1. API
  2. Options Greeks
  3. Greeks heatmap

Options Greeks API, GET /greeks-heatmap/{ticker}

Where are NVDA's gamma and vega concentrated across strikes and expirations?

Per-contract Greeks as strike-by-expiration matrices, with the OI walls and max pain. Returns matrices of delta, gamma, theta, vega, rho, vanna, charm and IV over the strike and expiration grid, the aggregates by strike and by expiration, and the open-interest call and put walls plus max pain.

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

Greeks are per share for one contract. The iv matrix is a decimal. Strikes in dollars.

Values are per-contract Greeks from the chain, not dealer exposure; for exposure use /greeks-exposure.

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

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

Where is gamma concentrated on NVDA across the next 4 expirations?

The assistant calls get_greeks_heatmap 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/greeks-heatmap/NVDA200, application/json, captured 2026-09-08
{
  "success": true,
  "data": {
    "aggregates": {
      "charm": {
        "by_expiration": [
          -92401.1106,
          -242908.5109,
          -7145.8524
        ],
        "by_strike": [
          5190.4907,
          76.8262,
          9861.3066
        ]
      },
      "delta": {
        "by_expiration": [
          3546428.01,
          10557890.51,
          727504.27
        ],
        "by_strike": [
          1090601.21,
          15281.14,
          2807343.01
        ]
      },
      "gamma": {
        "by_expiration": [
          375676.8438,
          725053.3309,
          53555.5989
        ],
        "by_strike": [
          251.0156,
          2.0766,
          1635.0796
        ]
      },
      "rho": {
        "by_expiration": [
          108122.08,
          337183.04,
          38718.26
        ],
        "by_strike": [
          71678.42,
          670.55,
          198218.26
        ]
      },
      "theta": {
        "by_expiration": [
          -2007981.62,
          -4739399.08,
          -290533.85
        ],
        "by_strike": [
          -4464.65,
          -29.7,
          -22074.51
        ]
      },
      "vanna": {
        "by_expiration": [
          657303.858,
          4607537.5648,
          228262.6166
        ],
        "by_strike": [
          -145440.2013,
          -1200.6728,
          -370078.0536
        ]
      },
      "vega": {
        "by_expiration": [
          725724.59,
          2246953.63,
          211792.29
        ],
        "by_strike": [
          2597.99,
          13.2,
          12797.51
        ]
      }
    },
    "as_of": "2026-09-08T07:49:22.291337+00:00",
    "data_points": 192,
    "earnings_date": null,
    "expirations": [
      "Sep 09 (1 DTE)",
      "Sep 11 (3 DTE)",
      "Sep 14 (6 DTE)"
    ],
    "expirations_raw": [
      "2026-09-09",
      "2026-09-11",
      "2026-09-14"
    ],
    "greek_matrices": {
      "charm": [
        [
          0.035,
          0.0008,
          0.0367
        ],
        [
          0.0242,
          0.0287,
          0.0065
        ],
        [
          0.0158,
          null,
          0.0059
        ]
      ],
      "delta": [
        [
          0.9998,
          0.9998,
          0.9998
        ],
        [
          1.0,
          1.0,
          1.0
        ],
        [
          0.9976,
          null,
          0.9923
        ]
      ],
      "gamma": [
        [
          0.0,
          0.0,
          0.0
        ],
        [
          0.0,
          0.0,
          0.0
        ],
        [
          0.0007,
          null,
          0.0014
        ]
      ],
      "iv": [
        [
          1.9166,
          1.0773,
          1.6971
        ],
        [
          1.4744,
          1.5669,
          0.85
        ],
        [
          1.4007,
          null,
          0.6896
        ]
      ],
      "rho": [
        [
          0.0253,
          0.0257,
          0.026
        ],
        [
          0.0,
          0.0,
          0.0
        ],
        [
          0.0077,
          null,
          0.0157
        ]
      ],
      "theta": [
        [
          -0.0,
          -0.0,
          -0.0
        ],
        [
          -0.0,
          -0.0,
          -0.0
        ],
        [
          -0.0055,
          null,
          -0.017
        ]
      ],
      "vanna": [
        [
          -0.0366,
          -0.0016,
          -0.0433
        ],
        [
          -0.099,
          -0.1104,
          -0.0459
        ],
        [
          -0.1363,
          null,
          -0.1033
        ]
      ],
      "vega": [
        [
          0.0,
          0.0,
          0.0
        ],
        [
          0.0,
          0.0,
          0.0
        ],
        [
          0.003,
          null,
          0.0073
        ]
      ]
    },
    "greek_matrix": [
      [
        0.9998,
        0.9998,
        0.9998
      ],
      [
        1.0,
        1.0,
        1.0
      ],
      [
        0.9976,
        null,
        0.9923
      ]
    ],
    "greek_type": "delta",
    "levels": {
      "max_pain": 222.5,
      "max_pain_expiration": "2026-09-09",
      "oi_call_wall": 240.0,
      "oi_put_wall": 200.0
    },
    "option_type": "calls",
    "stock_price": 230.3,
    "strikes": [
      185.0,
      187.5,
      190.0
    ],
    "ticker": "NVDA"
  }
}

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.
option_typequerycallscalls, puts or netWhich side to grid; net is calls minus puts.
greekquerydeltadelta, gamma, theta, vega, rho, vanna, charm or ivThe Greek returned as greek_matrix and greek_type. Under compact detail only its matrix and aggregates are kept.

Field by field

What each
number means.

greek_type, greek_matrix[expiration][strike]
The requested Greek.
strikes[], expirations[]
The axes of every matrix.
greek_matrices.<greek>[strike][expiration]
One matrix per Greek plus iv.
aggregates.<greek>.by_strike, by_expiration
Sums along each axis.
levels.oi_call_wall, oi_put_wall, max_pain
Reference levels.

Access, limits, errors

Before the
first call.

Plan
Basic Basic 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; 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_greeks_heatmap by name. One URL, a sign-in, no token to paste.

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

Where is gamma concentrated on NVDA across the next 4 expirations?

You

Show me the vega heatmap for AAPL puts.

You

Which strike has the most call open interest on SPY?

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.

Options Greeks APILook a contract up by its delta instead of its strike. Pull a heatmap of any Greek across the whole surface. Sum a book. The Greeks arrive on the row, so nothing has to be re-derived. Options Greeks Explained: Delta, Gamma, Theta, Vega & Rho (2026 Guide)Options Greeks complete guide: definitions, formulas, intuitive examples, and how each Greek shapes P&L. Visual cheat sheet plus position-Greek aggregation. get_greeks_heatmap in an MCP clientPrompts for Claude, Cursor and ChatGPT that call this tool.

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