# ApexVol API & MCP — Reference for Claude > Self-contained reference for the ApexVol options-analytics API. Save this file in your project (e.g. as `apexvol-api.md`, or next to your `CLAUDE.md`) so Claude can implement against it. - **Base URL:** `https://apexvol.com` - **Auth:** send `Authorization: Bearer avmcp_` on every request (active Pro plan required) - **Docs version:** 1.10 - **Updated:** 4 August 2026 ## Overview Two ways to reach the same data, both using one Pro API token: - **REST API** — Bearer-token HTTP endpoints under `/api/mcp/data/*`. Call them from any language. - **MCP server** — the `apexvol-mcp` client that exposes those endpoints to Claude as natural-language tools. It calls the same REST API under the hood, so anything below you can also just ask Claude for. ## Authentication - Every request: `Authorization: Bearer avmcp_…` - Tokens require an active **Pro** subscription — create and manage them yourself under **Account → API Access** on apexvol.com. - Pasting your token into your local Claude config (or a private setup chat) is the intended, safe way to wire this up. You only need to rotate a token if it is exposed somewhere **public** — a committed file, a shared screenshot, or a public post. - Create or rotate tokens any time under **Account → API Access**; a revoked token returns `401` immediately, so generate a fresh one and update `APEXVOL_API_TOKEN`. ## Response format & errors - **Success:** `{ "success": true, "data": { … } }` - **Error:** `{ "success": false, "error": "message" }` with an HTTP status: | Status | Meaning | |--------|---------| | `401` | Missing, malformed, expired, or revoked token | | `403` | Valid token but not entitled — `beta_required` (no API access) or `tier_required: pro` (not on Pro) | | `426` | `upgrade_required` — your `apexvol-mcp` client is below the minimum supported version | | `429` | Rate limit (60/min or 1000/hr per token), or `budget_exceeded` (monthly API capacity reached) | | `5xx` | Server error | **Rate limits:** 60 requests/minute and 1000/hour per token, plus an aggregate monthly usage cap. Back off and retry on `429`. ## Index symbols (SPX, NDX, RUT, VIX, XSP, DJX) Cash-settled index symbols are supported, but behave differently from equities — two gotchas to handle if you build against them (e.g. an SPX pre-market brief): - **Price is a forward, not spot.** The price field returned on chain/strike data is the parity-implied **forward** for that expiration, not the index spot. On an index this can sit **20–30 points above spot**. Use the **nearest expiration's** value as your spot/ATM proxy, and don't compare it directly to a live index quote. - **Use the index root, not an ETF proxy.** Query `SPX` (not `SPY`) when you want the cash index; the two have different levels, multipliers, and settlement. ## Using it in Claude (MCP) Install the client from PyPI: ```bash pipx install apexvol-mcp # or: pip install apexvol-mcp ``` To update later, `pipx upgrade apexvol-mcp` (or `pip install -U apexvol-mcp`). A `426 upgrade_required` response means your client is below the minimum supported version — upgrade to fix. Add to Claude Code (`.mcp.json`) or Claude Desktop config: ```json { "mcpServers": { "apexvol": { "command": "apexvol-mcp", "env": { "APEXVOL_API_TOKEN": "avmcp_YOUR_TOKEN_HERE" } } } } ``` Then ask Claude, e.g. *"What's the IV rank for SPY?"* or *"Build an iron condor on AAPL."* ## Calling the REST API directly (Python) A minimal client that handles the three conventions every endpoint shares — the `Bearer` header, `429` back-off, and unwrapping `data` / raising on `success: false`. Build your own helpers on top of `get()`. ```python import os, time, requests class ApexVolClient: """Minimal client for the ApexVol token API.""" BASE = "https://apexvol.com/api/mcp/data" def __init__(self, token): self.s = requests.Session() self.s.headers["Authorization"] = f"Bearer {token}" def get(self, path, **params): for attempt in range(4): r = self.s.get(f"{self.BASE}{path}", params=params, timeout=30) if r.status_code == 429: # rate limited -> back off and retry time.sleep(2 ** attempt) # 1s, 2s, 4s, 8s continue r.raise_for_status() # 401 / 403 / 5xx -> exception body = r.json() if not body.get("success"): # {"success": false, "error": "..."} raise RuntimeError(body.get("error", "request failed")) return body["data"] # hand back just the payload raise RuntimeError("rate-limited after retries") client = ApexVolClient(os.environ["APEXVOL_API_TOKEN"]) gex = client.get("/gex/SPX") # one endpoint ivr = client.get("/iv-rank/AAPL") # another # now write your own logic (e.g. spx_premarket_brief) on top of client.get() ``` ## Claude tools In Claude, the integration exposes these tools (each maps to an endpoint below): | Category | Tools | |----------|-------| | Options chain | `get_options_chain, get_expirations, get_options_by_delta, get_stock_price, calculate_expected_move, get_historical_chain` | | Volatility | `get_iv_rank, get_volatility_cone, get_volatility_risk_premium, get_term_structure, find_iv_opportunities, get_vix_snapshot, get_monies_surface` | | Greeks & GEX | `get_gex, get_charm_exposure, get_third_order_greeks, get_greeks_heatmap, get_cross_index_gex` | | Options flow | `get_options_flow, get_smart_money_flow, scan_volatility_arb` | | Strategy | `build_strategy, analyze_strategy, optimize_strategy, simulate_option_chain, calculate_probability_of_profit` | | Risk | `calculate_portfolio_greeks, run_scenario_analysis, generate_stress_tests, get_hedge_recommendations` | | Events & screening | `get_earnings_calendar, analyze_earnings_history, screen_market, get_market_overview, get_economic_calendar` | | Ticker analytics | `get_ticker_analytics (skew, dividends, borrow_rate, correlation, hv_regimes, price_context, relative_value, greeks_exposure), get_earnings_move_analysis (mispricing, historical_moves, expected_vs_actual, verdict, seasonality, post_drift, iv_crush), get_max_pain, get_volume_profile, get_zero_dte, get_orats_cores, search_tickers, scan_relative_value` | ## Endpoints 59 endpoints. All paths are relative to `https://apexvol.com` and require the Bearer header. ### `GET /api/mcp/data/chain/` Formatted options chain(s). {ticker, stock_price, expirations, chains, strike_window}. Defaults to the nearest expiration and a near-the-money strike window; strike_window.truncated tells you when rows were trimmed. **Parameters:** expiration (optional, YYYY-MM-DD; overrides num_expirations) · num_expirations (optional, default 1, max 10) · strikes_around (optional, default 20 strikes per side of the money; 0 = full chain) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/chain/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "chains": { "2026-06-17": [ { "Call Ask": 70.95, "Call Bid": 67.5, "Delta Call": 1.0, "Delta Put": 0.0, "Epsilon Call": -0.0082, "Epsilon Put": -0.0082, "Extrinsic Call": 0.0, "Extrinsic Put": 0.32, "…": "(+19 more keys)" }, "...(+47 more items)" ], "2026-06-18": [ { "Call Ask": 295.05, "Call Bid": 293.0, "Delta Call": 1.0, "Delta Put": -0.0, "Epsilon Call": -0.0164, "Epsilon Put": -0.0164, "Extrinsic Call": 0.0, "Extrinsic Put": 0.0, "…": "(+19 more keys)" }, "...(+115 more items)" ], "2026-06-22": [ { "Call Ask": 76.3, "Call Bid": 72.5, "Delta Call": 1.0, "Delta Put": -0.0, "Epsilon Call": -0.0492, "Epsilon Put": -0.0492, "Extrinsic Call": 0.13, "Extrinsic Put": 0.02, "…": "(+19 more keys)" }, "...(+48 more items)" ] }, "data_type": "LIVE", "expirations": [ "2026-06-17", "...(+2 more items)" ], "stock_price": 299.27, "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/chain-at-time/` Historical EOD chain snapshot for a past trade date — how the chain was priced on that day. **Parameters:** expiration (required, YYYY-MM-DD) · trade_date (required, YYYY-MM-DD) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/chain-at-time/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "ticker", "trade_date", "expiration", "chain": ["…rows…"] }, "success": true } ``` ### `GET /api/mcp/data/cores/` Raw our institutional data feed cores analytics — 340+ pre-computed fields per ticker (IV summary metrics, IV/HV stats, slope/contango, earnings-move components, borrow rates, betas, percentiles). Defaults to the curated ~45-field subset the platform screens on. Note: the row contains a NUMERIC field literally named "error" (an smooth volatility model-fit statistic) — it is not a failure signal. **Parameters:** fields (optional: comma-separated field names, "all" for the entire row, empty = curated subset) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/cores/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "ticker": "AAPL", "iv30d": 29.15, "ivPctile1y": 62.0, "contango": 0.021, "…": "(selected fields)", "available_field_count": 347 }, "success": true } ``` ### `GET /api/mcp/data/expirations/` Available expiration dates. