Scenario analysis API endpoint, Portfolio risk

The answer, in one call

Units first,
then the request.

stock_move_pct and iv_change_pct in percent; P&L in dollars.

First-order Greeks-based estimate from the Greeks you pass; not a full re-pricing.

curlBearer token from Account, then API Access

curl -X POST "https://apexvol.com/api/mcp/data/scenario-analysis" \
     -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}], "scenarios": [{"stock_move_pct": -5, "iv_change_pct": 20, "days_forward": 5}]}'

Pythonrequests, nothing else

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}], "scenarios": [{"stock_move_pct": -5, "iv_change_pct": 20, "days_forward": 5}]}
r = requests.post("https://apexvol.com/api/mcp/data/scenario-analysis", headers=headers, json=body)
r.raise_for_status()
data = r.json()["data"]
print(data["current_value"])

In Claude, Cursor or ChatGPTthrough the MCP server, no code

You

What happens to my positions if SPY falls 5% and IV jumps 20% in 5 days?

The assistant calls run_scenario_analysis and answers from the JSON below.

JSON bodypositions, scenarios

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.

POST /api/mcp/data/scenario-analysis200, application/json, captured 2026-09-08

{
  "success": true,
  "data": {
    "current_value": 76389.0,
    "scenarios": [
      {
        "days_forward": 5,
        "delta_contribution": -5797.5674,
        "estimated_pnl": -5928.2762,
        "estimated_pnl_pct": -7.7606,
        "iv_change_pct": 20,
        "new_portfolio_value": 70460.7238,
        "scenario_name": "+-5% stock, 20% IV",
        "stock_move_pct": -5,
        "theta_contribution": 70.2965,
        "vega_contribution": -207.3894
      }
    ],
    "success": true,
    "timestamp": "2026-09-08T08:07:45.686052"
  }
}

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		as /portfolio-greeks	The book.
`scenarios`	body	[]	array of {stock_move_pct, iv_change_pct, days_forward}	What to test.

Field by field

What each
number means.

scenarios[].estimated_pnl, estimated_pnl_pct: The outcome.
scenarios[].delta_contribution, vega_contribution, theta_contribution: What drove it.
current_value, scenarios[].new_portfolio_value: Before and after.

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 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; 403 Pro plan required; 400 missing 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 run_scenario_analysis by name. One URL, a sign-in, no token to paste.

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

You

What happens to my positions if SPY falls 5% and IV jumps 20% in 5 days?

You

Run a +3% / -10 vol scenario on my NVDA book.

You

Show P&L for three scenarios on these positions.

More in the prompt library. Set the server up in Claude Desktop, Claude Code, Cursor, ChatGPT, VS Code, Windsurf or Gemini CLI.

Portfolio risk APISend the positions and get back net delta, theta and vega with a risk level, the P&L under the scenarios you name, a standard stress battery, and the shares or puts that bring delta to target. Options Risk Management: Protecting Your PortfolioLearn essential risk management techniques for options trading including position sizing, max loss rules, and portfolio allocation strategies. run_scenario_analysis in an MCP clientPrompts for Claude, Cursor and ChatGPT that call this tool.

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.

Start free trial Create a free account

Real market data, not a sandbox. See it live on AAPL.

What happens to my book if SPY drops 5% and IV rises 20% over 5 days?

Units first,then the request.

Bounded,and the bounds are stated.

What eachnumber means.

Before thefirst call.

Ask for itin an MCP client.

The rest of the family,and the explainer behind it.

Included withevery paid plan.