# ApexVol > Professional options analytics platform providing institutional-grade implied volatility analysis, Greeks calculations, Gamma Exposure (GEX), options flow detection, and volatility risk premium tools for retail and institutional traders. ApexVol is a SaaS options analytics platform at https://apexvol.com. It aggregates real-time options chain data and pre-computes analytics that typically require expensive institutional data services. Key capabilities include IV Rank & Percentile, Gamma Exposure (GEX) with dealer flip points, unusual options flow detection, volatility risk premium (VRP) signals, vol surface visualization, and 30+ strategy analysis tools. Free tier available with demo access (AAPL); Basic/Premium/Pro tiers for full market access. ## Analytics Tools - [Options Dashboard](https://apexvol.com/dashboard): Real-time options chain with full Greeks (Delta, Gamma, Theta, Vega, Rho), IV rank, expected move, and bid/ask across all strikes and expirations. - [IV Dashboard](https://apexvol.com/iv-intelligence): Implied volatility rank, percentile, vol cone, term structure, and IV vs HV comparison for any ticker. - [Volatility Lab](https://apexvol.com/iv-intelligence?tab=research): Comprehensive vol analysis hub — vol surface, IV smile, IV vs HV, mean reversion scanner, and mispricing heatmaps. - [GEX Analysis](https://apexvol.com/greeks-exposure): Gamma exposure by strike, gamma flip point, charm/vanna/DEX exposure, and dealer hedging level visualization. - [Options Flow](https://apexvol.com/flow): Real-time options volume tracking, unusual activity detection, call/put ratio, and institutional flow signals. - [Market Overview](https://apexvol.com/market-overview): Cross-asset volatility dashboard for SPY, QQQ, IWM, and 11 sector ETFs with GEX regime and flow summary. - [Volatility Snapshot](https://apexvol.com/iv-intelligence?tab=research): Hedge-fund-style vol selling opportunity scorecard with IV rank, VRP, GEX, skew, and earnings risk. - [Volatility Edge](https://apexvol.com/iv-intelligence?tab=research): Volatility risk premium signal, IV mean reversion score, and vol selling/buying opportunity classification. - [Expected Move](https://apexvol.com/iv-intelligence?tab=research): ATM straddle-derived expected price range by expiration, with term structure and historical accuracy. - [Greeks Heatmap](https://apexvol.com/greeks-heatmap): Delta, Gamma, Theta, Vega visualized across all strikes and expirations in a color-coded matrix. - [Greeks Exposure](https://apexvol.com/greeks-exposure): Aggregate dealer delta, gamma, vanna, and charm exposure by strike for market structure analysis. - [Third-Order Greeks](https://apexvol.com/greeks-exposure): Speed, Zomma, Color, Vomma, and Ultima for advanced sensitivity analysis. - [Charm Exposure](https://apexvol.com/greeks-exposure): Delta decay by strike showing how dealer hedging flows evolve as time passes. - [Options Screener](https://apexvol.com/screener): Multi-factor scanner for high IV rank, elevated VRP, unusual volume, pre-earnings setups, and more. - [Vol Surface Monitor](https://apexvol.com/iv-intelligence?tab=surface): Real-time S&P 100 implied volatility surface with 10D/25D/ATM points across expirations. - [Vol Surface Advanced](https://apexvol.com/iv-intelligence?tab=surface): Implied vs forecast vol surface side-by-side with strike-level mispricing signals. - [Vol Term Analytics](https://apexvol.com/vol-term-analytics): Forward volatility, contango/backwardation detection, and calendar spread timing signals. - [Calendar Spread Analyzer](https://apexvol.com/calendar-spread-analyzer): Calendar spread P&L, Greeks, ratio, and entry/exit timing analysis. - [Calendar Ratio Monitor](https://apexvol.com/calendar-ratio): Near/far IV ratio dashboard for monitoring calendar spread entry conditions. - [Risk Manager](https://apexvol.com/risk-manager): Portfolio-level Greeks aggregation, scenario analysis, stress testing, and hedge recommendations. - [Event Analysis](https://apexvol.com/event-analysis): Options pricing and strategy guidance around earnings, Fed meetings, dividends, and OPEX. - [Earnings Calendar](https://apexvol.com/earnings): Upcoming earnings with options-implied expected moves and historical move accuracy. - [Earnings Straddle](https://apexvol.com/earnings-straddle): Earnings straddle pricing, breakeven calculation, and historical move vs implied move comparison. - [Relative Value](https://apexvol.com/iv-intelligence): Sector-relative IV analysis for identifying overpriced and underpriced volatility. - [Skew Intelligence](https://apexvol.com/skew-intelligence): Put/call skew analysis, skew term structure, skew trading signals, and skew percentile rank. - [HV Regimes](https://apexvol.com/iv-intelligence?tab=hv): Historical volatility regime detection (low/normal/elevated/extreme) with regime change signals. - [Dividend Analytics](https://apexvol.com/dividend-analytics): Dividend impact on options pricing, ex-date analysis, and dividend capture strategy guidance. - [Correlation Dashboard](https://apexvol.com/iv-intelligence): Cross-asset correlation matrix for portfolio diversification and spread trade analysis. - [Borrow