- API
- Options Greeks
- Third-order Greeks
Options Greeks API, GET /third-order-greeks/{ticker}
How fast do SPY's gamma and vega change as spot and vol move?
Speed, zomma, color, vomma and ultima by strike, with definitions. Returns the third-order Greeks per strike and per contract for one expiration, with a definitions block so a caller can label them.
The answer, in one call
Units first,
then the request.
Per-share sensitivities for one contract; speed is gamma per dollar of spot, color is gamma per day, vomma is vega per vol point.
Analytic Black-Scholes derivatives on the chain IV.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/third-order-greeks/SPY"import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
r = requests.get("https://apexvol.com/api/mcp/data/third-order-greeks/SPY", headers=headers)
r.raise_for_status()
data = r.json()["data"]
print(data["definitions"])Show third-order Greeks for SPY at the money.
The assistant calls get_third_order_greeks and answers from the JSON below.{
"success": true,
"data": {
"data_status": "LIVE",
"definitions": {
"charm": "dDelta/dTime - Delta decay over time",
"color": "dGamma/dTime - How gamma changes as time passes",
"speed": "dGamma/dSpot - Rate of change of gamma with spot price",
"ultima": "dVomma/dVol - Third derivative wrt volatility",
"vanna": "dDelta/dVol - Delta sensitivity to volatility",
"vomma": "dVega/dVol - Convexity of vega (volga)",
"zomma": "dGamma/dVol - Sensitivity of gamma to volatility changes"
},
"detailed": [
{
"charm": 17.7874,
"color": -87.5795,
"iv": 0.0568,
"speed": -0.0285,
"strike": 770,
"type": "C",
"ultima": -3.5317,
"vanna": -1.2757,
"vomma": 0.0677,
"zomma": -4.129
},
{
"charm": 16.4516,
"color": -81.4013,
"iv": 0.0615,
"speed": -0.0226,
"strike": 770,
"type": "P",
"ultima": -2.5843,
"vanna": -1.0907,
"vomma": 0.0535,
"zomma": -3.552
},
{
"charm": -67.758,
"color": -65.5505,
"iv": 0.0556,
"speed": 0.0641,
"strike": 771,
"type": "C",
"ultima": -18.3207,
"vanna": 2.8936,
"vomma": 0.3634,
"zomma": -3.3136
}
],
"dte": 0,
"expiration": "2026-09-08",
"greeks_by_strike": [
{
"charm": 76.9258,
"color": -30.0987,
"speed": -0.0772,
"strike": 769,
"ultima": -32.2742,
"vanna": -3.7337,
"vomma": 0.8049,
"zomma": -1.2163
},
{
"charm": 17.1195,
"color": -84.4904,
"speed": -0.0256,
"strike": 770,
"ultima": -3.058,
"vanna": -1.1832,
"vomma": 0.0606,
"zomma": -3.8405
},
{
"charm": -65.3123,
"color": -64.6529,
"speed": 0.0567,
"strike": 771,
"ultima": -15.6858,
"vanna": 2.6714,
"vomma": 0.3219,
"zomma": -3.1162
}
],
"stock_price": 770.25,
"ticker": "SPY"
}
}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.
greeks_by_strike[].speed, zomma, color, vomma, ultima, vanna, charm- Per strike.
detailed[]- Per contract with type and IV.
definitions- One line per Greek.
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_third_order_greeks by name. One URL, a sign-in, no token to paste.
Show third-order Greeks for SPY at the money.
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