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/expirations/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "expirations": [ "2026-06-17", "2026-06-18", "...(+23 more items)" ] }, "success": true } ``` ### `GET /api/mcp/data/search` Ticker search / validation over the platform's coverage universe — resolve company names to symbols and check support before deeper calls. **Parameters:** q (required) · limit (default 8, max 20) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/search" ``` Response (sample, arrays trimmed): ```json { "data": { "query", "results": [{"symbol", "name", "sector", "market_cap_tier"}], "count", "exact_match", "supported" }, "success": true } ``` ### `GET /api/mcp/data/options-by-delta/` The contract closest to a target delta: strike, actual delta, IV, bid/ask/mid. **Parameters:** delta (default 0.30), option_type ∈ call | put (default call), expiration (optional) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/options-by-delta/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "actual_delta": 0.191, "ask": 0.4, "bid": 0.37, "expiration": "2026-06-17", "iv": 0.2318, "mid": 0.385, "option_type": "call", "stock_price": 299.27, "strike": 302.5, "target_delta": 0.3, "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/stock/` Current price (live quote mid) and company stats. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/stock/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "beta": "0.90", "earnings_date": null, "industry": "Technology", "market_cap": "$4.39T", "price": 299.27, "sector": "Technology", "volume": "1,105,460" }, "success": true } ``` ### `GET /api/mcp/data/expected-move/` Expected move from straddle pricing: $ and %, upper/lower bounds, DTE. **Parameters:** expiration (optional; skips same-day expiry) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/expected-move/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "dte": 1, "expected_move_dollars": 4.46, "expected_move_percent": 0.0149, "expiration": "2026-06-18", "lower_bound": 294.81, "stock_price": 299.27, "ticker": "AAPL", "upper_bound": 303.73 }, "success": true } ``` ### `GET /api/mcp/data/iv-rank/` IV rank and percentile. **Parameters:** lookback_days (default 252) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/iv-rank/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "current_iv": 22.01, "data_source": "orats_ivrank", "historical_data_points": 252, "iv_max_52w": 30.72, "iv_mean": 23.5, "iv_median": 23.38, "iv_min_52w": 18.11, "iv_percentile": 20.63, "iv_percentile_1m": 14.29, "iv_percentile_1y": 19, "iv_rank": 30.93, "iv_rank_1m": 11.2, "iv_rank_1y": 30.93, "iv_state": "LOW", "iv_std": 2.19, "iv_stdv_from_mean": -0.59, "lookback_days": 252, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:12.408276" }, "success": true } ``` ### `GET /api/mcp/data/volatility-cone/` Volatility cone data. **Parameters:** periods (CSV, default 10,20,30,60,90) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/volatility-cone/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "current_iv": 21.22, "realized_vol_30d": 22.844156568754475, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:13.963716", "volatility_cone": { "10d": { "current_rv": 27.491816710000943, "difference": -5.5368167100009416, "iv": 21.955000000000002, "iv_to_rv_ratio": 0.798601279485951, "max": 39.57324481931114, "mean_rv": 20.59427715277066, "median_rv": 19.810445821827678, "min": 6.341325284008219, "…": "(+6 more keys)" }, "20d": { "current_rv": 24.721498568018507, "difference": -3.5064985680185075, "iv": 21.215, "iv_to_rv_ratio": 0.858159951009007, "max": 34.340105272908225, "mean_rv": 20.7517403335957, "median_rv": 20.058686634782877, "min": 9.58596967685563, "…": "(+6 more keys)" }, "30d": { "current_rv": 22.844156568754475, "difference": -1.6241565687544757, "iv": 21.22, "iv_to_rv_ratio": 0.9289027562096144, "max": 31.18350332487711, "mean_rv": 21.190821223204015, "median_rv": 21.81788847176728, "min": 10.230167947056456, "…": "(+6 more keys)" }, "60d": { "current_rv": 23.383141343299794, "difference": 1.0868586567002048, "iv": 24.47, "iv_to_rv_ratio": 1.0464804382244233, "max": 26.40190092929704, "mean_rv": 22.135769953589158, "median_rv": 23.12276533946738, "min": 14.086595809280517, "…": "(+6 more keys)" }, "90d": { "current_rv": 24.59687136465853, "difference": -0.006871364658529444, "iv": 24.59, "iv_to_rv_ratio": 0.9997206407043945, "max": 25.391473930985658, "mean_rv": 22.97466309207559, "median_rv": 22.77063267092776, "min": 20.71425157701495, "…": "(+6 more keys)" } } }, "success": true } ``` ### `GET /api/mcp/data/vrp/` Volatility risk premium (IV − RV). **Parameters:** lookback_days (default 30) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/vrp/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "assessment": "NORMAL_PREMIUM", "implied_volatility": 22.01, "lookback_days": 30, "realized_volatility": 23.983906213492155, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:14.586854", "volatility_risk_premium": -1.9739062134921532, "vrp_percentile": 10.684613789111136, "vrp_ratio": 0.917698718635677 }, "success": true } ``` ### `GET /api/mcp/data/vrp//timeseries` IV vs HV time series — the volatility risk premium through time. Values in percentage points (iv_units). **Parameters:** lookback_days (optional, default 60) · hv_period (optional, default 30) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/vrp/AAPL/timeseries" ``` Response (sample, arrays trimmed): ```json { "data": { "series": [ {"date", "iv", "hv", "vrp"}, "…" ], "iv_units": "percentage_points" }, "success": true } ``` ### `GET /api/mcp/data/vrp//expirations` VRP broken down per expiration — where on the curve the premium sits. **Parameters:** max_expirations (optional, default 10) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/vrp/AAPL/expirations" ``` Response (sample, arrays trimmed): ```json { "data": { "expirations": [ {"expiration", "dte", "iv", "hv", "vrp"}, "…" ], "iv_units": "percentage_points" }, "success": true } ``` ### `GET /api/mcp/data/vix` VIX snapshot: level, change, and term-structure state. **Parameters:** None ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/vix" ``` Response (sample, arrays trimmed): ```json { "data": { "vix_level", "change", "…" }, "success": true } ``` ### `GET /api/mcp/data/term-structure/` IV term structure across expirations. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/term-structure/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "as_of": "2026-06-17T08:30:15.760576", "stock_price": 299.27, "term_structure": [ { "atm_iv": 23.52, "atm_strike": 300.0, "dte": 0, "expected_move_dollar": 3.0, "expected_move_pct": 1.0, "expiration": "2026-06-17", "iv_expected_move_dollar": 0.0, "iv_expected_move_pct": 0.0, "lower_1sigma": 296.27, "lower_2sigma": 293.27, "straddle_call": 1.13, "straddle_price": 3.0, "straddle_put": 1.87, "upper_1sigma": 302.27, "upper_2sigma": 305.27 }, { "atm_iv": 24.98, "atm_strike": 300.0, "dte": 1, "expected_move_dollar": 4.46, "expected_move_pct": 1.49, "expiration": "2026-06-18", "iv_expected_move_dollar": 3.91, "iv_expected_move_pct": 1.31, "lower_1sigma": 294.81, "lower_2sigma": 290.35, "straddle_call": 1.91, "straddle_price": 4.46, "straddle_put": 2.55, "upper_1sigma": 303.73, "upper_2sigma": 308.19 }, "...(+6 more items)" ], "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/iv-opportunities/` IV mean-reversion opportunities. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/iv-opportunities/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "error": "name 'z_score_threshold' is not defined" }, "success": true } ``` ### `GET /api/mcp/data/gex/` Gamma exposure data. **Parameters:** expiration (optional), aggregate (default true) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/gex/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "by_expiration": [ { "call_gex": 1758866770.3745956, "detailed": [ { "gamma": 9.975277302903177e-15, "gex": 5.613936797021876e-09, "oi": 1, "strike": 500, "type": "C" }, "...(+272 more items)" ], "expiration": "2026-06-17", "flip_level": 748.015500928944, "gex_by_strike": [ { "cumulative_gex": -1.3052403053075857e-05, "gex": -1.3052403053075857e-05, "oi": 2327, "strike": 500 }, "...(+174 more items)" ], "max_gamma_strike": 751, "min_gamma_strike": 735, "put_gex": -1055547460.7845404, "…": "(+2 more keys)" }, "...(+7 more items)" ], "call_gex": 9323719674.785145, "expirations_included": 8, "flip_level": 679.537001468298, "gamma_flip": 679.537001468298, "gex_by_strike": [ { "gex": 0.0002993528742302929, "oi": 42814, "strike": 245 }, "...