Rates](https://apexvol.com/borrow-rates): Stock borrow cost analysis and hard-to-borrow identification for short sellers and put sellers. - [Price Context](https://apexvol.com/iv-intelligence): Multi-timeframe technical context (52-week range, ATR, support/resistance) for strike selection. - [Pin Risk](https://apexvol.com/learn/pin-risk): Options expiration pin risk probability by strike for options sellers and portfolio managers. - [Simulator](https://apexvol.com/simulator): Options strategy simulator with P&L profiles, break-even analysis, and Greeks at expiration. - [Historical Snapshots](https://apexvol.com/historical-snapshots): Historical volatility snapshots and regime archives for backtesting context. ## Options Education - [Learn Hub](https://apexvol.com/learn): Options trading education center with 60+ articles covering all key concepts. - [Implied Volatility Guide](https://apexvol.com/tools/iv-calculator): What IV is, how it's calculated, IV rank vs percentile, and how to trade it. - [Options Greeks](https://apexvol.com/learn/options-greeks): Delta, Gamma, Theta, Vega, Rho explained with practical examples and trade implications. - [Volatility Surface Explained](https://apexvol.com/learn/volatility-surface): 3D implied volatility across strikes and expirations — how to read and trade vol surfaces. - [Options Screener Guide](https://apexvol.com/learn/options-screener-guide): How to filter and find the best options trades by IV, Greeks, volume, and earnings. - [IV Crush Explained](https://apexvol.com/learn/iv-crush): Why options lose value after earnings and how to avoid or profit from IV crush. - [Max Pain Theory](https://apexvol.com/learn/max-pain-theory): How open interest predicts where stocks pin at expiration, with free calculator. - [Gamma Exposure (GEX)](https://apexvol.com/learn/gamma-exposure-explained): How market maker hedging creates support and resistance levels. - [Options Expiration](https://apexvol.com/learn/options-expiration): How options expiration works, pin risk, assignment risk, and expiration week strategies. - [How to Trade Options](https://apexvol.com/learn/how-to-trade-options): Complete beginner-to-intermediate guide covering mechanics, strategies, and risk management. - [Put-Call Ratio](https://apexvol.com/learn/put-call-ratio): How to interpret the PCR as a market sentiment and contrarian indicator. - [IV Rank & Percentile](https://apexvol.com/learn/iv-rank-percentile): The difference between IV rank and IV percentile, and how to use each. - [Volatility Risk Premium (VRP)](https://apexvol.com/learn/volatility-risk-premium): Implied vs realized volatility at matched tenors: measuring the option seller's edge, reading negative premiums, and the earnings contamination trap. - [Theta Decay](https://apexvol.com/learn/theta-decay): How time decay works, acceleration near expiration, and theta-positive strategies. - [Volatility Skew](https://apexvol.com/tools/iv-calculator): Why puts trade at higher IV than calls, term structure, and skew trading. - [Options Risk Management](https://apexvol.com/learn/options-risk-management): Position sizing, defined vs undefined risk, delta hedging, and portfolio Greeks. - [Early Assignment Risk](https://apexvol.com/learn/early-assignment-risk): When options get assigned early and 4 proven ways to avoid it. - [Zero DTE Options](https://apexvol.com/learn/zero-dte-options): Same-day expiration options trading strategies and risk management. - [Connect Claude to Live Options Data](https://apexvol.com/learn/claude-options-data-mcp): MCP server setup guide — give Claude 43 real options-analytics tools in two minutes. - [Options Data API Guide](https://apexvol.com/learn/options-data-api): 64 REST endpoints for chains, IV rank, Greeks and GEX — auth, limits, and conventions. ## Options Strategies - [Strategies Hub](https://apexvol.com/strategies): Overview of all major options strategies with when to use each. - [Iron Condor](https://apexvol.com/strategies/iron-condor): Neutral, range-bound strategy selling an OTM call spread and OTM put spread for net credit. - [Covered Call](https://apexvol.com/strategies/covered-call): Income strategy selling calls against long stock; reduces cost basis, caps upside. - [Bull Put Spread](https://apexvol.com/strategies/bull-put-spread): Bullish defined-risk credit spread; profits if stock stays above short put strike. - [Straddle](https://apexvol.com/strategies/straddle): Volatility strategy (long or short) using ATM call and put; profits from large moves or IV crush. - [Strangle](https://apexvol.com/strategies/strangle): Lower-cost volatility play using OTM call and OTM put; wider breakevens than straddle. - [Butterfly](https://apexvol.com/strategies/butterfly): Low-cost, defined-risk, market-neutral strategy targeting a specific expiration price. - [Condor](https://apexvol.com/strategies/condor): Wide-wing version of the butterfly with a profit range rather than a single peak. - [Calendar Spread](https://apexvol.com/strategies/calendar-spread): Time spread selling near-term expiration and buying a later expiration at the same strike. - [Credit Spread](https://apexvol.com/strategies/credit-spread): Defined-risk