ApexVol Options Analytics

Get Greeks visualization data across strikes and expirations. Returns a matrix of Greek values that can be visualized as a heatmap. Useful for understanding the Greek landscape across the chain. Use this tool when the user asks about: - Greeks across strikes - Delta/gamma/theta/vega heatmap - Greek distribution Args: ticker: Stock symbol greek: Which Greek to show ("delta", "gamma", "theta", "vega") option_type: "calls" or "puts" Returns: Heatmap matrix data with strikes and expirations

Get delta-hedge recommendations for a portfolio. Computes net portfolio delta and suggests a stock hedge plus an option-based alternative on the hedge ticker to reach the target delta. Recommendations are share-equivalent, not beta-weighted. Use this tool when the user asks about: - How to hedge a position or portfolio - Getting delta-neutral - Protective puts / reducing directional risk Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike"…

Get the options chain as it looked on a past trading day (EOD snapshot). Historical chains go back years — see how an option was priced before an earnings event, through a selloff, or at any point in its life. Use this tool when the user asks about: - What an option was trading at on a past date - How a chain looked before/after an event - Backtesting entries against real historical quotes Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD trade_date: The historical date to snapshot YYYY-MM-DD Returns: End-of-day chain snapshot for that date

Get IV Rank and percentile for a stock. IV Rank shows where current implied volatility stands relative to its historical range. High IV Rank (>50) suggests elevated volatility, potentially favorable for selling premium. Low IV Rank (<30) suggests cheap options, potentially favorable for buying premium. Use this tool when the user asks about: - Whether options are expensive or cheap - IV rank or IV percentile - Historical volatility context - Premium selling/buying opportunities Args: ticker: Stock symbol (e.g., "AAPL", "SPY") lookback_days: Historical lookback period (default 252 = …

Get market-wide volatility overview. Shows aggregate volatility metrics across major indices and sectors, including VIX levels, put/call ratios, and GEX regime. Use this tool when the user asks about: - Market overview - Overall market volatility - VIX and market sentiment - Broad market positioning Returns: Market-wide volatility and positioning overview

Get the max pain strike for a ticker. Max pain is the strike where option holders lose the most at expiry (and writers keep the most premium) — often watched as a magnet level into expiration. Use this tool when the user asks about: - Max pain level - Where the stock might pin at expiration - Option-writer positioning Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD (default: nearest) Returns: Max pain strike with the loss profile by strike

Get the ORATS monies volatility surface for a ticker. - "implied" (default): the market's current smoothed vol surface - "forecast": ORATS's model-forecast surface - "comparison": implied vs forecast side by side — where the model disagrees with the market (potential rich/cheap spots) Use this tool when the user asks about: - The vol surface or smoothed IV by delta - Model-vs-market vol disagreement - Where IV looks rich or cheap across the surface Args: ticker: Stock symbol surface: "implied", "forecast", or "comparison" Returns: Monies surface rows per expiration

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). Use this tool when the user asks about: - Options at a specific delta - 30 delta calls or 20 delta puts - Finding strikes by delta Args: ticker: Stock symbol target_delta: Target delta (0.0 to 1.0, default 0.30) option_type: "call" or "put" expiration: Specific expiration or None for nearest Returns: Strike and option details at the target delta

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. Use this tool when the user asks about: - Options prices for a stock - Call or put prices at specific strikes - Volume and open interest data - Full options chain information Args: ticker: Stock symbol (e.g., "AAPL", "SPY", "TSLA") expiration: Specific expiration date (YYYY-MM-DD); overrides num_expirations num_expirations: How many of t…

Analyze options flow and unusual activity for a ticker. Returns call/put volumes, premiums, and identifies unusual activity that may indicate institutional positioning. Use this tool when the user asks about: - Options flow or order flow - Call/put ratio - Unusual options activity - Large trades or sweeps Args: ticker: Stock symbol limit: Rows kept in the flow lists under compact detail (server default 25; 1 to 500). detail: "compact" (default) or "full" for every row. Returns: Flow analysis with volumes, premiums, and unusual activity