(+263 more items)" ], "gex_profile": [ { "call_gex": -1.820114758427486e-07, "net_gex": 0.0002993528742302929, "put_gex": 0.0002995348857061356, "strike": 245 }, "...(+263 more items)" ], "gex_ratio": 1.245587892402593, "…": "(+7 more keys)" }, "success": true } ``` ### `GET /api/mcp/data/charm/` Charm (delta-decay) exposure. **Parameters:** expiration (optional) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/charm/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "call_charm": -67097320.53412261, "charm_by_strike": [ { "charm_exposure": 1346804.8306834595, "oi": 2326, "strike": 500 }, { "charm_exposure": 1344449.6930396506, "oi": 2298, "strike": 505 }, "...(+189 more items)" ], "data_status": "LIVE", "detailed": [ { "charm": 0.0, "charm_exposure": 0.0, "iv": 0.010075718364580544, "oi": 48, "strike": 712, "type": "C" }, { "charm": -2.1545520734642936, "charm_exposure": -11634.581196707186, "iv": 4.6672102926083, "oi": 54, "strike": 715, "type": "C" }, "...(+305 more items)" ], "dte": 0, "expiration": "2026-06-17", "put_charm": 106661859.57215637, "stock_price": 750.19, "ticker": "SPY", "total_charm": 39564539.03803376 }, "success": true } ``` ### `GET /api/mcp/data/third-order-greeks/` Speed, zomma, color, vomma, ultima. **Parameters:** expiration (optional) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/third-order-greeks/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "data_status": "LIVE", "definitions": { "charm": "dDelta/dTime - Delta decay over time", "color": "dGamma/dTime - How gamma changes as time passes", "speed": "dGamma/dSpot - Rate of change of gamma with spot price", "ultima": "dVomma/dVol - Third derivative wrt volatility", "vanna": "dDelta/dVol - Delta sensitivity to volatility", "vomma": "dVega/dVol - Convexity of vega (volga)", "zomma": "dGamma/dVol - Sensitivity of gamma to volatility changes" }, "detailed": [ { "charm": 11.210369051517821, "color": -0.04269419309517194, "iv": 3.4261471776395003, "speed": -3.889892974357936e-05, "strike": 230.0, "type": "C", "ultima": -0.009310650824818942, "vanna": -0.05007257884385139, "vomma": 0.013487812871515344, "zomma": -0.00018829330347502524 }, "...(+95 more items)" ], "dte": 0, "expiration": "2026-06-17", "greeks_by_strike": [ { "charm": 11.638536305306111, "color": -0.01507149511831175, "speed": -4.452702189025835e-05, "strike": 230.0, "ultima": -0.011367377011885022, "vanna": -0.056982719526383285, "vomma": 0.01651925408036399, "zomma": -5.9549192603664614e-05 }, "...(+47 more items)" ], "stock_price": 299.27, "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/greeks-heatmap/` Greeks heatmap across strikes and expirations (all Greeks; pick the one you need from the result). **Parameters:** option_type (default calls) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/greeks-heatmap/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "aggregates": { "charm": { "by_expiration": [ 508623.9265549422, "...(+7 more items)" ], "by_strike": [ 15487.623701106455, "...(+41 more items)" ] }, "delta": { "by_expiration": [ 21006637.68, "...(+7 more items)" ], "by_strike": [ 716139.99, "...(+41 more items)" ] }, "gamma": { "by_expiration": [ 675604.4700000001, "...(+7 more items)" ], "by_strike": [ 160.94, "...(+41 more items)" ] }, "rho": { "by_expiration": [ 318004.2699999999, "...(+7 more items)" ], "by_strike": [ 36500.21, "...(+41 more items)" ] }, "theta": { "by_expiration": [ -5542234.55, "...(+7 more items)" ], "by_strike": [ -6880.089999999999, "...(+41 more items)" ] }, "vanna": { "by_expiration": [ -651355.857069288, "...(+7 more items)" ], "by_strike": [ -63692.15232212721, "...(+41 more items)" ] }, "vega": { "by_expiration": [ 840313.4799999999, "...(+7 more items)" ], "by_strike": [ 4667.72, "...(+41 more items)" ] } }, "as_of": "2026-06-17T07:30:22.510485+00:00", "data_points": 281, "earnings_date": null, "expirations": [ "Jun 18 (1 DTE)", "...(+7 more items)" ], "expirations_raw": [ "2026-06-18", "...(+7 more items)" ], "greek_matrices": { "charm": [ [ 0.02699154270813025, "...(+41 more items)" ], "...(+7 more items)" ], "delta": [ [ 1.0, "...(+41 more items)" ], "...(+7 more items)" ], "gamma": [ [ -0.0, "...(+41 more items)" ], "...(+7 more items)" ], "iv": [ [ 1.8114, "...(+41 more items)" ], "...(+7 more items)" ], "rho": [ [ 0.0131, "...(+41 more items)" ], "...(+7 more items)" ], "theta": [ [ 0.0, "...(+41 more items)" ], "...(+7 more items)" ], "vanna": [ [ -0.029835864249503297, "...(+41 more items)" ], "...(+7 more items)" ], "vega": [ [ 0.0, "...(+41 more items)" ], "...(+7 more items)" ] }, "greek_matrix": [ [ 1.0, "...(+41 more items)" ], "...(+7 more items)" ], "…": "(+6 more keys)" }, "success": true } ``` ### `GET /api/mcp/data/cross-index-gex` GEX comparison across indices. **Parameters:** tickers (CSV, default SPY,QQQ,IWM,DIA) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/cross-index-gex?ticker=AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "comparison": { "DIA": { "flip_level": 215.9191176470588, "normalized_gex": 777086.0513299183, "stock_price": 521.19, "total_gex": 405009479.09264016 }, "IWM": { "flip_level": 107.10067864286938, "normalized_gex": -860993.0536491616, "stock_price": 291.67, "total_gex": -251125843.95785096 }, "QQQ": { "flip_level": 519.7800028751548, "normalized_gex": 1049086.1086381897, "stock_price": 730.04, "total_gex": 765874822.750224 }, "SPY": { "flip_level": 679.537001468298, "normalized_gex": 2450474.62078782, "stock_price": 750.19, "total_gex": 1838321555.7688148 } }, "indices": { "DIA": { "by_expiration": [ { "call_gex": 349046879.37617135, "detailed": [ { "gamma": 6.262454627288816e-14, "gex": 2.381577818658677e-07, "oi": 14, "strike": 210, "type": "C" }, "...(+274 more items)" ], "expiration": "2026-06-18", "flip_level": 215.9191176470588, "gex_by_strike": [ { "cumulative_gex": -1.3098678002622726e-06, "gex": -1.3098678002622726e-06, "oi": 105, "strike": 210 }, "...(+140 more items)" ], "max_gamma_strike": 518, "min_gamma_strike": 517, "put_gex": -70305167.1853804, "…": "(+2 more keys)" }, "...(+7 more items)" ], "call_gex": 563913332.6133265, "expirations_included": 8, "flip_level": 215.9191176470588, "gamma_flip": 215.9191176470588, "gex_by_strike": [ { "gex": -1.3098678002622726e-06, "oi": 105, "strike": 210 }, "...(+205 more items)" ], "gex_profile": [ { "call_gex": 2.381577818658677e-07, "net_gex": -1.3098678002622726e-06, "put_gex": -1.5480255821281403e-06, "strike": 210 }, "...(+205 more items)" ], "gex_ratio": 3.5487706567161093, "…": "(+8 more keys)" }, "IWM": { "by_expiration": [ { "call_gex": 52533674.45304053, "detailed": [ { "gamma": 3.909077800142768e-08, "gex": 0.0033255067777630187, "oi": 1, "strike": 265.0, "type": "C" }, "...(+101 more items)" ], "expiration": "2026-06-17", "flip_level": 255.21763851045324, "gex_by_strike": [ { "cumulative_gex": 4.426653800867632e-09, "gex": 4.426653800867632e-09, "oi": 1, "strike": 210.0 }, "...(+68 more items)" ], "max_gamma_strike": 298.0, "min_gamma_strike": 290.0, "put_gex": -86022425.13799104, "…": "(+2 more keys)" }, "...(+7 more items)" ], "call_gex": 1325663389.405563, "expirations_included": 8, "flip_level": 107.10067864286938, "gamma_flip": 107.10067864286938, "gex_by_strike": [ { "gex": -2.9116451818985356e-06, "oi": 9742, "strike": 85 }, "...(+168 more items)" ], "gex_profile": [ { "call_gex": 2.989368769916361e-10, "net_gex": -2.9116451818985356e-06, "put_gex": -2.9119441187755275e-06, "strike": 85 }, "...(+168 more items)" ], "gex_ratio": 0.8407359470471649, "…": "(+8 more keys)" }, "QQQ": { "by_expiration": [ { "call_gex": 806504130.4537767, "detailed": [ { "gamma": -1.7871047850310777e-15, "gex": -1.9049050194437495e-09, "oi": 2, "strike": 495, "type": "C" }, "...(+313 more items)" ], "expiration": "2026-06-17", "flip_level": 593.4242787537302, "gex_by_strike": [ { "cumulative_gex": 4.783216503823255e-06, "gex": 4.783216503823255e-06, "oi": 5026, "strike": 495 }, "...(+193 more items)" ], "max_gamma_strike": 740, "min_gamma_strike": 730, "put_gex": -460628580.55855554, "…": "(+2 more keys)" }, "...(+7 more items)" ], "call_gex": 5187580892.767035, "expirations_included": 8, "flip_level": 519.7800028751548, "gamma_flip": 519.7800028751548, "gex_by_strike": [ { "gex": 1.366446429310151e-05, "oi": 7885, "strike": 174.78 }, "...(+337 more items)" ], "gex_profile": [ { "call_gex": -2.403883701293951e-07, "net_gex": 1.366446429310151e-05, "put_gex": 1.3904852663230906e-05, "strike": 174.78 }, "...(+337 more items)" ], "gex_ratio": 1.1732079904504624, "…": "(+8 more keys)" }, "SPY": { "by_expiration": [ { "call_gex": 1758865492.2032595, "detailed": [ { "gamma": 9.975277302903177e-15, "gex": 5.613936797021876e-09, "oi": 1, "strike": 500, "type": "C" }, "...