premium collection using a vertical spread (bull put or bear call). - [Wheel Strategy](https://apexvol.com/strategies/wheel-strategy): Systematic income strategy: sell CSPs to acquire stock, then sell covered calls repeatedly. - [Diagonal Spread](https://apexvol.com/strategies/diagonal-spread): Combines different strikes and expirations; a directional calendar spread. - [Debit Spread](https://apexvol.com/strategies/debit-spread): Directional defined-risk strategy buying a spread for a net debit. ## Strategy Backtests - [Backtest Hub](https://apexvol.com/strategies/backtests): All strategy backtest deep-dives in one place — win rates, drawdowns, and best regimes compared side by side (illustrative analyses). - [Iron Condor Backtest](https://apexvol.com/strategies/iron-condor/backtest): Illustrative 60-cycle SPY/SPX analysis — win rate by delta, performance by VIX regime, exit-rule comparison. - [Credit Spread Backtest](https://apexvol.com/strategies/credit-spread/backtest): Illustrative 60-cycle SPY put-credit-spread analysis — 75% win rate at 16-delta with 50% profit close. - [Wheel Strategy Backtest](https://apexvol.com/strategies/wheel-strategy/backtest): Illustrative 5-year SPY/AAPL/KO wheel analysis — yield, drawdown, and assignment frequency by delta. - [Covered Call Backtest](https://apexvol.com/strategies/covered-call/backtest): Illustrative 5-year SPY/AAPL/QQQ covered-call yield analysis — strike selection and regime performance. - [Cash-Secured Put Backtest](https://apexvol.com/strategies/cash-secured-put/backtest): Illustrative 5-year SPY/AAPL/KO put-selling analysis — win rate by delta, IV-rank regimes, assignment handling. - [Long Straddle Backtest](https://apexvol.com/strategies/straddle/backtest): Illustrative 100-event earnings straddle analysis — IV crush losses and the rare profitable setups. ## Calculators & Tools - [Tools Hub](https://apexvol.com/tools): All interactive options calculators in one place. - [Options Profit Calculator](https://apexvol.com/tools/options-calculator): Free options profit calculator — P&L chart, breakeven, and full Greeks for any strategy. No signup. - [Covered Call Calculator](https://apexvol.com/tools/covered-call-calculator): Premium income, breakeven, max profit, and annualized return for covered calls. - [Cash Secured Put Calculator](https://apexvol.com/tools/cash-secured-put-calculator): Premium income, cash required, breakeven, and annualized return on cash for short puts. - [Wheel Strategy Calculator](https://apexvol.com/tools/wheel-calculator): Full-cycle wheel income — CSP and covered-call premiums, called-away P&L, cost basis, and annualized return. - [Iron Condor Calculator](https://apexvol.com/tools/iron-condor-calculator): Iron condor max profit, max loss, breakevens, and probability of profit. - [Credit Spread Calculator](https://apexvol.com/tools/credit-spread-calculator): Max profit, max loss, and breakeven for bull put and bear call spreads. - [Straddle Calculator](https://apexvol.com/tools/straddle-calculator): Breakeven points, total cost, and required move for long and short straddles. - [Butterfly Calculator](https://apexvol.com/tools/butterfly-calculator): Max profit, max loss, and breakevens for long and iron butterfly spreads. - [Calendar Spread Calculator](https://apexvol.com/tools/calendar-spread-calculator): Time spread P&L, breakeven, and theta edge across expirations. - [Greeks Calculator](https://apexvol.com/tools/greeks-calculator): Delta, Gamma, Theta, Vega, Rho calculator for any option parameters. - [IV Calculator](https://apexvol.com/tools/iv-calculator): Back-calculate implied volatility from an observed option price, plus IV rank lookup and IV crush estimator. - [Expected Move Calculator](https://apexvol.com/tools/expected-move-calculator): Earnings and event expected-move ranges derived from ATM straddle pricing. - [Probability Calculator](https://apexvol.com/tools/probability-calculator): Probability of profit and touch for any options position. - [Free Calculators Roundup](https://apexvol.com/best/free-options-calculators): Comparison of all free ApexVol calculators and when to use each. ## Ticker-Specific Options Pages - [Options Hub](https://apexvol.com/options): Directory of 200+ ticker-specific options analytics pages. - [SPY Options](https://apexvol.com/options/spy): S&P 500 ETF (SPY) options analysis, IV rank, GEX, and expected move. - [QQQ Options](https://apexvol.com/options/qqq): Nasdaq 100 ETF (QQQ) options analysis and volatility analytics. - [IWM Options](https://apexvol.com/options/iwm): Russell 2000 ETF (IWM) small-cap options analysis. - [AAPL Options](https://apexvol.com/options/aapl): Apple Inc options analysis — IV, GEX, earnings history. - [TSLA Options](https://apexvol.com/options/tsla): Tesla Inc options — high-volatility earnings and GEX analysis. - [NVDA Options](https://apexvol.com/options/nvda): NVIDIA Corp options — AI sector volatility and earnings moves. - [MSFT Options](https://apexvol.com/options/msft): Microsoft Corp options analysis. - [AMZN Options](https://apexvol.com/options/amzn): Amazon.com options analysis. - [META Options](https://apexvol.com/options/meta): Meta Platforms options