1. API
  2. Strategies
  3. Analyze strategy

Strategies API, POST /analyze-strategy

What are the Greeks, breakevens and odds on this set of legs?

Analyzes any custom legs: net Greeks, max profit and loss, breakevens, probability of profit and the P&L curve. Accepts your own legs with premiums and returns the aggregate economics. Fetches live spot when stock_price is omitted.

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.

Premiums in dollars per share; totals per one-lot; probability_of_profit in percent.

Analytic Black-Scholes on the leg IVs you supply, or chain IVs when omitted.

curlBearer token from Account, then API Access
curl -X POST "https://apexvol.com/api/mcp/data/analyze-strategy" \
     -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
     -H "Content-Type: application/json" \
     -d '{"ticker": "SPY", "legs": [{"type": "PUT", "action": "SELL", "strike": 755.0, "expiration": "2026-10-09", "premium": 6.359999999999999, "quantity": 1, "delta": -0.3014, "theta": -0.1785, "vega": 0.8379, "iv": 0.1365}, {"type": "PUT", "action": "BUY", "strike": 750.0, "expiration": "2026-10-09", "premium": 5.35, "quantity": 1, "delta": -0.2581, "theta": -0.1735, "vega": 0.7454, "iv": 0.1416}, {"type": "CALL", "action": "SELL", "strike": 785.0, "expiration": "2026-10-09", "premium": 4.785, "quantity": 1, "delta": 0.297, "theta": -0.1318, "vega": 0.8329, "iv": 0.1084}, {"type": "CALL", "action": "BUY", "strike": 790.0, "expiration": "2026-10-09", "premium": 3.275, "quantity": 1, "delta": 0.2281, "theta": -0.1136, "vega": 0.735, "iv": 0.1062}], "name": "Iron condor from /build-strategy"}'
Pythonrequests, nothing else
import requests

headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
body = {"ticker": "SPY", "legs": [{"type": "PUT", "action": "SELL", "strike": 755.0, "expiration": "2026-10-09", "premium": 6.359999999999999, "quantity": 1, "delta": -0.3014, "theta": -0.1785, "vega": 0.8379, "iv": 0.1365}, {"type": "PUT", "action": "BUY", "strike": 750.0, "expiration": "2026-10-09", "premium": 5.35, "quantity": 1, "delta": -0.2581, "theta": -0.1735, "vega": 0.7454, "iv": 0.1416}, {"type": "CALL", "action": "SELL", "strike": 785.0, "expiration": "2026-10-09", "premium": 4.785, "quantity": 1, "delta": 0.297, "theta": -0.1318, "vega": 0.8329, "iv": 0.1084}, {"type": "CALL", "action": "BUY", "strike": 790.0, "expiration": "2026-10-09", "premium": 3.275, "quantity": 1, "delta": 0.2281, "theta": -0.1136, "vega": 0.735, "iv": 0.1062}], "name": "Iron condor from /build-strategy"}
r = requests.post("https://apexvol.com/api/mcp/data/analyze-strategy", headers=headers, json=body)
r.raise_for_status()
data = r.json()["data"]
print(data["net_premium"])
In Claude, Cursor or ChatGPTthrough the MCP server, no code
You

Analyze this iron condor on SPY: sell 750 put, buy 745 put, sell 790 call, buy 795 call for October.

The assistant calls analyze_strategy 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.

POST /api/mcp/data/analyze-strategy200, application/json, captured 2026-09-08
{
  "success": true,
  "data": {
    "breakevens": [
      752.48,
      787.52
    ],
    "legs_summary": [
      {
        "action": "SELL",
        "expiration": "2026-10-09",
        "iv": 0.1365,
        "premium": 6.36,
        "quantity": 1,
        "strike": 755.0,
        "type": "PUT"
      },
      {
        "action": "SELL",
        "expiration": "2026-10-09",
        "iv": 0.1084,
        "premium": 4.785,
        "quantity": 1,
        "strike": 785.0,
        "type": "CALL"
      },
      {
        "action": "BUY",
        "expiration": "2026-10-09",
        "iv": 0.1062,
        "premium": 3.275,
        "quantity": 1,
        "strike": 790.0,
        "type": "CALL"
      }
    ],
    "max_loss": -248.0,
    "max_profit": 252.0,
    "net_delta": -0.0256,
    "net_premium": -252.0,
    "net_theta": 0.0232,
    "net_vega": -0.1904,
    "pnl_curve": [
      [
        600.0,
        -248.0
      ],
      [
        603.5152,
        -248.0
      ],
      [
        607.0303,
        -248.0
      ]
    ],
    "probability_of_profit": 41.7,
    "risk_reward_ratio": 1.0161,
    "stock_price": 770.25,
    "strategy_name": "Iron condor from /build-strategy",
    "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.

NameInDefaultRangeMeaning
ticker requiredbodysymbolThe underlying.
legs requiredbodyarray of {type, action, strike, expiration, premium, quantity, delta, theta, vega, iv}The legs.
stock_pricebodylivedollarsOverride spot.
namebodytextA label for the result.

Field by field

What each
number means.

net_premium, max_profit, max_loss, risk_reward_ratio
The economics.
net_delta, net_theta, net_vega
Aggregate Greeks.
breakevens[], probability_of_profit
Where it pays and how often.
pnl_curve[]
Price and P&L pairs at expiration.

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; 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 analyze_strategy by name. One URL, a sign-in, no token to paste.

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

Analyze this iron condor on SPY: sell 750 put, buy 745 put, sell 790 call, buy 795 call for October.

You

What are the breakevens on a NVDA 200/210 call spread?

You

Give me the Greeks and probability of profit on my legs.

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.

Strategies APIName a strategy and a ticker and get the legs, Greeks, breakevens and probability of profit back. Send your own legs for the same analysis, let a grid search pick the strikes, or re-price a whole chain under a hypothetical move. Options Spread Trading: Complete GuideOptions spread trading guide: learn vertical spreads, calendar spreads, diagonal spreads, and ratio spreads, and when to use each type. analyze_strategy in an MCP clientPrompts for Claude, Cursor and ChatGPT that call this tool.

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