(+272 more items)" ], "expiration": "2026-06-17", "flip_level": 748.015500928944, "gex_by_strike": [ { "cumulative_gex": -1.3052403053075857e-05, "gex": -1.3052403053075857e-05, "oi": 2327, "strike": 500 }, "...(+174 more items)" ], "max_gamma_strike": 751, "min_gamma_strike": 735, "put_gex": -1055547460.7845404, "…": "(+2 more keys)" }, "...(+7 more items)" ], "call_gex": 9323718396.61381, "expirations_included": 8, "flip_level": 679.537001468298, "gamma_flip": 679.537001468298, "gex_by_strike": [ { "gex": 0.0002993528742302929, "oi": 42814, "strike": 245 }, "...(+263 more items)" ], "gex_profile": [ { "call_gex": -1.820114758427486e-07, "net_gex": 0.0002993528742302929, "put_gex": 0.0002995348857061356, "strike": 245 }, "...(+263 more items)" ], "gex_ratio": 1.2455877216472726, "…": "(+8 more keys)" } } }, "success": true } ``` ### `GET /api/mcp/data/flow/` Options flow and unusual activity. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/flow/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "all_flow": [ { "ask": 9.8, "bid": 9.35, "delta": 0.9423, "dte": 1, "expiration": "2026-06-18", "is_unusual": false, "mid": 9.575, "moneyness": "ITM", "…": "(+8 more keys)" }, "...(+99 more items)" ], "data_freshness": "EOD", "is_market_hours": false, "largest_flows": [ { "ask": 9.8, "bid": 9.35, "delta": 0.9423, "dte": 1, "expiration": "2026-06-18", "is_unusual": false, "mid": 9.575, "moneyness": "ITM", "…": "(+8 more keys)" }, "...(+19 more items)" ], "message": "Market is closed. Showing end-of-day data from the most recent trading session.", "stock_price": 299.27, "success": true, "summary": { "call_put_ratio": 2.023598308293142, "net_premium": 93850447.0, "put_call_ratio": 0.49416922118475026, "sentiment": "BULLISH", "total_call_premium": 133798605.0, "total_call_volume": 524887.0, "total_flow_count": 191, "total_put_premium": 39948158.0, "…": "(+1 more keys)" }, "…": "(+5 more keys)" }, "success": true } ``` ### `GET /api/mcp/data/smart-money/` Smart-money / institutional flow. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/smart-money/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "smart_money_trades": [ { "ask": 1.53, "bid": 1.46, "criteria": [ "Large Premium", "Opening Position", "...(+2 more items)" ], "delta": 0.1703, "dte": 30, "expiration": "2026-07-17", "is_unusual": false, "mid": 1.495, "moneyness": "OTM", "oi": 30466, "premium": 457021.5, "smart_money_score": 7, "strike": 320.0, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:27.326359", "type": "CALL", "volume": 3057, "volume_oi_ratio": 0.10034136414363552 }, { "ask": 2.45, "bid": 2.35, "criteria": [ "Large Premium", "Opening Position", "...(+2 more items)" ], "delta": -0.1982, "dte": 30, "expiration": "2026-07-17", "is_unusual": false, "mid": 2.4000000000000004, "moneyness": "OTM", "oi": 6668, "premium": 289920.0, "smart_money_score": 7, "strike": 285.0, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:27.326237", "type": "PUT", "volume": 1208, "volume_oi_ratio": 0.1811637672465507 }, "...(+18 more items)" ], "ticker": "AAPL", "timestamp": "2026-06-17T08:30:27.331925", "total_smart_trades": 63 }, "success": true } ``` ### `GET /api/mcp/data/vol-arb-scan` Volatility-arbitrage scan. **Parameters:** ticker (default SPY) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/vol-arb-scan?ticker=AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "butterfly_mispricings": [], "calendar_spreads": [], "put_call_parity_violations": [], "skew_trades": [ { "atm_iv": 0.17704999999999999, "atm_strike": 750.0, "edge": "39.5 IV points of skew", "expiration": "2026-06-17", "otm_iv": 0.5723, "otm_strike": 690.0, "skew": 0.39525000000000005, "skew_pct": 223.24202202767586, "strategy": "Sell OTM put skew", "ticker": "SPY", "type": "PUT_SKEW_TRADE" }, { "atm_iv": 0.17704999999999999, "atm_strike": 750.0, "edge": "31.8 IV points of skew", "expiration": "2026-06-17", "otm_iv": 0.4949, "otm_strike": 810.0, "skew": 0.31785, "skew_pct": 179.5255577520475, "strategy": "Sell OTM call skew", "ticker": "SPY", "type": "CALL_SKEW_TRADE" }, "...(+3 more items)" ], "success": true, "ticker": "SPY", "timestamp": "2026-06-17T08:30:32.618614", "total_opportunities": 6 }, "success": true } ``` ### `POST /api/mcp/data/build-strategy` Builds a strategy from live chain data. Returns the legs (strike, premium, Greeks) plus full analysis (net premium/Greeks, max profit/loss, breakevens, POP, P&L curve). **Parameters:** JSON: ticker, strategy_type (required); expiration, dte (default 30), width (default 5), target_delta (default 0.30) ```bash curl -X POST "https://apexvol.com/api/mcp/data/build-strategy" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "analysis": { "breakevens": [ 287.65, "...(+1 more items)" ], "legs_summary": [ { "action": "SELL", "expiration": "2026-07-17", "iv": 0.2235, "premium": 3.55, "quantity": 1, "strike": 290.0, "type": "PUT" }, "...(+3 more items)" ], "max_loss": -265.0000000000009, "max_profit": 235.00000000000003, "net_delta": -0.010599999999999998, "net_premium": -235.00000000000003, "net_theta": 0.0237, "net_vega": -0.09319999999999995, "pnl_curve": [ [ 228.0, "...(+1 more items)" ], "...(+99 more items)" ], "probability_of_profit": 41.4, "risk_reward_ratio": 0.8867924528301857, "stock_price": 299.27, "strategy_name": "Iron Condor", "ticker": "AAPL" }, "created_at": "2026-06-17T08:30:33.629914", "legs": [ { "action": "SELL", "delta": -0.2695, "expiration": "2026-07-17", "iv": 0.2235, "premium": 3.55, "quantity": 1, "strike": 290.0, "theta": -0.126, "type": "PUT", "vega": 0.2834 }, "...(+3 more items)" ], "name": "Iron Condor", "stock_price": 299.27, "ticker": "AAPL" }, "success": true } ``` ### `POST /api/mcp/data/analyze-strategy` Analyzes custom legs: net premium and Greeks, max profit/loss, breakevens, probability of profit, and the P&L curve. Fetches live spot when stock_price is omitted. **Parameters:** JSON: ticker, legs [{type CALL|PUT, action BUY|SELL, strike, expiration, premium, quantity?, delta?, theta?, vega?, iv?}] — required; stock_price?, name? ```bash curl -X POST "https://apexvol.com/api/mcp/data/analyze-strategy" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "breakevens": [ 287.65, 312.35 ], "legs_summary": [ { "action": "SELL", "expiration": "2026-07-17", "iv": 0.2235, "premium": 3.55, "quantity": 1, "strike": 290.0, "type": "PUT" }, { "action": "BUY", "expiration": "2026-07-17", "iv": 0.2298, "premium": 2.4000000000000004, "quantity": 1, "strike": 285.0, "type": "PUT" }, "...(+2 more items)" ], "max_loss": -265.0000000000009, "max_profit": 235.00000000000003, "net_delta": -0.010599999999999998, "net_premium": -235.00000000000003, "net_theta": 0.0237, "net_vega": -0.09319999999999995, "pnl_curve": [ [ 228.0, -265.0 ], [ 229.5151515151515, -265.0 ], "...(+98 more items)" ], "probability_of_profit": 41.4, "risk_reward_ratio": 0.8867924528301857, "stock_price": 299.27, "strategy_name": "Custom Strategy", "ticker": "AAPL" }, "success": true } ``` ### `POST /api/mcp/data/optimize-strategy` Grid-searches strikes (iron_condor and credit_spread) and returns the winning strategy with its analysis. **Parameters:** JSON: ticker, strategy_type (required); target ∈ max_profit | min_loss | risk_reward | probability (default max_profit; other values optimize net credit) ```bash curl -X POST "https://apexvol.com/api/mcp/data/optimize-strategy" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "analysis": { "breakevens": [ 285.88, "...(+1 more items)" ], "legs_summary": [ { "action": "SELL", "expiration": "2026-07-17", "iv": 0.2235, "premium": 3.55, "quantity": 1, "strike": 290.0, "type": "PUT" }, "...(+3 more items)" ], "max_loss": -1588.0000000000007, "max_profit": 412.0, "net_delta": 0.057800000000000046, "net_premium": -412.0, "net_theta": 0.06500000000000002, "net_vega": -0.223, "pnl_curve": [ [ 216.0, "...(+1 more items)" ], "...(+99 more items)" ], "probability_of_profit": 47.7, "risk_reward_ratio": 0.2594458438287153, "stock_price": 299.27, "strategy_name": "Iron Condor", "ticker": "AAPL" }, "created_at": "2026-06-17T08:30:35.027613", "legs": [ { "action": "SELL", "delta": -0.2695, "expiration": "2026-07-17", "iv": 0.2235, "premium": 3.55, "quantity": 1, "strike": 290.0, "theta": -0.126, "type": "PUT", "vega": 0.2834 }, "...