analysis. - [GOOGL Options](https://apexvol.com/options/googl): Alphabet (Google) options analysis. ## Comparison Guides - [Compare Hub](https://apexvol.com/compare): Side-by-side comparisons of options strategies and concepts. - [Iron Condor vs Iron Butterfly](https://apexvol.com/compare/iron-condor-vs-iron-butterfly): Key differences, profit profiles, and when to use each. - [Covered Call vs Cash-Secured Put](https://apexvol.com/compare/covered-call-vs-cash-secured-put): Risk/reward comparison for income strategies. ## Best-Of Lists & Rankings - [Best Free Options Calculators](https://apexvol.com/best/free-options-calculators): Free, no-signup calculators — options profit/P&L, IV rank, Greeks, iron condor, expected move, and credit spread. - [Most Liquid ETFs for Options Trading](https://apexvol.com/best/etfs-for-options-trading): Top 10 ETFs ranked by options liquidity, bid-ask tightness, and IV regime. - [Highest VRP Stocks](https://apexvol.com/best/high-vrp-stocks): The 10 richest volatility risk premiums in liquid US options, 30-day implied vs 30-day realized, refreshed every trading day. - [Best Stocks for the Wheel Strategy](https://apexvol.com/best/stocks-for-wheel-strategy): High-IV picks ranked by cash-secured put premium yield. - [Best Stocks for Options Trading](https://apexvol.com/best/stocks-for-options-trading): Top single-name picks by liquidity, IV, and weekly chains. - [Best Covered Call Stocks](https://apexvol.com/best/stocks-for-covered-calls): Stocks ranked by 1-6% monthly covered-call premium yield. - [Best Dividend Stocks for Covered Calls](https://apexvol.com/best/dividend-stocks-for-covered-calls): Dividend income plus options premium for compounded yield. - [Best High-IV Stocks for Premium Selling](https://apexvol.com/best/high-iv-stocks-2026): Highest premium yield per unit of locked capital. - [Best Options Strategies for Income](https://apexvol.com/best/options-strategies-for-income): Strategies ranked for consistent monthly income. - [Best Options Strategies for Beginners](https://apexvol.com/best/options-strategies-beginners): Simple, lower-risk strategies to start with. - [Best Options Strategies for High IV](https://apexvol.com/best/options-strategies-for-high-iv) / [Low IV](https://apexvol.com/best/options-strategies-for-low-iv): Premium-selling vs premium-buying plays by volatility regime. - [Best Stocks for Small Accounts](https://apexvol.com/best/stocks-for-options-trading-small-account-2026): Capital-efficient sub-$50 options plays. ## Live Data Screens (refreshed from ORATS data) - [Best Stocks for Cash-Secured Puts](https://apexvol.com/best/stocks-for-cash-secured-puts): Ranked by estimated annualized CSP yield. - [Best Stocks for Credit Spreads](https://apexvol.com/best/stocks-for-credit-spreads): Liquid names ranked by IV rank for defined-risk premium selling. - [Best Stocks for Iron Condors](https://apexvol.com/best/stocks-for-iron-condors): Rangebound, elevated-IV names suited to condor entries. - [Best ETFs for the Wheel Strategy](https://apexvol.com/best/etfs-for-the-wheel-strategy): Diversified funds ranked by wheel income potential. - [Best Weekly Options Stocks](https://apexvol.com/best/weekly-options-stocks): The most liquid weekly chains by option volume. - [Best Stocks for LEAPS](https://apexvol.com/best/stocks-for-leaps): Large caps with cheap long-dated volatility. - [Low IV Stocks for Debit Spreads](https://apexvol.com/best/low-iv-stocks-for-debit-spreads): Cheap-premium names for long options and debit spreads. - [Best Stocks for Poor Man's Covered Calls](https://apexvol.com/best/stocks-for-poor-mans-covered-call): PMCC candidates with cheap LEAPS and rich short calls. - [Best Stocks for Earnings Straddles](https://apexvol.com/best/stocks-for-earnings-straddles): The biggest options-implied earnings moves on the calendar. - [Best Stocks for Calendar Spreads](https://apexvol.com/best/stocks-for-calendar-spreads): Positive term-structure names for time spreads. ## Monthly Volatility Reports - [Monthly IV Reports](https://apexvol.com/reports): Median IV rank, high/low IV leaderboards, and IV vs HV spreads across 1,000+ liquid US stocks, published monthly from ORATS data. ## Earnings Resources - [Earnings Calendar](https://apexvol.com/earnings): Upcoming earnings with options-implied expected moves. - [Trading Earnings with Options](https://apexvol.com/events/trading-earnings-with-options): Strategy guide for trading earnings announcements. - [IV Crush Mistakes](https://apexvol.com/avoid/iv-crush-mistakes): How to avoid losing money to post-earnings implied volatility collapse. ## Data Reports - [Monthly IV Reports Hub](https://apexvol.com/reports): Free, citable monthly implied volatility reports — highest IV-rank stocks, IV vs HV spreads, expected earnings moves, and market-wide IV statistics from institutional data. - [Monthly IV Report: June 2026](https://apexvol.com/reports/iv-report-june-2026): June 2026 snapshot — median IV rank across liquid US stocks, top 10 highest/lowest IV-rank names, richest vol risk premiums, and biggest expected earnings moves. ## For AI Assistants & Developers - [API & MCP Overview](https://apexvol.com/mcp): The