1. API
  2. Strategies
  3. Simulated chain

Strategies API, POST /simulate-chain

What would the SPY chain look like if the stock rose 2% and IV rose 5 points in 10 days?

Re-prices a chain at a hypothetical spot, days to expiry and IV shift. Black-Scholes what-if: pass chain rows from /chain, or just a ticker and the server fetches the chain, and get every contract re-priced with new Greeks at your scenario.

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.

sim_price in dollars; sim_dte in days; iv_adjustment in IV percentage points; output prices in dollars, IVs as decimals.

Re-pricing holds each contract's IV plus the shift and moves spot and time.

curlBearer token from Account, then API Access
curl -X POST "https://apexvol.com/api/mcp/data/simulate-chain" \
     -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
     -H "Content-Type: application/json" \
     -d '{"ticker": "SPY", "sim_price": 785.65, "sim_dte": 10, "iv_adjustment": 5, "strikes_around": 3}'
Pythonrequests, nothing else
import requests

headers = {"Authorization": "Bearer avmcp_YOUR_TOKEN"}
body = {"ticker": "SPY", "sim_price": 785.65, "sim_dte": 10, "iv_adjustment": 5, "strikes_around": 3}
r = requests.post("https://apexvol.com/api/mcp/data/simulate-chain", headers=headers, json=body)
r.raise_for_status()
data = r.json()["data"]
print(data["sim_price"])
In Claude, Cursor or ChatGPTthrough the MCP server, no code
You

Re-price the SPY chain at 790 with 10 days left and IV up 5 points.

The assistant calls simulate_option_chain 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/simulate-chain200, application/json, captured 2026-09-08
{
  "success": true,
  "data": {
    "chain": [
      {
        "Call Ask": 17.7104,
        "Call Bid": 17.6704,
        "Delta Call": 0.9877,
        "Delta Put": -0.0188,
        "Gamma Call": 0.004,
        "Gamma Put": 0.0053,
        "IV Call": 0.0612,
        "IV Put": 0.0663,
        "IVx Call": 0.1324,
        "IVx Put": 0.0076,
        "Put Ask": 0.0694,
        "Put Bid": 0.0494,
        "Strike": 769.0,
        "Theta Call": -0.112,
        "Theta Put": -0.0179,
        "Vega Call": 0.0414,
        "Vega Put": 0.0599
      },
      {
        "Call Ask": 16.7084,
        "Call Bid": 16.6884,
        "Delta Call": 0.9852,
        "Delta Put": -0.0222,
        "Gamma Call": 0.0048,
        "Gamma Put": 0.0063,
        "IV Call": 0.0596,
        "IV Put": 0.0646,
        "IVx Call": 0.1334,
        "IVx Put": 0.0089,
        "Put Ask": 0.0796,
        "Put Bid": 0.0596,
        "Strike": 770.0,
        "Theta Call": -0.1137,
        "Theta Put": -0.0199,
        "Vega Call": 0.0486,
        "Vega Put": 0.0688
      },
      {
        "Call Ask": 15.7199,
        "Call Bid": 15.6999,
        "Delta Call": 0.9816,
        "Delta Put": -0.0282,
        "Gamma Call": 0.0059,
        "Gamma Put": 0.0078,
        "IV Call": 0.0584,
        "IV Put": 0.0639,
        "IVx Call": 0.1349,
        "IVx Put": 0.0115,
        "Put Ask": 0.1005,
        "Put Bid": 0.0805,
        "Strike": 771.0,
        "Theta Call": -0.116,
        "Theta Put": -0.024,
        "Vega Call": 0.0586,
        "Vega Put": 0.0841
      }
    ],
    "expiration": "2026-09-08",
    "iv_adjustment": 5,
    "sim_dte": 10,
    "sim_price": 785.65
  }
}

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
sim_price requiredbodydollarsHypothetical spot.
sim_dte requiredbodydaysDays to expiration in the scenario.
iv_adjustmentbody0IV pointsShift applied to every IV.
chainbodyrows from /chainRows to re-price.
tickerbodysymbolFetch the chain when rows are omitted.
expirationbodynearestYYYY-MM-DDWhich expiration to fetch.
strikes_aroundbody200 for allStrikes per side.

Field by field

What each
number means.

chain[].Strike, Call Bid, Call Ask, Put Bid, Put Ask
Re-priced quotes.
chain[].Delta Call, Gamma Call, Theta Call, Vega Call and the put twins
Re-priced Greeks.
sim_price, sim_dte, iv_adjustment, expiration
The scenario echoed.

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

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

Re-price the SPY chain at 790 with 10 days left and IV up 5 points.

You

What would my NVDA calls be worth if the stock fell 5% tomorrow?

You

Simulate the AAPL chain at a 3% higher spot.

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. How Options Pricing Works: The Complete GuideHow options pricing works: the 6 factors that set every premium, the intrinsic and extrinsic split, Black-Scholes, and how Greeks measure risk. simulate_option_chain in an MCP clientPrompts for Claude, Cursor and ChatGPT that call this tool.

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