(+3 more items)" ], "name": "Iron Condor", "optimization_target": "max_profit", "stock_price": 299.27, "ticker": "AAPL" }, "success": true } ``` ### `POST /api/mcp/data/simulate-chain` Black-Scholes what-if: re-price a chain at a hypothetical stock price, DTE, and IV shift. Pass chain rows from GET /chain, or just ticker (+ optional expiration) and the server fetches the chain. **Parameters:** JSON body: sim_price (required) · sim_dte (required) · iv_adjustment (percent, default 0) · chain (rows, optional) · ticker/expiration (used when chain omitted) · strikes_around (default 20) ```bash curl -X POST "https://apexvol.com/api/mcp/data/simulate-chain" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "sim_price", "sim_dte", "iv_adjustment", "expiration", "chain": ["…re-priced rows with Greeks…"] }, "success": true } ``` ### `POST /api/mcp/data/pop` Probability of profit for a set of option legs (N(d2)-based). **Parameters:** JSON body: legs (required: option_type, action, strike, iv, premium, quantity) · stock_price (required) · days_to_exp (required) ```bash curl -X POST "https://apexvol.com/api/mcp/data/pop" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "probability_of_profit": 68.2, "legs_count": 2 }, "success": true } ``` ### `POST /api/mcp/data/portfolio-greeks` Aggregate portfolio Greeks with summary risk level and per-ticker breakdown. **Parameters:** JSON: positions [{ticker, position_type STOCK|CALL|PUT, quantity, strike?, expiration?, entry_price?, current_price?, delta?…}] — required ```bash curl -X POST "https://apexvol.com/api/mcp/data/portfolio-greeks" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "portfolio_summary": { "daily_decay_pct": 0.008064516129032258, "delta_exposure_pct": 887.0967741935484, "risk_level": "MEDIUM", "total_cost_basis": 500.0, "total_delta": 55.00000000000001, "total_pnl": 120.0, "total_pnl_pct": 24.0, "total_positions": 1, "total_theta": -0.05, "total_value": 620.0, "total_vega": 0.12, "vega_risk_pct": 0.01935483870967742 }, "positions_by_ticker": { "AAPL": { "delta": 55.00000000000001, "positions": [ { "charm": 0, "current_price": 6.2, "delta": 0.55, "entry_price": 5.0, "expiration": "2026-01-16", "gamma": 0.02, "iv": 0.28, "position_type": "CALL", "quantity": 1, "rho": 0, "stock_price": 195, "strike": 190, "theta": -0.05, "ticker": "AAPL", "vanna": 0, "vega": 0.12, "vomma": 0 } ], "theta": -0.05, "value": 620.0, "vega": 0.12 } }, "success": true, "timestamp": "2026-06-17T08:30:35.400105" }, "success": true } ``` ### `POST /api/mcp/data/scenario-analysis` What-if scenario analysis across supplied price/vol scenarios. **Parameters:** JSON: positions (required), scenarios [] ```bash curl -X POST "https://apexvol.com/api/mcp/data/scenario-analysis" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "current_value": 620.0, "scenarios": [], "success": true, "timestamp": "2026-06-17T08:30:35.777443" }, "success": true } ``` ### `POST /api/mcp/data/stress-tests` Standardized stress-test battery (crash, vol spike, …) with estimated P&L per scenario. **Parameters:** JSON: positions (required) ```bash curl -X POST "https://apexvol.com/api/mcp/data/stress-tests" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "current_value": 620.0, "scenarios": [ { "days_forward": 1, "delta_contribution": -1100.0000000000002, "estimated_pnl": -1099.9300000000003, "estimated_pnl_pct": -177.40806451612906, "iv_change_pct": 100, "new_portfolio_value": -479.9300000000003, "scenario_name": "Market Crash (-20%)", "stock_move_pct": -20, "theta_contribution": -0.05, "vega_contribution": 0.12 }, { "days_forward": 1, "delta_contribution": -550.0000000000001, "estimated_pnl": -549.9900000000001, "estimated_pnl_pct": -88.70806451612904, "iv_change_pct": 50, "new_portfolio_value": 70.00999999999988, "scenario_name": "Sharp Decline (-10%)", "stock_move_pct": -10, "theta_contribution": -0.05, "vega_contribution": 0.06 }, "...(+6 more items)" ], "success": true, "timestamp": "2026-06-17T08:30:36.141431" }, "success": true } ``` ### `POST /api/mcp/data/hedge-recommendations` Delta-hedge recommendations. Computes net portfolio delta and returns a stock hedge plus an option-based alternative on the hedge ticker to reach the target delta. Share-equivalent (not beta-weighted). **Parameters:** JSON body: positions (required, same schema as /portfolio-greeks), hedge_ticker (optional, default SPY), target_delta (optional, default 0) ```bash curl -X POST "https://apexvol.com/api/mcp/data/hedge-recommendations" \ -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ -H "Content-Type: application/json" \ -d '{ "ticker": "AAPL" }' ``` Response (sample, arrays trimmed): ```json { "data": { "current_delta": 5000.0, "target_delta": 0.0, "delta_gap": -5000.0, "hedge_ticker": "SPY", "note": "Hedges close a -5000 share-equivalent delta gap using SPY. Deltas are NOT beta-weighted: hedging single names with an index proxy needs your own beta scaling.", "hedges": [ { "type": "stock", "action": "SELL SHORT", "ticker": "SPY", "quantity": 5000, "description": "SELL SHORT 5,000 shares of SPY", "details": "Adds -5,000 delta at 1 delta per share, bringing net delta to ~0." }, { "type": "option", "action": "BUY", "ticker": "SPY", "option_type": "put", "strike": 610.0, "expiration": "2026-08-21", "contracts": 100, "delta_per_contract": -50.0, "est_cost": 85000.0, "description": "BUY 100 SPY 2026-08-21 610 puts", "details": "~-50 delta per contract at 8.50 mid (est. cost $85,000)." } ], "portfolio_greeks": { "total_delta": 5000.0, "…": "(portfolio summary)" }, "projected_greeks": { "…": "(current vs projected comparison)" } }, "success": true } ``` ### `GET /api/mcp/data/earnings-calendar` Upcoming earnings announcements, each annotated with the implied earnings move vs the average absolute move over the last 12 earnings (implied_move, hist_avg_move, move_ratio). **Parameters:** days_ahead (default 7) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/earnings-calendar" ``` Response (sample, arrays trimmed): ```json { "data": { "calendar": [ { "amc": [], "bmo": [ { "company_name": "CarMax Inc.", "date": "2026-06-17", "datetime": "Wed, 17 Jun 2026 00:00:00 GMT", "days_until": 0, "eps_actual": null, "eps_estimate": 0.94, "fiscal_quarter": null, "revenue_actual": null, "…": "(+5 more keys)" } ], "date": "2026-06-17", "day_num": 17, "month_short": "Jun", "tbd": [ { "company_name": "", "date": "2026-06-17", "datetime": "Wed, 17 Jun 2026 00:00:00 GMT", "days_until": 0, "eps_actual": null, "eps_estimate": 3.12, "fiscal_quarter": null, "revenue_actual": null, "…": "(+5 more keys)" } ], "weekday": 2, "weekday_name": "Wednesday" }, "...(+3 more items)" ], "earnings": [ { "company_name": "Kroger Co.", "date": "2026-06-18", "datetime": "Thu, 18 Jun 2026 00:00:00 GMT", "days_until": 1, "eps_actual": null, "eps_estimate": 1.59, "fiscal_quarter": null, "revenue_actual": null, "…": "(+5 more keys)" }, "...(+12 more items)" ], "from_date": "2026-06-17", "success": true, "timestamp": "2026-06-17T08:30:37.026392", "to_date": "2026-06-24", "total_count": 13, "week_grid": [ [ { "amc": [], "bmo": [], "date": "2026-06-15", "day_num": 15, "empty": true, "month_short": "Jun", "tbd": [], "weekday": 0, "…": "(+1 more keys)" }, "...(+4 more items)" ], "...(+1 more items)" ] }, "success": true } ``` ### `GET /api/mcp/data/economic-calendar` Macro economic-event calendar (CPI, FOMC, jobs reports...). **Parameters:** from_date (optional, YYYY-MM-DD) · to_date (optional) · country (default US) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/economic-calendar" ``` Response (sample, arrays trimmed): ```json { "data": { "events": [ {"date", "event", "importance"}, "…" ] }, "success": true } ``` ### `GET /api/mcp/data/earnings-history/` Historical earnings move analysis. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/earnings-history/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "earnings_moves": [ { "direction": "up", "earnings_date": "2026-04-30", "eps_actual": 2.01, "eps_estimate": 1.95, "gap_move_dollar": 7.5, "gap_move_pct": 2.7665068240501656, "iv_after": null, "iv_before": null, "iv_crush": null, "iv_crush_pct": null, "next_open": 278.6, "prev_close": 271.1, "surprise_direction": "beat", "surprise_pct": 3.076923076923068, "timing": "AMC" }, { "direction": "down", "earnings_date": "2026-01-29", "eps_actual": 2.85, "eps_estimate": 2.67, "gap_move_dollar": -3.1100000000000136, "gap_move_pct": -1.2063615205585778, "iv_after": null, "iv_before": null, "iv_crush": null, "iv_crush_pct": null, "next_open": 254.69, "prev_close": 257.8, "surprise_direction": "beat", "surprise_pct": 6.741573033707872, "timing": "AMC" }, "...