- API
- Portfolio risk
- Portfolio Greeks
Portfolio risk API, POST /portfolio-greeks
What is my net delta, theta and vega across these positions?
Aggregate Greeks and a risk level for a list of stock and option positions. Sums delta, theta and vega across positions, returns exposure as a share of value, daily decay, a risk label and a per-ticker breakdown.
The answer, in one call
Units first,
then the request.
total_delta in share-equivalents; total_theta in dollars per day; total_vega in dollars per vol point; percentages in percent.
Per-share Greeks come from the positions you pass (take them from /chain); stock positions count delta 1 per share.
curl -X POST "https://apexvol.com/api/mcp/data/portfolio-greeks" \
-H "Authorization: Bearer avmcp_YOUR_TOKEN" \
-H "Content-Type: application/json" \
-d '{"positions": [{"ticker": "SPY", "position_type": "STOCK", "quantity": 100, "current_price": 770.25}, {"ticker": "SPY", "position_type": "PUT", "quantity": -1, "strike": 755.0, "expiration": "2026-10-09", "current_price": 6.359999999999999, "delta": -0.3014, "theta": -0.1785, "vega": 0.8379, "iv": 0.1365}]}'import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
body = {"positions": [{"ticker": "SPY", "position_type": "STOCK", "quantity": 100, "current_price": 770.25}, {"ticker": "SPY", "position_type": "PUT", "quantity": -1, "strike": 755.0, "expiration": "2026-10-09", "current_price": 6.359999999999999, "delta": -0.3014, "theta": -0.1785, "vega": 0.8379, "iv": 0.1365}]}
r = requests.post("https://apexvol.com/api/mcp/data/portfolio-greeks", headers=headers, json=body)
r.raise_for_status()
data = r.json()["data"]
print(data)What are my portfolio Greeks: 100 SPY shares and short one 30-delta put?
The assistant calls calculate_portfolio_greeks and answers from the JSON below.{
"success": true,
"data": {
"portfolio_summary": {
"daily_decay_pct": 0.0234,
"delta_exposure_pct": 130.6218,
"risk_level": "LOW",
"total_cost_basis": 0,
"total_delta": 130.14,
"total_pnl": 76389.0,
"total_pnl_pct": 0,
"total_positions": 2,
"total_theta": 17.85,
"total_value": 76389.0,
"total_vega": -83.79,
"vega_risk_pct": 0.1097
},
"positions_by_ticker": {
"SPY": {
"delta": 130.14,
"positions": [
{
"charm": 0,
"current_price": 6.36,
"delta": -0.3014,
"entry_price": 0,
"expiration": "2026-10-09",
"gamma": 0,
"iv": 0.1365,
"position_type": "PUT",
"quantity": -1,
"rho": 0,
"stock_price": 0,
"strike": 755.0,
"theta": -0.1785,
"ticker": "SPY",
"vanna": 0,
"vega": 0.8379,
"vomma": 0
}
],
"theta": 17.85,
"value": 76389.0,
"vega": -83.79
}
},
"success": true,
"timestamp": "2026-09-08T08:07:44.450169"
}
}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 |
|---|---|---|---|---|
positions required | body | array of {ticker, position_type STOCK|CALL|PUT, quantity, strike, expiration, entry_price, current_price, delta, gamma, theta, vega, iv} | The book. |
Field by field
What each
number means.
portfolio_summary.total_delta, total_theta, total_vega- The net Greeks.
portfolio_summary.risk_level, delta_exposure_pct, daily_decay_pct- The read.
positions_by_ticker.<ticker>- Per-ticker delta, theta, vega and value.
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;400missing or malformed body. 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 calculate_portfolio_greeks by name. One URL, a sign-in, no token to paste.
What are my portfolio Greeks: 100 SPY shares and short one 30-delta put?
YouIs my book net long or short vega?
YouRoll up delta and theta across these positions.
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.