- API
- Strategies
- Build strategy
Strategies API, POST /build-strategy
What does a 30-delta SPY iron condor look like right now, legs and all?
Builds a named strategy from the live chain and returns the legs with full analysis. Given a ticker and strategy type, selects strikes from the live chain around the target delta and width, and returns the legs with premium and Greeks plus net premium, max profit and loss, breakevens, probability of profit and the P&L curve.
The answer, in one call
Units first,
then the request.
Premiums in dollars per share; max_profit and max_loss in dollars per one-lot; probability_of_profit in percent; leg iv as a decimal.
Strikes are chosen from the live chain by delta; premiums are mid quotes.
curl -X POST "https://apexvol.com/api/mcp/data/build-strategy" \
-H "Authorization: Bearer avmcp_YOUR_TOKEN" \
-H "Content-Type: application/json" \
-d '{"ticker": "SPY", "strategy_type": "iron_condor", "dte": 30}'import requests
headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
body = {"ticker": "SPY", "strategy_type": "iron_condor", "dte": 30}
r = requests.post("https://apexvol.com/api/mcp/data/build-strategy", headers=headers, json=body)
r.raise_for_status()
data = r.json()["data"]
print(data["name"])Build a 30-delta iron condor on SPY expiring in about 30 days.
The assistant calls build_strategy and answers from the JSON below.{
"success": true,
"data": {
"analysis": {
"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",
"ticker": "SPY"
},
"created_at": "2026-09-08T08:06:42.457860",
"legs": [
{
"action": "SELL",
"delta": -0.3014,
"expiration": "2026-10-09",
"iv": 0.1365,
"premium": 6.36,
"quantity": 1,
"strike": 755.0,
"theta": -0.1785,
"type": "PUT",
"vega": 0.8379
},
{
"action": "SELL",
"delta": 0.297,
"expiration": "2026-10-09",
"iv": 0.1084,
"premium": 4.785,
"quantity": 1,
"strike": 785.0,
"theta": -0.1318,
"type": "CALL",
"vega": 0.8329
},
{
"action": "BUY",
"delta": 0.2281,
"expiration": "2026-10-09",
"iv": 0.1062,
"premium": 3.275,
"quantity": 1,
"strike": 790.0,
"theta": -0.1136,
"type": "CALL",
"vega": 0.735
}
],
"name": "Iron Condor",
"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 | body | symbol | The underlying. | |
strategy_type required | body | iron_condor, credit_spread, straddle, strangle and others | Which structure. | |
expiration | body | YYYY-MM-DD | Expiration; dte is used when absent. | |
dte | body | 30 | days | Target days to expiration. |
width | body | 5 | dollars | Wing width. |
target_delta | body | 0.3 | 0.05 to 0.50 | Short-strike delta. |
Field by field
What each
number means.
legs[].type, action, strike, expiration, premium, delta, theta, vega, iv- The legs.
analysis.net_premium, max_profit, max_loss, breakevens- The economics.
analysis.probability_of_profit, pnl_curve- The odds and the curve.
name, stock_price- Context.
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 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;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 build_strategy by name. One URL, a sign-in, no token to paste.
Build a 30-delta iron condor on SPY expiring in about 30 days.
YouSet up a credit put spread on NVDA 5 wide.
YouBuild a strangle on AAPL for the October expiration.
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.