Options Data API: Chains, IV Rank, Greeks & GEX over REST

Chains, IV rank, volatility risk premium, Greeks, dealer GEX, screeners and earnings analytics over plain REST — with declared units, explicit errors and quotas you can see on every response.

9 min read · Updated 2026-08-04
Last Updated:
9 min read
Fact-checked & Up-to-date
AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live institutional-grade data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and institutional data change. Last revised 2026-08-04. How we research →

Options Data API

is a programmatic interface for retrieving options-market data — chains, implied volatility, Greeks, open interest — over HTTP, so analytics can be built into code, spreadsheets and AI agents instead of read off a screen.

ApexVol's API serves 59 endpoints with Bearer-token auth, an OpenAPI 3.1 spec, and rate limits of 60 requests/minute with a 10,000-request monthly budget.

Quick answer

Auth: Authorization: Bearer avmcp_... (tokens self-served on Pro, Account → API Access). Endpoints: 59 under /api/mcp/data/* — chains, IV analytics, Greeks/GEX, flow, screeners, events, stock analytics, strategies, risk. Limits: 60/min, 1,000/hr, 10k/month with live headers. Docs: /docs/api + OpenAPI 3.1 + one-file Markdown reference. IV values declare iv_units; missing data errors explicitly instead of returning zeros.

ApexVol's REST API serves 59 options-analytics endpoints — documented in an OpenAPI 3.1 spec — with per-token rate limits of 60 requests/minute and a 10,000-request monthly budget, and every IV payload declares its units explicitly.

— ApexVol · ApexVol API reference (parity-tested against the live route map) · 2026-08 · methodology

An options data API is only useful if you can trust what comes back. This guide covers what the ApexVol REST API serves — chains, implied volatility analytics, Greeks, dealer positioning, screeners — and the conventions that keep integrations from silently breaking: declared units, explicit errors, visible quotas.

What the API covers

59 endpoints under /api/mcp/data/*, organized in nine families:

  • Options chain — full chains, expirations, delta-targeted contracts, historical EOD snapshots.
  • Volatility analytics — IV rank and percentile, vol cones, volatility risk premium (IV vs close-to-close historical volatility), term structure, smoothed surfaces.
  • Greeks — per-strike Greeks, heatmaps, third-order Greeks, dealer gamma/charm exposure.
  • Options flow — flow reads and cross-index volatility-arbitrage scans.
  • Screeners — eleven preset market screens with filters.
  • Events & earnings — earnings calendars, implied vs realized earnings moves, IV crush, macro calendar.
  • Stock analytics — skew, dividends, borrow rates, correlation, HV regimes, max pain, volume profile, 0DTE.
  • Strategies — build, analyze and optimize multi-leg structures; probability of profit; what-if repricing.
  • Risk — portfolio Greeks, scenario analysis, stress tests, hedge suggestions.

Authentication

Bearer tokens, created self-service under Account → API Access on a Pro plan. Tokens are prefixed avmcp_, SHA-256-hashed at rest, shown once at creation, expire after one year by default, and rotate in one click (up to 3 active per account). A token whose owner lapses below Pro stops authenticating on its own — no manual cleanup.

curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
     "https://apexvol.com/api/mcp/data/iv-rank/AAPL"

Rate limits and budgets

  • 60 requests/minute and 1,000/hour per token.
  • 10,000-request monthly budget per account, shown live on your account page with a per-endpoint breakdown.
  • Every response carries X-RateLimit-* and X-Monthly-Budget-Remaining headers; 429s include Retry-After.

Conventions that prevent bugs

  • Declared units. IV payloads carry an explicit iv_units field (percentage points), so a value of 32.5 can never be misread as 3,250%.
  • No silent zeros. When upstream data genuinely isn’t available, the API says so with an explanation and data_unavailable: true — it never fabricates a 0.
  • Traceable errors. Server errors return a request_id that matches the server logs exactly.
  • Context-sized defaults. Chain responses default to a near-the-money window (one expiration, ~20 strikes) and widen on request — friendly to both humans and LLM context windows.
  • Index quirks documented. For index chains the quoted price is the parity-implied forward for that expiration, not spot — the docs say so rather than leaving you to discover a 20-point discrepancy.

Machine-readable documentation

The reference is generated from one parity-tested source in three forms: a browsable docs site, an OpenAPI 3.1 spec, and the entire API as one Markdown file sized for an LLM context window — drop it next to a CLAUDE.md and an agent can implement against the API without leaving the editor.

Works with AI agents out of the box

The same endpoints power the ApexVol MCP server — 43 tools any MCP-compatible assistant can call. If your consumer is Claude rather than code, start with the MCP setup guide.

Access

API access is included with the Pro plan. Create a token under Account → API Access and you’re making calls in under a minute.

Sources & further reading

See our research methodology for how ApexVol computes the figures on this page.

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