(+6 more items)" ], "statistics": { "avg_abs_move_pct": 2.201247439044784, "avg_beat_move_pct": 0.505149851645259, "avg_down_move_pct": -2.2614634498660333, "avg_iv_crush_pct": null, "avg_miss_move_pct": null, "avg_move_pct": 0.505149851645259, "avg_up_move_pct": 2.165117832552034, "beat_count": 8, "down_count": 3, "max_down_pct": -3.3883129123468416, "max_up_pct": 4.041003049813619, "median_iv_crush_pct": null, "miss_count": 0, "total_earnings": 8, "up_count": 5 }, "success": true, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:38.581795" }, "success": true } ``` ### `GET /api/mcp/data/earnings-verdict/` Combined buy/sell-the-straddle verdict for the next earnings: expected-move pricing vs realized history, IV crush, and drift rolled into one call. **Parameters:** None ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/earnings-verdict/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "verdict", "confidence", "reasons": ["…"], "…": "components" }, "success": true } ``` ### `GET /api/mcp/data/seasonality/` Monthly/quarterly seasonality of returns and volatility. **Parameters:** years (optional, default 3) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/seasonality/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "monthly": ["…"], "quarterly": ["…"] }, "success": true } ``` ### `GET /api/mcp/data/post-earnings-drift/` Post-earnings drift statistics over recent quarters (does the move continue or fade). **Parameters:** quarters (optional, default 12) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/post-earnings-drift/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "quarters": ["…"], "avg_drift": "…" }, "success": true } ``` ### `GET /api/mcp/data/iv-crush/` IV build-up into earnings and crush after, averaged over past events. Values in percentage points. **Parameters:** days_before (optional, default 30) · days_after (optional, default 30) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/iv-crush/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "pattern": ["…"], "avg_crush_pct": "…", "iv_units": "percentage_points" }, "success": true } ``` ### `GET /api/mcp/data/screen` Market screener over the full universe via bulk data (1-2 upstream calls). Preset catalog: high_iv_rank, low_iv_rank, high_vrp, earnings_this_week, high_skew, steep_contango, mean_reversion, vol_pairs, decorrelation, unusual_volume, pin_risk. screen_type=list returns the catalog with descriptions. **Parameters:** screen_type (default high_iv_rank; "list" for catalog) · limit (default 20) · min_market_cap (dollars, default 1e9) · exclude_earnings_days (default 0) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/screen" ``` Response (sample, arrays trimmed): ```json { "data": { "errors": [ { "error": "No expirations found", "ticker": "BRK.B" } ], "filters": { "max_iv": null, "min_iv": null }, "results": [ { "current_iv": 83.57, "data_status": "LIVE", "expiration_used": "2026-07-17", "iv_percentile": null, "iv_rank": null, "note": "IV Rank requires historical IV data caching", "stock_price": 117.1, "ticker": "INTC" }, { "current_iv": 77.37, "data_status": "LIVE", "expiration_used": "2026-07-17", "iv_percentile": null, "iv_rank": null, "note": "IV Rank requires historical IV data caching", "stock_price": 214.13, "ticker": "QCOM" }, "...(+18 more items)" ], "results_count": 49, "scan_time": "2026-06-17T08:30:47", "tickers_scanned": 50 }, "success": true } ``` ### `GET /api/mcp/data/market-overview` Market-wide volatility overview. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/market-overview" ``` Response (sample, arrays trimmed): ```json { "data": { "earnings_this_week": [ { "capGroup": "large", "days_to_earnings": 0, "hv20d": 46.5, "iv30d": 65.1, "iv_percentile": 82.0, "market_cap": "$39.6B", "next_earnings": "2026-06-17", "price": 375.76, "…": "(+3 more keys)" }, "...(+10 more items)" ], "etf_heatmap": [ { "chg1m": -8.87, "chg1w": -3.8, "constituents": [ { "capGroup": "mega", "chg1m": -11.22, "chg1w": -4.31, "iv30d": 27.2, "ivRank": 67.0, "mktCap": 590430381.0, "optVol": 55282.0, "price": 141.7, "…": "(+2 more keys)" }, "...(+16 more items)" ], "iv30d": 23.5, "ivRank": 62.0, "mktCap": 37580213.0, "name": "Energy", "optVol": 169861.0, "…": "(+3 more keys)" }, "...(+10 more items)" ], "index_prices": { "DJX": { "chg1m": 4.56, "chg1w": 2.12, "chg_today": 0, "iv30d": 13.3, "name": "Dow Jones", "price": 51671.0 }, "NDX": { "chg1m": 3.47, "chg1w": 3.15, "chg_today": 0, "iv30d": 23.1, "name": "Nasdaq 100", "price": 30543.92 }, "SPX": { "chg1m": 1.58, "chg1w": 1.81, "chg_today": 0, "iv30d": 12.9, "name": "S&P 500", "price": 7554.29 }, "VIX": { "chg1m": -8.98, "chg1w": -18.37, "chg_today": 0, "iv30d": 79.5, "name": "VIX", "price": 16.2 } }, "iv_hv_overpriced": [ { "capGroup": "small", "contango": -30.3, "hv20d": 61.1, "iv30d": 310.0, "iv_percentile": 99.0, "market_cap": "$583M", "price": 7.97, "sector": "Healthcare", "…": "(+3 more keys)" }, "...(+29 more items)" ], "iv_hv_underpriced": [ { "capGroup": "mega", "contango": -0.13, "hv20d": 3072.2, "iv30d": 32.5, "iv_percentile": 37.0, "market_cap": "$1.0T", "price": 1122.27, "sector": "Healthcare", "…": "(+3 more keys)" }, "...(+29 more items)" ], "market_stats": { "avg_contango": -0.15, "avg_iv30d": 52.0, "avg_iv_percentile": 56.0, "avg_put_call_ratio": 0.75, "avg_vrp": 3.6, "market_regime": "Elevated", "median_iv_percentile": 60.0, "pct_high_iv": 36.9, "…": "(+4 more keys)" }, "put_skew": { "avg_skew_pctile": 41.4, "avg_slope": 1.04, "avg_slope_1y": 1.36, "sectors": [ { "avg_skew_pctile": 55.4, "avg_slope": 1.58, "sector": "Volatility", "ticker_count": 3 }, "...(+12 more items)" ] }, "scan_time": "2026-06-17T08:30:57", "…": "(+6 more keys)" }, "success": true } ``` ### `GET /api/mcp/data/historical-moves/` Historical price-move distribution. **Parameters:** periods (CSV, default 7,14,21,30) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/historical-moves/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "current_price": 299.24, "move_analysis": { "14d": { "avg_move_pct": 5.460654166142421, "max_down_move_pct": -5.706615146384165, "max_up_move_pct": 11.738149279574095, "median_move_pct": 6.34700353327966, "p10": -2.746558192259416, "p25": 4.136666987122128, "p75": 8.462997002936723, "p90": 9.959272583173219, "…": "(+2 more keys)" }, "21d": { "avg_move_pct": 8.983453570532497, "max_down_move_pct": -2.4073167167206533, "max_up_move_pct": 15.239542157843655, "median_move_pct": 9.45067944285608, "p10": -0.0954494391009697, "p25": 7.316391478568541, "p75": 12.389979949232178, "p90": 13.438183431307893, "…": "(+2 more keys)" }, "30d": { "avg_move_pct": 13.784484713867984, "max_down_move_pct": 6.055697641050339, "max_up_move_pct": 18.74015402251373, "median_move_pct": 14.615760531262456, "p10": 8.23281228894737, "p25": 11.872727117323267, "p75": 16.500919729454303, "p90": 17.435065192241144, "…": "(+2 more keys)" }, "7d": { "avg_move_pct": 2.171606636064761, "max_down_move_pct": -6.976588285700114, "max_up_move_pct": 8.34310130186261, "median_move_pct": 2.589399640543666, "p10": -3.1024009791845537, "p25": 1.0989520767016592, "p75": 4.41157793600958, "p90": 5.611353172267599, "…": "(+2 more keys)" } }, "success": true, "ticker": "AAPL", "timestamp": "2026-06-17T08:30:59.016317" }, "success": true } ``` ### `GET /api/mcp/data/expected-vs-actual/` Options-implied expected move vs historical actual moves. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/expected-vs-actual/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "error": "Could not retrieve historical data" }, "success": true } ``` ### `GET /api/mcp/data/mispricing-assessment/` Composite assessment combining IV rank, VRP, and expected-vs-actual: returns a BUY_PREMIUM / SELL_PREMIUM / NEUTRAL signal with a −100…+100 score, confidence, and all components. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/mispricing-assessment/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "components": { "current_iv": 22.01, "expected_move_pct": 0, "historical_avg_move_pct": 0, "iv_percentile": 20.6, "iv_rank": 30.9, "options_assessment": "UNKNOWN", "realized_vol": 0, "vrp": 0 }, "confidence": 100.0, "historical_moves": { "14d": { "avg_move_pct": 5.460654166142421, "max_down_move_pct": -5.706615146384165, "max_up_move_pct": 11.738149279574095, "median_move_pct": 6.34700353327966, "p10": -2.746558192259416, "p25": 4.136666987122128, "p75": 8.462997002936723, "p90": 9.959272583173219, "…": "(+2 more keys)" }, "21d": { "avg_move_pct": 8.983453570532497, "max_down_move_pct": -2.4073167167206533, "max_up_move_pct": 15.239542157843655, "median_move_pct": 9.45067944285608, "p10": -0.0954494391009697, "p25": 7.316391478568541, "p75": 12.389979949232178, "p90": 13.438183431307893, "…": "(+2 more keys)" }, "30d": { "avg_move_pct": 13.784484713867984, "max_down_move_pct": 6.055697641050339, "max_up_move_pct": 18.74015402251373, "median_move_pct": 14.615760531262456, "p10": 8.23281228894737, "p25": 11.872727117323267, "p75": 16.500919729454303, "p90": 17.435065192241144, "…": "(+2 more keys)" }, "7d": { "avg_move_pct": 2.171606636064761, "max_down_move_pct": -6.976588285700114, "max_up_move_pct": 8.34310130186261, "median_move_pct": 2.589399640543666, "p10": -3.1024009791845537, "p25": 1.0989520767016592, "p75": 4.41157793600958, "p90": 5.611353172267599, "…": "(+2 more