ApexVol 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

• 29 Analytics Tools covering the full ApexVol API
• 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

Available Tools

Options Chain (5 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

Volatility Analysis (5 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

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
• get_smart_money_flow - Institutional flow patterns
• scan_volatility_arb - Cross-index volatility arbitrage

Strategy Building (3 tools)

• build_strategy - Build options strategies (iron condor, spreads, etc.)
• analyze_strategy - Full P&L and Greeks analysis
• optimize_strategy - Find optimal strikes

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 - Hedging suggestions

Events & Screening (4 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

Installation

Prerequisites

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

Install the Package

pip install apexvol-mcp

Or install from source:

cd apexvol-mcp
pip install -e .

Configuration

Claude Code (CLI)

Add to your project's .mcp.json or global ~/.claude.json:

{
  "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 and is currently invite-only. Request a token by emailing [email protected] — tokens are issued by the ApexVol team. The token is sent with every request, so treat it like a password; contact support to rotate or revoke it if it leaks.

Troubleshooting

"Invalid or missing API token"

• Verify your APEXVOL_API_TOKEN environment variable is set correctly
• Ensure your token hasn't been revoked
• 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
• 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: [email protected]
• 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.