apexvol-mcp 0.1.0

MCP server for ApexVol options analytics - query options data via Claude Code or Claude Desktop

ApexVol MCP Server

A Model Context Protocol (MCP) server that provides natural language access to ApexVol's options analytics platform. Query options chains, volatility metrics, Greeks, flow analysis, and more using Claude Code or Claude Desktop.

Architecture

Customer's Machine                     ApexVol Platform
┌─────────────────────┐               ┌─────────────────────┐
│ Claude Code/Desktop │               │ apexvol.com         │
│         │           │               │                     │
│         ▼           │               │                     │
│   ApexVol MCP       │──── HTTPS ───▶│  /api/mcp/data/...  │
│   (runs locally)    │               │                     │
└─────────────────────┘               └─────────────────────┘

The MCP server runs locally on your machine and makes API calls to the ApexVol platform. No additional infrastructure required.

Features

• 43 Analytics Tools — every /api/mcp/data endpoint is reachable from Claude
• Natural Language Interface - Ask questions like "What's the IV rank for SPY?"
• Claude Code & Desktop Support - Works with CLI and desktop applications
• Token Authentication - Secure API token validation
• Built-in health check - apexvol-mcp --check verifies your install and token

Available Tools

Options Chain (6 tools)

• get_options_chain - Full options chain for any ticker
• get_expirations - Available expiration dates
• get_options_by_delta - Find options at specific delta
• get_stock_price - Current price and company info
• calculate_expected_move - Expected move from straddle pricing
• get_historical_chain - Chain snapshot on any past trading day

Volatility Analysis (7 tools)

• get_iv_rank - IV rank and percentile
• get_volatility_cone - IV vs historical realized volatility
• get_volatility_risk_premium - VRP (IV minus RV)
• get_term_structure - IV across expirations
• find_iv_opportunities - Mean reversion opportunities
• get_vix_snapshot - VIX level and term-structure state
• get_monies_surface - ORATS smoothed surface: implied, forecast, or model-vs-market comparison

Greeks & GEX (5 tools)

• get_gex - Gamma Exposure by strike
• get_charm_exposure - Delta decay exposure
• get_third_order_greeks - Speed, zomma, color, vomma, ultima
• get_greeks_heatmap - Greeks across strikes and expirations
• get_cross_index_gex - Compare GEX across indices

Options Flow (3 tools)

• get_options_flow - Flow and unusual activity ⚠️ temporarily unavailable — upstream feed lacks reliable intraday volume; the tool says so instead of returning zeros
• get_smart_money_flow - Institutional flow patterns ⚠️ same limitation as above
• scan_volatility_arb - Cross-index volatility arbitrage

Strategy Building (5 tools)

• build_strategy - Build options strategies (iron condor, spreads, etc.)
• analyze_strategy - Full P&L and Greeks analysis
• optimize_strategy - Find optimal strikes
• simulate_option_chain - Black-Scholes what-if re-pricing (price/DTE/IV shift)
• calculate_probability_of_profit - PoP for any set of legs

Risk Management (4 tools)

• calculate_portfolio_greeks - Aggregate portfolio Greeks
• run_scenario_analysis - What-if scenarios
• generate_stress_tests - Stress test results
• get_hedge_recommendations - Delta-hedge suggestions (stock + option legs)

Positions are passed as a JSON array (ticker, position_type, quantity, strike, expiration, Greeks) — pull option Greeks from get_options_chain first. Plain text ("AAPL 100 shares") works for stock-only portfolios.

Events & Screening (5 tools)

• get_earnings_calendar - Upcoming earnings
• analyze_earnings_history - Historical earnings moves
• screen_market - Market screening (high IV, unusual volume, etc.)
• get_market_overview - Market-wide volatility overview
• get_economic_calendar - Macro events (CPI, FOMC, jobs...)

Ticker Analytics (8 tools)

• get_ticker_analytics - One tool, eight views: skew, dividends, borrow_rate, correlation, hv_regimes, price_context, relative_value, greeks_exposure
• get_earnings_move_analysis - seven views: mispricing, historical_moves, expected_vs_actual, verdict, seasonality, post_drift, iv_crush
• get_max_pain - Max pain strike and loss profile
• get_volume_profile - Volume/OI by strike with OI-implied support/resistance
• get_zero_dte - 0DTE gamma, flip level, max pain, theta decay (SPY/QQQ/SPX…)
• get_orats_cores - Raw ORATS cores row (340+ fields) with field selection
• search_tickers - Resolve names to symbols / check coverage
• scan_relative_value - Market-wide IV/SPY mean-reversion and pairs scans

Installation

Prerequisites

• Python 3.10+
• An ApexVol Pro subscription and an API token (see "Getting a Token" below)

Install the Package

We recommend pipx so the apexvol-mcp command is isolated and always on your PATH:

pipx install apexvol-mcp

Plain pip install apexvol-mcp also works.