ApexVol MCP server and REST API — what they cover, setup, and access. - [API Documentation](https://apexvol.com/docs/api): Full REST API reference for options chains, IV rank, GEX, Greeks, expected moves, earnings analytics, and screener data. - [OpenAPI 3.1 spec](https://apexvol.com/docs/api/openapi.json): Machine-readable JSON contract for all 64 Bearer-token endpoints — fetch it directly. - [One-file Markdown API reference](https://apexvol.com/docs/api/apexvol-api.md): The entire API as a single Markdown document, sized for LLM context windows. - [Connect Claude to options data (setup guide)](https://apexvol.com/learn/claude-options-data-mcp): Step-by-step MCP setup for Claude Code and Claude Desktop. - [Options data API guide](https://apexvol.com/learn/options-data-api): Endpoint families, authentication, rate limits, and data conventions. - [Model Context Protocol (glossary)](https://apexvol.com/glossary/model-context-protocol): What MCP is and why AI assistants use it. - Install: `pipx install apexvol-mcp` ([apexvol-mcp on PyPI](https://pypi.org/project/apexvol-mcp/)). Requires Python 3.10+ and any paid ApexVol plan (from $55/mo) — each endpoint follows the same data tier as the web app, and Pro unlocks the full toolset; tokens are self-served under Account → API Access. Rate limits: 60 req/min, 1,000/hr, 10,000/month. - No-install remote connector: add `https://apexvol.com/mcp-server` as a custom connector in claude.ai, Claude Desktop, or ChatGPT and sign in with an ApexVol account (OAuth, read-only access). - Source code: [apexvol-mcp on GitHub](https://github.com/ryansilk/apexvol-mcp) — MIT-licensed client with the full 44-tool list, tests, and releases. - Agent Skill: [options-analysis SKILL.md](https://github.com/ryansilk/apexvol-mcp/blob/main/skills/options-analysis/SKILL.md) teaches an assistant complete workflows over the 44 tools: rich/cheap vol assessment, earnings setups, premium-selling screens, GEX regime reads, and strategy stress-testing. - The MCP server exposes 44 tools in 9 categories: - 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 - Help and discovery: help (the bundled API reference: which tool answers a question, an endpoint's parameters, units and plan; no data cost). The server also ships 41 prompts for the client's prompt picker: 33 starters, three per data family, and 8 recipes (whole jobs such as a morning regime brief). Recipes with runnable Python scripts and captured output: https://apexvol.com/developers/recipes ## Glossary & Reference - [Options Glossary](https://apexvol.com/glossary): Definitions for 100+ options trading terms including IV, Greeks, GEX, VRP, skew, and more. - [FAQ](https://apexvol.com/faq): Common questions about ApexVol features, data sources, and subscription tiers. - [Pricing](https://apexvol.com/pricing): Free, Basic ($55/mo), Premium ($95/mo), and Pro ($195/mo) subscription tiers with feature comparison. - [Blog](https://apexvol.com/blog): Market analysis, strategy breakdowns, and volatility commentary updated regularly. ## Developers: API and MCP - [API and MCP overview](https://apexvol.com/mcp): The ApexVol MCP server (44 options-analytics tools for Claude and any MCP client) and the REST API behind it. - [API documentation hub](https://apexvol.com/docs/api): Getting started, the eleven endpoint families, authentication, rate limits, conventions and the OpenAPI 3.1 spec. - [Whole API as one Markdown file](https://apexvol.com/llms-full.txt): Every endpoint with parameters, fields and a real captured response, sized for an LLM context window. Any family or endpoint page also serves a Markdown twin at its URL plus .md. - [API conventions](https://apexvol.com/developers/conventions): Units, bases, timestamps and the response envelope shared by every endpoint. - [API errors](https://apexvol.com/developers/errors): Every status code the token API returns with its payload shape. - [API changelog](https://apexvol.com/developers/changelog): Versioned changes, with an Atom feed at /developers/changelog.atom. - [Prompt library](https://apexvol.com/mcp/prompts): Prompts for Claude, Cursor and ChatGPT that call the ApexVol tools, grouped by data family. - [Claude Desktop setup](https://apexvol.com/mcp/claude-desktop): Connect Claude Desktop to live options data in two minutes. Paste one connector URL, approve read-only access, then ask for IV rank, GEX and earnings. - [Claude Code setup](https://apexvol.com/mcp/claude-code): Add the ApexVol MCP server to Claude Code with one command. Live options chains, IV rank, dealer GEX and earnings analytics inside your coding session. - [Cursor setup](https://apexvol.com/mcp/cursor): Add the ApexVol MCP server to Cursor with a four-line mcp.json. Ask the agent for IV rank, options chains, dealer GEX and earnings verdicts while you code. - [ChatGPT setup](https://apexvol.com/mcp/chatgpt): Connect ChatGPT to live options data with a custom MCP connector. Paste one URL in developer mode, sign in, and ask for IV rank, GEX and earnings data. - [VS Code setup](https://apexvol.com/mcp/vs-code): Add the ApexVol MCP server to VS Code with a short .vscode/mcp.json. Copilot agent mode can then pull options chains, IV