keys)" } }, "mispricing_score": 0, "signal": "NEUTRAL", "ticker": "AAPL", "timestamp": "2026-06-17T07:31:00.201147+00:00" }, "success": true } ``` ### `GET /api/mcp/data/skew/` Volatility skew decomposition: put/call skew, curvature, and regime bands. **Parameters:** view (optional: 'analysis' default, 'history', 'curvature') · days (history view, default 252) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/skew/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "current": { "slope": 1.5441, "slope_forecast": 1.8744, "slope_forecast_inf": 2.1555, "slope_inf": 2.2334 }, "curvature": { "deriv": 0.0904, "deriv_forecast": 0.0914, "deriv_forecast_inf": 0.0868, "deriv_inf": 0.1027, "interpretation": "smile", "mispricing": 0.0128 }, "market_width": { "vol": 1.09, "vol_inf": 0.68 }, "percentile": { "avg_1m": 1.6204, "avg_1y": 2.7352, "current": 8.33, "stdv_1y": 1.19 }, "price": 299.27, "sector": "Technology", "sector_relative": { "etf_slope_ratio": 0.4 }, "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/relative-value/` IV percentile vs SPY and sector, plus ratio mean-reversion signal. **Parameters:** days (default 252) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/relative-value/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "avg_opt_volume": 1167698.0, "best_etf": "XLK", "correlation": { "beta": 0.9, "etf_1m": 0.61, "etf_1y": 0.44, "spy_1m": 0.7, "spy_1y": 0.73 }, "earnings": { "days_to_next": null, "implied_move": 4.77 }, "hv20d": 24.02, "iv30d": 20.93, "market_cap": 4393624768000.0, "momentum": { "chg_1m": 0.48, "chg_1w": 3.0 }, "percentiles": { "own": 19.0, "vs_etf": 1.0, "vs_spy": 45.0 }, "price": 296.42, "ratios": { "iv_etf_ratio": 1.5936, "iv_etf_ratio_avg_1m": 0.95, "iv_etf_ratio_avg_1y": 0.95, "iv_hv_ratio": 0.8, "iv_hv_ratio_1m": 1.02, "iv_hv_ratio_1y": 0.94, "iv_spy_ratio": 1.5936, "iv_spy_ratio_avg_1m": 1.5, "iv_spy_ratio_avg_1y": 1.57 }, "sector": "Technology", "sigma_bands": { "mean": 1.6245, "sigma_1_lower": 1.4511, "sigma_1_upper": 1.7979, "sigma_2_lower": 1.2777, "sigma_2_upper": 1.9714 }, "signal": "CHEAP", "skew": { "slope_pctile": null }, "ticker": "AAPL", "timeseries": [ { "date": "2025-06-16", "iv_etf_ratio": 1.28, "iv_hv_ratio": 1.12, "iv_spy_ratio": 1.77 }, { "date": "2025-06-17", "iv_etf_ratio": 1.25, "iv_hv_ratio": 1.15, "iv_spy_ratio": 1.66 }, "...(+250 more items)" ], "vrp": -6.54, "z_scores": { "etf_ratio_z": 3.6905, "spy_ratio_z": -0.1783 } }, "success": true } ``` ### `GET /api/mcp/data/relative-value-scan` Market-wide relative-value scans: IV/SPY mean-reversion stretches or rich-vs-cheap pairs. **Parameters:** view (optional: 'mean_reversion' default, 'pairs') · limit (default 20, max 50) · threshold (mean_reversion z-score, default 1.5) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/relative-value-scan" ``` Response (sample, arrays trimmed): ```json { "data": { "results": ["…"] }, "success": true } ``` ### `GET /api/mcp/data/zero-dte/` 0DTE analytics: gamma flip, max pain, by-strike gamma, and theta decay. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/zero-dte/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "by_strike": [ { "call_delta": 1.0, "call_gamma": 0.002, "call_iv": 0.0, "call_mid": 250.25, "call_oi": 1, "call_theta": 0.0, "call_volume": 0, "moneyness": "ITM", "…": "(+9 more keys)" }, "...(+195 more items)" ], "chain_table": [ { "call_ask": 30.44, "call_bid": 30.17, "call_delta": 0.995, "call_gamma": 0.001, "call_iv": 0.0, "call_mid": 30.3, "call_oi": 328, "call_spread": 0.27, "…": "(+17 more keys)" }, "...(+60 more items)" ], "data_status": "PRE-MARKET", "edge_score": { "components": { "em_hit_rate": { "score": 8, "value": 78.4, "weight": 0.2 }, "em_rv": { "score": 2, "value": 0.59, "weight": 0.25 }, "gamma_regime": { "score": 7, "value": "positive", "weight": 0.1 }, "iv_forecast": { "score": 1, "value": -7.5, "weight": 0.15 }, "vrp": { "score": 2, "value": -1.8, "weight": 0.3 } }, "edge_label": "No Clear Edge", "edge_type": "neutral", "total": 3.6 }, "em_hit_rate": { "assessment": "reliable", "avg_actual_pct": 0.7, "avg_em_pct": 1.02, "current_em_pct": 0.74, "em_vs_avg": "below", "hit_rate": 78.4, "hits": 80, "total_days": 102 }, "error": 0.0, "expiration": "2026-06-17", "gamma_regime": { "regime": "positive", "total_net_gex": 75.01 }, "…": "(+15 more keys)" }, "success": true } ``` ### `GET /api/mcp/data/dividend/` Dividend history, implied vs actual, and ex-date behavior. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/dividend/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "cagr": null, "current": { "annual_actual": 1.08, "annual_implied": -0.9268, "div_amount": 0.27, "div_freq": "Quarterly", "div_growth": 0.0, "div_yield": 0.4, "implied_vs_actual": -2.0068, "next_div_date": "2026-08-11", "next_div_implied": 0, "price": 299.27 }, "history": [], "pays_dividends": true, "sector": "Technology", "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/borrow-rate/` Borrow-rate time series and hard-to-borrow signal. **Parameters:** days (default 252) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/borrow-rate/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "current": { "avg_opt_volume": 1167698.0, "best_etf": "XLK", "borrow2yr": 3.24, "borrow30": 2.58, "borrow_class": "MODERATE", "borrow_pctile": 10.7, "chg_1m": 0.48, "chg_1w": 3.0, "iv_percentile": 19.0, "market_cap": 4393624768000.0, "open_interest": 5225094.0, "options_volume": 873079, "price": 299.27, "put_call_ratio": null, "residualRate": null, "sector": "Technology", "stock_loan_revenue": 772.12, "stock_volume": 1105460.0, "synthetic_short_cost": 6.77, "term_spread": -0.66, "vrp": -3.09 }, "earnings_dates": [ "2025-07-31", "2025-10-30", "...(+2 more items)" ], "next_earnings": null, "sector_comparison": { "sector_avg": -0.7955, "sector_count": 492, "sector_rank": 195, "vs_sector_ratio": null }, "spike_detected": false, "spike_ratio": 0.8674, "spike_severity": "NORMAL", "spike_z_score": -0.42, "squeeze_score": 8, "ticker": "AAPL", "timeseries": [ { "borrow2yr": 3.4659, "borrow30": 3.4991, "borrow30_ma20": null, "date": "2025-06-16", "is_spike": false, "residualRate": null, "term_spread": 0.0332 }, { "borrow2yr": 3.502, "borrow30": 3.4856, "borrow30_ma20": null, "date": "2025-06-17", "is_spike": false, "residualRate": null, "term_spread": -0.0164 }, "...(+250 more items)" ], "velocity": { "borrow_chg_1m": -0.49, "borrow_chg_1w": 0.45 } }, "success": true } ``` ### `GET /api/mcp/data/greeks-exposure/` Unified dealer Greek exposure — DEX, gamma, vega, theta, vanna, charm — by strike or aggregated. **Parameters:** expiration (optional), aggregate (default true) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/greeks-exposure/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "expirations": [ "2026-06-17", "...(+7 more items)" ], "expirations_included": 8, "exposures": { "charm": { "call_total": 39115642.69470947, "profile": [ { "call": 0.0, "net": 0.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": -1065297109.269453, "total": -1026181466.5747436 }, "color": { "call_total": 9057686.022964306, "profile": [ { "call": 0.0, "net": 0.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": -26864455.364830274, "total": -17806769.341865968 }, "delta": { "call_total": 67996821.58185212, "profile": [ { "call": 2600.0, "net": 2600.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": 14782928.195324313, "total": 82779749.77717644 }, "gamma": { "call_total": 9311467271.250305, "delta_adj_call_total": 4011780284.162427, "delta_adj_flip_level": 684.0710981925972, "delta_adj_profile": [ { "call": -1.820114758427486e-07, "net": -1.820114758427486e-07, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "delta_adj_put_total": -2688470129.459985, "delta_adj_total": 1323310154.7024422, "flip_level": 679.537001468298, "gex_billions": 1.826074386421358, "…": "(+6 more keys)" }, "speed": { "call_total": 43026.30677453732, "profile": [ { "call": 0.0, "net": 0.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": 68867.37933926749, "total": 111893.68611380481 }, "theta": { "call_total": -23740137.392367635, "profile": [ { "call": 0.0, "net": 0.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": 18644069.59992911, "total": -5096067.792438526 }, "ultima": { "call_total": -153156716.04614145, "profile": [ { "call": 0.0, "net": 0.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": 180816806.91597304, "total": 27660090.86983159 }, "vanna": { "call_total": 19679208.245740566, "profile": [ { "call": 0.0, "net": 0.0, "put": 0.0, "strike": 245.0 }, "...