call_charm": 10023682.817,
"charm_by_strike": [
{
"charm_exposure": 18249098.4446,
"oi": 2372,
"strike": 769
},
{
"charm_exposure": 16525084.9209,
"oi": 9544,
"strike": 770
},
{
"charm_exposure": -28726617.7301,
"oi": 4457,
"strike": 771
}
],
"data_status": "LIVE",
"detailed": [
{
"charm": 17.7856,
"charm_exposure": 10989702.8596,
"iv": 0.0568,
"oi": 6179,
"strike": 770,
"type": "C"
},
{
"charm": 16.4499,
"charm_exposure": 5535382.0614,
"iv": 0.0615,
"oi": 3365,
"strike": 770,
"type": "P"
},
{
"charm": -67.7526,
"charm_exposure": -9824127.9754,
"iv": 0.0556,
"oi": 1450,
"strike": 771,
"type": "C"
}
],
"dte": 0,
"expiration": "2026-09-08",
"put_charm": -4591755.8741,
"stock_price": 770.25,
"ticker": "SPY",
"total_charm": 5431926.943
}
}
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 | query | nearest | YYYY-MM-DD, a listed expiration | Which expiration to use. Defaults to the nearest one. |
Field by field
What each
number means.
total_charm, call_charm, put_charm- Aggregate charm exposure.
charm_by_strike[].strike, charm_exposure, oi- The per-strike profile.
detailed[]- Per contract with charm, IV and OI.
dte, expiration, stock_price- 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_charm_exposure by name. One URL, a sign-in, no token to paste.
How much delta decays out of SPY dealer books overnight?
YouWhich strikes carry the most charm on QQQ?
YouShow charm exposure on NVDA for the nearest 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.