rank, GEX and earnings data. - [Windsurf setup](https://apexvol.com/mcp/windsurf): Add the ApexVol MCP server to Windsurf's Cascade agent with a short mcp_config.json. Live options chains, IV rank, dealer GEX and earnings analytics. - [Gemini CLI setup](https://apexvol.com/mcp/gemini-cli): Add the ApexVol MCP server to Gemini CLI with one command or a short settings.json block. Options chains, IV rank, dealer GEX and earnings data in Gemini. ## API endpoint families Every endpoint needs a Bearer token; tokens are issued to paid and trial accounts. Each page shows a real captured response and has a Markdown twin at its URL plus .md. ### Implied volatility API - [Implied volatility API overview](https://apexvol.com/developers/implied-volatility-api): REST endpoints for IV rank, IV percentile, the vol cone, term structure and volatility risk premium. One Bearer token, JSON back, the same tools as MCP. - [Realized vol regimes](https://apexvol.com/developers/implied-volatility-api/hv-regimes): GET /hv-regimes/{ticker}. Historical volatility across windows, its term structure and the regime crossovers. - [IV opportunities](https://apexvol.com/developers/implied-volatility-api/iv-opportunities): GET /iv-opportunities/{ticker}. IV mean-reversion read: z-score, reversion target and the expected IV change. - [IV rank](https://apexvol.com/developers/implied-volatility-api/iv-rank): GET /iv-rank/{ticker}. IV rank and IV percentile against the last year, with the range they were measured on. - [Monies surface](https://apexvol.com/developers/implied-volatility-api/monies): GET /monies/{ticker}. The market-implied vol surface, the forecast surface, or the comparison between the two. - [Skew](https://apexvol.com/developers/implied-volatility-api/skew): GET /skew/{ticker}. Put-call skew slope, curvature and the percentile of today's skew. - [Term structure](https://apexvol.com/developers/implied-volatility-api/term-structure): GET /term-structure/{ticker}. At-the-money IV by expiration, with the straddle-implied move for each one. - [VIX snapshot](https://apexvol.com/developers/implied-volatility-api/vix): GET /vix. VIX level, change and the day's range. - [Volatility cone](https://apexvol.com/developers/implied-volatility-api/volatility-cone): GET /volatility-cone/{ticker}. A realized-volatility cone per tenor next to the chain IV at the same tenor. - [Volatility risk premium](https://apexvol.com/developers/implied-volatility-api/vrp): GET /vrp/{ticker}. Volatility risk premium: 30-day IV minus realized vol over a matching window, with an ex-earnings version. - [VRP by expiration](https://apexvol.com/developers/implied-volatility-api/vrp-expirations): GET /vrp/{ticker}/expirations. The volatility risk premium broken down by expiration. - [VRP time series](https://apexvol.com/developers/implied-volatility-api/vrp-timeseries): GET /vrp/{ticker}/timeseries. Daily IV, realized vol and their difference through time. - [IV rank batch](https://apexvol.com/developers/implied-volatility-api/iv-rank-batch): GET /batch/iv-rank. IV rank and percentile for up to 25 symbols in a single request. ### Options chain API - [Options chain API overview](https://apexvol.com/developers/options-chain-api): An options chain API that returns every strike with bid, ask, IV, delta, gamma, theta, vega, volume and open interest as JSON. Live and historical chains. - [Historical chain](https://apexvol.com/developers/options-chain-api/chain-at-time): GET /chain-at-time/{ticker}. The end-of-day chain snapshot for a past trade date. - [Options chain](https://apexvol.com/developers/options-chain-api/chain): GET /chain/{ticker}. The full chain per expiration: quotes, per-contract IV, Greeks, volume and open interest. - [Expirations](https://apexvol.com/developers/options-chain-api/expirations): GET /expirations/{ticker}. The listed expiration dates for a ticker. - [Options by delta](https://apexvol.com/developers/options-chain-api/options-by-delta): GET /options-by-delta/{ticker}. The contract nearest a target delta with its strike, IV and quote. - [Ticker search](https://apexvol.com/developers/options-chain-api/search): GET /search. Resolve a company name or partial symbol to a covered ticker. - [Stock price](https://apexvol.com/developers/options-chain-api/stock): GET /stock/{ticker}. The current price with the company name, sector, market cap and beta. ### Options Greeks API - [Options Greeks API overview](https://apexvol.com/developers/options-greeks-api): Options Greeks over REST: find contracts by delta, pull Greeks heatmaps across strikes and expirations, aggregate a portfolio, and get third-order Greeks. - [Charm exposure](https://apexvol.com/developers/options-greeks-api/charm): GET /charm/{ticker}. Charm exposure by strike: the delta that decays into tomorrow. - [Greeks heatmap](https://apexvol.com/developers/options-greeks-api/greeks-heatmap): GET /greeks-heatmap/{ticker}. Per-contract Greeks as strike-by-expiration matrices, with the OI walls and max pain. - [Third-order Greeks](https://apexvol.com/developers/options-greeks-api/third-order-greeks): GET /third-order-greeks/{ticker}. Speed, zomma, color, vomma and ultima by strike, with