Or install from source:

cd apexvol-mcp
pip install -e .

Verify the install

Before touching any Claude config, confirm the command works and your token authenticates:

APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE apexvol-mcp --check

--check prints the client version, auth result, and your remaining rate-limit/monthly budget. If it says OK, the only step left is wiring it into Claude.

Configuration

Claude Code (CLI)

One command:

claude mcp add apexvol -e APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE -- apexvol-mcp

Or add to your project's .mcp.json or global ~/.claude.json by hand:

{
  "mcpServers": {
    "apexvol": {
      "command": "apexvol-mcp",
      "env": {
        "APEXVOL_API_TOKEN": "avmcp_YOUR_TOKEN_HERE"
      }
    }
  }
}

Claude Desktop App

macOS: Edit ~/Library/Application Support/Claude/claude_desktop_config.json

Windows: Edit %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "apexvol": {
      "command": "apexvol-mcp",
      "env": {
        "APEXVOL_API_TOKEN": "avmcp_YOUR_TOKEN_HERE"
      }
    }
  }
}

Environment Variables

Variable	Required	Description
APEXVOL_API_TOKEN	Yes	Your ApexVol API token
APEXVOL_API_URL	No	API URL (default: https://apexvol.com)

Usage

After configuration, restart Claude Code or Claude Desktop to load the MCP server.

Example Queries

Volatility Analysis:

• "What's the IV rank for AAPL?"
• "Show me the volatility cone for SPY"
• "Is there a volatility risk premium in TSLA?"

Options Chain:

• "Get the options chain for QQQ expiring next week"
• "Find a 30 delta put on NVDA"
• "What's the expected move for AMZN earnings?"

Greeks & GEX:

• "What's the gamma exposure for SPY?"
• "Show me the GEX flip point for QQQ"
• "Compare GEX across major indices"

Flow Analysis:

• "What's the options flow in AAPL today?"
• "Any unusual options activity in META?"
• "Scan for volatility arbitrage opportunities"

Strategy Building:

• "Build an iron condor on SPY"
• "Analyze a 150/155 call spread on AAPL"
• "What are the Greeks for selling a 200 put on NVDA?"

Risk Management:

• "Calculate portfolio Greeks for 100 AAPL shares and 1 AAPL 200 call"
• "Run a stress test on my positions"
• "How should I hedge my delta exposure?"

Market Overview:

• "What's the market overview today?"
• "Show me stocks with high IV rank"
• "What earnings are coming up this week?"

Response Format

All tools return structured data with a markdown summary:

{
  "success": true,
  "data": { ... },
  "summary": "## AAPL IV Analysis\n\n| Metric | Value |\n...",
  "metadata": {
    "timestamp": "2025-01-08T10:30:00",
    "ticker": "AAPL"
  }
}

Authentication

ApexVol MCP uses token-based authentication. Your token is sent with each API request to the ApexVol platform.

Token Format

• Prefix: avmcp_
• Length: 38 characters total

Getting a Token

API access requires an active Pro subscription:

1. Create and manage tokens at apexvol.com/account → API Access — issuance, rotation, and revocation are all self-service.
2. If the API Access tab isn't enabled on your Pro account yet (access is rolling out), email [e-mail] and we'll switch it on.

The token is sent with every request, so treat it like a password. If it leaks, revoke it on the account page and create a new one.

Troubleshooting

Start with the health check — it diagnoses most issues in one shot:

APEXVOL_API_TOKEN=avmcp_YOUR_TOKEN_HERE apexvol-mcp --check

"Invalid or missing API token"

• Verify your APEXVOL_API_TOKEN environment variable is set correctly
• Ensure your token hasn't been revoked (check apexvol.com/account → API Access)
• Check that the token starts with avmcp_

"Request timed out"

• Check your internet connection
• The ApexVol platform may be temporarily unavailable

MCP Server Not Loading

• Restart Claude Code/Desktop after configuration changes
• Check that apexvol-mcp is in your PATH (which apexvol-mcp; pipx installs handle this automatically)
• Verify the configuration JSON syntax is valid

Development

Running Locally

# Install in development mode
pip install -e ".[dev]"

# Run the server directly
python -m apexvol_mcp.server

Running Tests

pytest tests/

Support

For issues or questions:

• Email: [e-mail]
• Documentation: https://apexvol.com/docs/api

License

MIT — see the license field in pyproject.toml. The client wrapper is open source; access to the ApexVol platform itself remains gated by your API token and subscription.