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MCP server for ApexVol options analytics - query options data via Claude Code or Claude Desktop. Provides professional options analytics including IV rank, Greeks, GEX, volatility surfaces, and more using natural language.
ApexVol MCP provides 26 tools with consistent naming (verb_noun pattern), comprehensive descriptions (avg ~180 chars), and detailed parameter schemas. All tools are READ_ONLY. Strengths: tool descriptions are contextual and specific; parameter descriptions explain when/why to use each tool; schema coverage is near-complete with types and defaults documented. Weaknesses: output schemas are not documented in the tool definitions themselves (responses are implicit, relying on API documentation external to the MCP server code); error handling guidance is minimal (no recovery paths specified in tool descriptions); a few tools lack description depth regarding failure modes or constraints. Tool composition is strong, tools chain naturally (e.g., search_tickers → get_options_chain → analyze) and avoid redundancy. Per-tool quality is consistent across the 26 tools, averaging 72.
Analyze historical earnings moves for a stock. Shows how the stock has moved on past earnings announcements, compared to the expected move implied by options.
Calculate the expected move based on ATM straddle pricing. The expected move represents the market's implied price range through the expiration date, derived from options pricing.
Calculate aggregate Greeks (delta, gamma, vega, theta) for a portfolio of options and stock. Pass legs as a list of dicts with strike, expiration, quantity, and type.
Get dealer Greeks (delta, gamma, vanna, charm, vega) aggregated by expiration and across the term structure. Shows where dealers are long/short and how they'll hedge market moves and vol changes.
Get upcoming earnings announcements. Shows companies reporting earnings in the upcoming period, including expected move implied by options pricing.
Output schemas not documented in tool definitions. LLMs cannot plan downstream operations or validate response structure. Tools return API responses but schema is implicit (external to MCP server code).
Error handling and recovery guidance absent from tool descriptions. No indication of which errors are retryable, which require user input, or what the LLM should do next on failure.
Inferred effective spec: <=2025-11-25.
| Scored | Grade | Overall | Spec posture | Rubric |
|---|---|---|---|---|
| 2026-09-23 | C | 67 | <=2025-11-25 | v2 |
Analyze how a stock moves around earnings and whether options misprice it. Pick via the `analysis` argument: mispricing, historical_moves, expected_vs_actual, verdict, seasonality, post_drift, or iv_crush.
Get available expiration dates for a ticker. Returns a list of all available options expiration dates, useful for planning trades or understanding the term structure.
Get gamma exposure (GEX) for a stock. Shows dealer gamma across strikes and expirations—positive GEX (delta hedging pressure) or negative (gamma squeeze risk). Includes key flip levels and per-strike gamma with dealer positioning.
Get a hedging recommendation for a portfolio or position. Returns specific put or call spreads, collars, or other hedges that fit the risk profile and budget.
Get the IV percentile of a stock. IV Percentile shows what percentage of the past N days had IV lower than today. Complementary to IV Rank and more stable when the vol range is volatile.
Get the implied volatility rank of a stock. IV Rank compares the current IV to its 1-year range, showing if volatility is cheap (0%) or expensive (100%) relative to history. Use when the user asks about volatility levels, IV rank, or whether vol is high/low.
Get market-wide volatility overview. Shows aggregate volatility metrics across major indices and sectors, including VIX levels, put/call ratios, and GEX regime.
Find options at a specific delta. Useful for finding options at standard delta levels (e.g., 0.30 delta calls for covered calls, 0.16 delta puts for credit spreads).
Get the options chain for a ticker. Returns calls and puts with all Greeks, IV, volume, and open interest per strike. Defaults to the nearest expiration and the 20 strikes each side of the money — widen only when the analysis genuinely needs it.
Get unusual options flow for a stock. Detects multi-leg orders (spreads, straddles) and larger-than-average single-leg trades. Shows aggressive directional positioning or hedging flows with timestamps and IV context.
Get smart money options flow (largest trades, block orders, sophisticated positioning). Aggregates recent notable orders by direction and strategy with premium context.
Get the current stock price and basic company stats. Returns the price plus sector, market cap, one-year beta and the next earnings date when the feed carries one.
Get a strategy idea for a ticker based on technical, volatility, and positioning context. Returns a structured recommendation: direction, strategy name, strikes, expirations, and rationale.
Get the IV term structure for a stock. Shows ATM IV at each expiration, revealing whether the market expects volatility to increase or decrease, and whether term structure is in contango or backwardation.
Get a specific per-ticker analytics view. One tool, eight analyses — pick via the `analysis` argument: skew, dividends, borrow_rate, correlation, hv_regimes, price_context, relative_value, or greeks_exposure.
Get the volatility cone for a stock. Shows realized volatility over several windows (20d, 40d, 60d, 90d, 120d, 252d) plus the current IV level, for quick assessment of whether IV is rich or cheap vs realized vol across time horizons.
Look up the ApexVol tool or endpoint that answers a question, before calling it. Reads a bundled copy of the API reference: no network call, no market-data cost, works before a token is configured.
Optimize a multi-leg options strategy for risk/reward and Greeks. Takes a leg-by-leg strategy definition and returns the optimal strikes for max Sharpe ratio, defined risk, or other objectives.
Screen the market for trading opportunities. Preset screens run against the full ~6,000-ticker universe using bulk data (cheap on quota).
Search or validate tickers against the platform's coverage universe. Use before deep analysis when unsure a symbol is supported, or to resolve a company name to its ticker.
Stress-test a portfolio across price and volatility scenarios. Returns P&L impact if spot moves ±5/10/20% or IV changes ±20/40 vega points.
Multi-leg portfolio tools (calculate_portfolio_greeks, stress_test_portfolio, get_hedge_recommendation) accept array parameters but lack clear validation rules or error classification for malformed leg data. No guidance on handling partial failures.
get_ticker_analytics and get_earnings_move_analysis use dispatch parameters ('analysis' argument) to select sub-analyses. This multiplexes distinct tools into one, reducing clarity. Tool names alone do not indicate which analyses are available.
API token injection uses environment variable (APEXVOL_API_TOKEN) without per-request override capability visible in STDIO transport. For hosted/multi-tenant scenarios, the api_client.py includes contextvars for per-request tokens, but STDIO server does not expose this mechanism.
screen_market tool returns default list=20 results without pagination details (total count, next_cursor, or offset). Large result sets can overwhelm context; no way to fetch additional pages.