(+263 more items)" ], "put_total": 45252164.47388406, "total": 64931372.71962462 }, "…": "(+3 more keys)" }, "greek_levels": { "charm": { "key_strike": { "distance_pct": -2.691318199389495, "exposure": 96149775.46226907, "strike": 730.0 }, "max_call": { "distance_pct": 0.6411709033711387, "exposure": 119048981.61268967, "strike": 755.0 }, "max_put": { "distance_pct": -2.691318199389495, "exposure": 175066549.35435, "strike": 730.0 }, "ratio": 0.036718059548226635 }, "color": { "key_strike": { "distance_pct": -2.691318199389495, "exposure": 21909177.698069394, "strike": 730.0 }, "max_call": { "distance_pct": 1.7075674162545413, "exposure": 14282354.644565877, "strike": 763.0 }, "max_put": { "distance_pct": -2.691318199389495, "exposure": 26967763.47783144, "strike": 730.0 }, "ratio": 0.33716246616420215 }, "delta": { "key_strike": { "distance_pct": -0.6918247377331149, "exposure": 3935492.645779802, "strike": 745.0 }, "max_call": { "distance_pct": 0.6411709033711387, "exposure": 1108914.8917098197, "strike": 755.0 }, "max_put": { "distance_pct": -0.6918247377331149, "exposure": 1726495.1880129338, "strike": 745.0 }, "ratio": 4.599685575375981 }, "speed": { "key_strike": { "distance_pct": 1.3076687239232654, "exposure": 13808.87824061112, "strike": 760.0 }, "max_call": { "distance_pct": 0.6411709033711387, "exposure": 16154.182606759678, "strike": 755.0 }, "max_put": { "distance_pct": -0.6918247377331149, "exposure": 18366.89920665287, "strike": 745.0 }, "ratio": 0.6247704963851318 }, "theta": { "flip_level": { "distance_pct": -19.91160586386116, "strike": 600.8151239699 }, "key_strike": { "distance_pct": 0.6411709033711387, "exposure": 1323456.8577001996, "strike": 755.0 }, "max_call": { "distance_pct": 0.6411709033711387, "exposure": 2443563.2836108427, "strike": 755.0 }, "max_put": { "distance_pct": -0.6918247377331149, "exposure": 3165740.62698207, "strike": 745.0 }, "ratio": 1.2733345187929304 }, "ultima": { "flip_level": { "distance_pct": -2.053778110177294, "strike": 734.782761995261 }, "key_strike": { "distance_pct": 1.3076687239232654, "exposure": 45963249.761216864, "strike": 760.0 }, "max_call": { "distance_pct": 1.3076687239232654, "exposure": 51252381.94960803, "strike": 760.0 }, "max_put": { "distance_pct": -2.2914195070582193, "exposure": 35146068.42045294, "strike": 733.0 }, "ratio": 0.8470269918952531 }, "vanna": { "key_strike": { "distance_pct": 1.3076687239232654, "exposure": 5455935.242080478, "strike": 760.0 }, "max_call": { "distance_pct": 1.3076687239232654, "exposure": 6102422.442606365, "strike": 760.0 }, "max_put": { "distance_pct": -0.6918247377331149, "exposure": 5920936.839590971, "strike": 745.0 }, "ratio": 0.43487882788673754 }, "vega": { "flip_level": { "distance_pct": 1.5933811827951703, "strike": 762.1433862952111 }, "key_strike": { "distance_pct": 1.3076687239232654, "exposure": 684973.732406838, "strike": 760.0 }, "max_call": { "distance_pct": 0.6411709033711387, "exposure": 970808.3530005451, "strike": 755.0 }, "max_put": { "distance_pct": -0.6918247377331149, "exposure": 1151466.4979329612, "strike": 745.0 }, "ratio": 1.136830755281228 }, "…": "(+2 more keys)" }, "key_levels": { "call_wall": { "distance_pct": 0.6411709033711387, "gex": 926673057.5448072, "strike": 755.0 }, "charm_pressure": { "exposure": 96149775.46226907, "strike": 730.0 }, "key_gamma_strike": { "gex": 503497934.8444122, "strike": 760.0 }, "put_wall": { "distance_pct": -0.6918247377331149, "gex": 1051823713.2986056, "strike": 745.0 }, "vanna_resistance": { "exposure": -119805.84297888738, "strike": 734.0 }, "vanna_support": { "exposure": 5455935.242080478, "strike": 760.0 }, "vol_trigger": { "distance_pct": -9.418013907370414, "strike": 679.537001468298 } }, "stock_price": 750.19, "strikes": [ 245.0, "...(+263 more items)" ], "ticker": "SPY" }, "success": true } ``` ### `GET /api/mcp/data/volume-profile/` Option volume profile by strike (call vs put volume). **Parameters:** expiration (optional) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/volume-profile/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "expiration": "2026-06-17", "put_call_ratio": 0.5379030730704751, "stock_price": 299.27, "success": true, "ticker": "AAPL", "timestamp": "2026-06-17T08:31:30.720433", "top_oi_strikes": [ { "call_oi": 7045.0, "call_volume": 114145.0, "distance_from_spot_pct": 0.2439268887626619, "moneyness": "ATM", "pcr_oi": 0.2887154009936125, "pcr_volume": 0.15657278023566518, "put_oi": 2034.0, "put_volume": 17872.0, "strike": 300.0, "total_oi": 9079.0, "total_volume": 132017.0 }, "...(+4 more items)" ], "top_volume_strikes": [ { "call_oi": 7045.0, "call_volume": 114145.0, "distance_from_spot_pct": 0.2439268887626619, "moneyness": "ATM", "pcr_oi": 0.2887154009936125, "pcr_volume": 0.15657278023566518, "put_oi": 2034.0, "put_volume": 17872.0, "strike": 300.0, "total_oi": 9079.0, "total_volume": 132017.0 }, "...(+4 more items)" ], "total_call_volume": 285122.0, "total_put_volume": 153368.0, "volume_profile": [ { "call_oi": 0, "call_volume": 1.0, "distance_from_spot_pct": -23.14632271861529, "moneyness": "ITM", "pcr_oi": 52.0, "pcr_volume": 0.0, "put_oi": 52.0, "put_volume": 0, "strike": 230.0, "total_oi": 52.0, "total_volume": 1.0 }, "...(+47 more items)" ] }, "success": true } ``` ### `GET /api/mcp/data/max-pain/` Max-pain strike and the pain distribution across strikes. **Parameters:** expiration (optional) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/max-pain/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "all_strikes": [ { "strike": 230.0, "total_pain": 128121000.0 }, { "strike": 235.0, "total_pain": 116903000.0 }, "...(+46 more items)" ], "distance_from_spot": -4.269999999999982, "distance_pct": -1.426805226050049, "expiration": "2026-06-17", "likely_direction": "NEUTRAL", "magnet_strength": "WEAK", "max_pain_strike": 295.0, "max_pain_value": 4242750.0, "stock_price": 299.27, "success": true, "ticker": "AAPL", "timestamp": "2026-06-17T08:31:31.146254" }, "success": true } ``` ### `GET /api/mcp/data/monies/` our institutional data feed monies vol surface: the market's smoothed implied surface, the provider's forecast surface, or the comparison of the two (model-vs-market rich/cheap spots). **Parameters:** surface (optional: 'implied' default, 'forecast', 'comparison') ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/monies/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "monies": [ {"expirDate", "…delta-smile columns…"}, "…" ] }, "success": true } ``` ### `GET /api/mcp/data/correlation/` Rolling correlation and beta vs SPY and the sector ETF. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/correlation/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "best_etf": "XLK", "beta": { "beta_1m": 0.5, "beta_1y": 0.9 }, "correlations": { "etf_1m": 0.61, "etf_1y": 0.44, "spy_1m": 0.7, "spy_1y": 0.73 }, "iv_spy_ratio": 1.5936, "price": 299.27, "sector": "Technology", "ticker": "AAPL" }, "success": true } ``` ### `GET /api/mcp/data/correlation//compare/` Pairwise correlation/beta between two tickers. **Parameters:** days (optional, default 400) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/correlation/AAPL/compare/example" ``` Response (sample, arrays trimmed): ```json { "data": { "correlation", "beta", "series": ["…"] }, "success": true } ``` ### `GET /api/mcp/data/hv-regimes/` Historical-volatility windows, HV term structure, and regime crossovers. **Parameters:** view (optional: 'dashboard' default, 'signals', 'decomposition', 'ex_earnings') · days (default 252) ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/hv-regimes/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "days": 252, "forecast": { "orFcst20d": null, "orFcstInf": null }, "term_structure": [ { "cls_hv": 18.5, "or_hv": 25.91, "window": "5d" }, { "cls_hv": 26.08, "or_hv": 33.08, "window": "10d" }, "...(+8 more items)" ], "ticker": "AAPL", "timeseries": [ { "clsHv10d": 17.91, "clsHv120d": 41.04, "clsHv20d": 20.94, "clsHv252d": 32.13, "clsHv30d": 27.41, "clsHv5d": 18.2, "clsHv60d": 50.93, "clsHv90d": 44.48, "date": "2025-06-16" }, { "clsHv10d": 18.05, "clsHv120d": 40.98, "clsHv20d": 21.07, "clsHv252d": 32.16, "clsHv30d": 26.2, "clsHv5d": 17.64, "clsHv60d": 50.83, "clsHv90d": 44.53, "date": "2025-06-17" }, "...(+250 more items)" ] }, "success": true } ``` ### `GET /api/mcp/data/price-context/` Multi-timeframe performance and momentum-vs-IV context. ```bash curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \ "https://apexvol.com/api/mcp/data/price-context/AAPL" ``` Response (sample, arrays trimmed): ```json { "data": { "avg_opt_volume_20d": 1167697, "best_etf": "XLK", "beta_1m": 0.5, "beta_1y": 0.9, "borrow_30d": 2.58, "call_oi": 3040705, "call_volume": 579608, "contango": 0.34, "correl_etf_1y": 0.44, "correl_spy_1y": 0.73, "daily_change": 0.03, "daily_change_pct": 0.01, "days_since_hi_52w": 9, "days_since_lo_52w": 364, "days_to_earnings": 43, "…": "(+43 more keys)" }, "success": true } ```