definitions. ### Gamma exposure API - [Gamma exposure API overview](https://apexvol.com/developers/gamma-exposure-api): Dealer gamma exposure by strike as JSON: net GEX, call and put GEX, the gamma flip level, key levels, 0DTE gamma and max pain for stocks, ETFs and indexes. - [Cross-index gamma exposure](https://apexvol.com/developers/gamma-exposure-api/cross-index-gex): GET /cross-index-gex. Gamma exposure compared across SPY, QQQ, IWM and DIA. - [Gamma exposure](https://apexvol.com/developers/gamma-exposure-api/gex): GET /gex/{ticker}. Dealer gamma exposure by strike, the flip level, the walls and a regime read. - [Greeks exposure](https://apexvol.com/developers/gamma-exposure-api/greeks-exposure): GET /greeks-exposure/{ticker}. Dealer exposure for every Greek by strike, with a unit for each. - [Max pain](https://apexvol.com/developers/gamma-exposure-api/max-pain): GET /max-pain/{ticker}. The max-pain strike, its distance from spot and how strong the magnet is. - [Volume profile](https://apexvol.com/developers/gamma-exposure-api/volume-profile): GET /volume-profile/{ticker}. Call and put volume and open interest by strike, with the ratios. - [0DTE levels](https://apexvol.com/developers/gamma-exposure-api/zero-dte): GET /zero-dte/{ticker}. 0DTE analytics: expected move, gamma regime, walls, theta burn and a mispricing read. - [GEX batch](https://apexvol.com/developers/gamma-exposure-api/gex-batch): GET /batch/gex. Dealer gamma exposure levels for up to 25 symbols in a single request. ### Options flow API - [Options flow API overview](https://apexvol.com/developers/options-flow-api): Options flow as JSON: the largest premium by contract, unusual volume against open interest, call and put premium totals and a sentiment read, per ticker. - [Flow](https://apexvol.com/developers/options-flow-api/flow): GET /flow/{ticker}. Options flow: the largest premium by contract, unusual volume against open interest and a sentiment summary. - [Smart money flow](https://apexvol.com/developers/options-flow-api/smart-money): GET /smart-money/{ticker}. Trades that pass the size, opening-position and moneyness filters, scored. ### Earnings and expected move API - [Earnings and expected move API overview](https://apexvol.com/developers/earnings-expected-move-api): Expected move and earnings analytics over REST: the priced move, the historical average, IV crush, straddle hit rates and a scored verdict per report. - [Earnings history](https://apexvol.com/developers/earnings-expected-move-api/earnings-history): GET /earnings-history/{ticker}. Per-report moves, surprises and IV crush, with the statistics. - [Earnings verdict](https://apexvol.com/developers/earnings-expected-move-api/earnings-verdict): GET /earnings-verdict/{ticker}. One call that scores the earnings straddle: priced move versus history, IV crush, drift and wings, with a verdict. - [Expected move](https://apexvol.com/developers/earnings-expected-move-api/expected-move): GET /expected-move/{ticker}. The straddle-implied expected move in dollars and percent, with bounds. - [Expected vs actual](https://apexvol.com/developers/earnings-expected-move-api/expected-vs-actual): GET /expected-vs-actual/{ticker}. The straddle-implied move against the historical average over the same horizon. - [Historical moves](https://apexvol.com/developers/earnings-expected-move-api/historical-moves): GET /historical-moves/{ticker}. The distribution of past moves per horizon. - [IV crush](https://apexvol.com/developers/earnings-expected-move-api/iv-crush): GET /iv-crush/{ticker}. The pre-earnings IV build, the estimated crush and the move priced for the event. - [Mispricing assessment](https://apexvol.com/developers/earnings-expected-move-api/mispricing-assessment): GET /mispricing-assessment/{ticker}. A composite buy-premium or sell-premium signal with a score and its components. - [Post earnings drift](https://apexvol.com/developers/earnings-expected-move-api/post-earnings-drift): GET /post-earnings-drift/{ticker}. Drift after the earnings gap over 1 to 20 days, split by gap direction. - [Expected move batch](https://apexvol.com/developers/earnings-expected-move-api/expected-move-batch): GET /batch/expected-move. Straddle-implied expected move for up to 25 symbols in a single request. ### Strategies API - [Strategies API overview](https://apexvol.com/developers/strategies-api): POST endpoints that build a named strategy from the live chain, analyze custom legs, grid-search strikes, price probability of profit and re-price a chain. - [Analyze strategy](https://apexvol.com/developers/strategies-api/analyze-strategy): POST /analyze-strategy. Analyzes any custom legs: net Greeks, max profit and loss, breakevens, probability of profit and the P&L curve. - [Build strategy](https://apexvol.com/developers/strategies-api/build-strategy): POST /build-strategy. Builds a named strategy from the live chain and returns the legs with full analysis. - [Optimize strategy](https://apexvol.com/developers/strategies-api/optimize-strategy): POST /optimize-strategy. Grid-searches strikes for a strategy type and returns the winner with its analysis. - [Probability of profit](https://apexvol.com/developers/strategies-api/pop): POST /pop. Probability of profit for a set of legs at expiration. - [Simulated chain](https://apexvol.com/developers/strategies-api/simulate-chain): POST /simulate-chain. Re-prices a chain at a hypothetical spot, days to expiry and IV shift. ### Portfolio risk API - [Portfolio risk API overview](https://apexvol.com/developers/risk-api): POST your stock and option positions and get net Greeks, a risk level, scenario P&L, a stress-test battery and the hedge that neutralises delta. - [Hedge recommendations](https://apexvol.com/developers/risk-api/hedge-recommendations): POST /hedge-recommendations. Stock and option hedges that bring your net delta to a target. - [Portfolio Greeks](https://apexvol.com/developers/risk-api/portfolio-greeks): POST /portfolio-greeks. Aggregate Greeks and a risk level for a list of stock and option positions. - [Scenario analysis](https://apexvol.com/developers/risk-api/scenario-analysis): POST /scenario-analysis. Estimated P&L for your positions under the scenarios you specify. - [Stress tests](https://apexvol.com/developers/risk-api/stress-tests): POST /stress-tests. A standard battery of stress scenarios with estimated P&L per scenario. ### Events and calendars API - [Events and calendars API overview](https://apexvol.com/developers/events-calendar-api): Upcoming earnings with the options-implied move next to the historical average, the macro calendar with estimates and actuals, and monthly seasonality. - [Earnings calendar](https://apexvol.com/developers/events-calendar-api/earnings-calendar): GET /earnings-calendar. Upcoming reports with the implied move next to the historical average. - [Economic calendar](https://apexvol.com/developers/events-calendar-api/economic-calendar): GET /economic-calendar. The macro event calendar with impact, estimate, previous and actual. - [Seasonality](https://apexvol.com/developers/events-calendar-api/seasonality): GET /seasonality/{ticker}. Average and median returns and volatility by month and quarter. ### Screeners API - [Screeners API overview](https://apexvol.com/developers/screeners-api): Preset screens over the whole universe, a market-wide volatility regime read, IV-to-SPY mean-reversion stretches and cross-strike arbitrage checks. - [Market overview](https://apexvol.com/developers/screeners-api/market-overview): GET /market-overview. Market-wide vol stats, sector heatmap, index prices, breadth, movers and earnings this week. - [Relative value scan](https://apexvol.com/developers/screeners-api/relative-value-scan): GET /relative-value-scan. Market-wide IV-to-SPY mean-reversion stretches, or rich-versus-cheap pairs. - [Market screen](https://apexvol.com/developers/screeners-api/screen): GET /screen. Preset screens over the whole universe: high IV rank, high VRP, earnings this week, skew, contango and more. - [Vol arbitrage scan](https://apexvol.com/developers/screeners-api/vol-arb-scan): GET /vol-arb-scan. Cross-strike checks: butterfly mispricings, skew trades, calendars and parity violations. ### Stock analytics API - [Stock analytics API overview](https://apexvol.com/developers/stock-analytics-api): Per-ticker context by REST: price and momentum regime, borrow rate and squeeze risk, dividends and the implied dividend, correlation and beta, the raw row. - [Borrow rate](https://apexvol.com/developers/stock-analytics-api/borrow-rate): GET /borrow-rate/{ticker}. Borrow-rate level, class, percentile and the time series with spike detection. - [Cores](https://apexvol.com/developers/stock-analytics-api/cores): GET /cores/{ticker}. The curated subset (or all 340+) of the pre-computed analytics fields for a ticker. - [Correlation](https://apexvol.com/developers/stock-analytics-api/correlation): GET /correlation/{ticker}. Correlation and beta to SPY and the best-matching sector ETF over one month and one year. - [Correlation compare](https://apexvol.com/developers/stock-analytics-api/correlation-compare): GET /correlation/{ticker}/compare/{ticker2}. Pairwise correlation and beta between two tickers through time. - [Dividend analytics](https://apexvol.com/developers/stock-analytics-api/dividend): GET /dividend/{ticker}. Dividend history, yield, growth and the options-implied dividend against the actual. - [Price context](https://apexvol.com/developers/stock-analytics-api/price-context): GET /price-context/{ticker}. Multi-timeframe returns, range position, momentum regime, vol regime and flow sentiment in one row. - [Relative value](https://apexvol.com/developers/stock-analytics-api/relative-value): GET /relative-value/{ticker}. IV percentile versus SPY and the sector ETF with mean-reversion z-scores. ### Account and index API - [Account and index API overview](https://apexvol.com/developers/account-api): Your month's usage, allowance, remaining and reset time as JSON, and the machine-readable list of every endpoint. - [Usage](https://apexvol.com/developers/account-api/me-usage): GET /me/usage. Your own meter: month used, allowance, remaining, reset time and calls by endpoint. - [Index](https://apexvol.com/developers/account-api/index): GET /. Every endpoint with its method, path, plan, parameters, docs page and an example request.