Get raw ORATS "cores" analytics for a ticker — 340+ pre-computed fields. The deepest single call available: IV surface summary metrics, IV/HV history stats, term-structure slope/contango, earnings-move components, borrow rates, betas, percentiles, and more, straight from the data vendor. Use when the curated endpoints don't carry the specific field you need. Use this tool when the user asks about: - A specific ORATS field by name - Deep vendor-level analytics not in other tools - Bulk fundamentals+vol context for one ticker Args: ticker: Stock symbol fields: Comma-separated field na…

Identify institutional/smart money options trades. Filters for large trades, sweeps, and block orders that may indicate informed positioning. Use this tool when the user asks about: - Smart money or institutional flow - Large options trades - Block trades or sweeps - Whale activity Args: ticker: Stock symbol Returns: Smart money flow patterns and significant trades

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. Use this tool when the user asks about: - Current stock price - Company information (sector, market cap, beta, next earnings) Args: ticker: Stock symbol Returns: Current price and company information

Get IV term structure across all expirations. Shows how implied volatility varies across different expiration dates. Contango (upward slope) is normal; backwardation suggests near-term event risk. Use this tool when the user asks about: - Term structure of volatility - Calendar spread opportunities - Event-driven vol bumps - Contango vs backwardation Args: ticker: Stock symbol Returns: Term structure data by expiration

Get third-order Greeks: Speed, Zomma, Color, Vomma, Ultima. These advanced Greeks measure higher-order sensitivities: - Speed: Rate of change of gamma - Zomma: Gamma sensitivity to volatility - Color: Gamma sensitivity to time - Vomma: Vega sensitivity to volatility - Ultima: Vomma sensitivity to volatility Use this tool when the user asks about: - Third-order Greeks - Speed, zomma, color - Advanced Greeks analysis Args: ticker: Stock symbol expiration: Specific expiration or None for nearest Returns: Third-order Greeks data

Get a specific per-ticker analytics view. One tool, eight analyses — pick via the `analysis` argument: - "skew": put/call IV skew (view: "analysis" default, "history", "curvature") - "dividends": dividend history, yield, and ex-date behavior - "borrow_rate": stock borrow cost / hard-to-borrow signals (short-squeeze context) - "correlation": correlation and beta vs SPY and sector; pass compare_with to get the pairwise correlation vs another ticker instead - "hv_regimes": historical volatility regimes (view: "dashboard" default, "signals", "decomposition", "ex_earnings") - "price_context": …

Get the current VIX snapshot: level, change, and term-structure state. Use this tool when the user asks about: - The VIX or overall market fear level - Whether index vol is elevated or calm - Vol regime context before a trade Returns: VIX level, change, and context

Get volatility cone comparing current IV to historical realized volatility. The volatility cone shows the historical distribution of realized volatility at different time horizons, allowing comparison with current implied volatility. This helps identify if options are over/underpriced relative to historical moves. Use this tool when the user asks about: - IV vs realized volatility comparison - Volatility cone analysis - Historical volatility distribution - Whether options are fairly priced Args: ticker: Stock symbol periods: Comma-separated periods in days (default "10,20,30,60,90")…

Calculate the volatility risk premium (IV minus realized volatility). VRP measures the spread between implied and realized volatility. Positive VRP means options are pricing in more volatility than actually occurs - favorable for sellers. Negative VRP means options are cheap relative to actual moves. Use this tool when the user asks about: - Volatility risk premium or VRP - IV vs RV spread - Whether to sell or buy volatility - Premium edge assessment Args: ticker: Stock symbol lookback_days: Days for realized vol calculation (default 30) view: "current" (snapshot), "timeseries" …

Get the option volume and open-interest profile by strike. Shows where volume and OI concentrate across strikes — support/ resistance implied by positioning, plus notable OI changes. Use this tool when the user asks about: - Where the open interest sits - Volume by strike - OI-implied support and resistance Args: ticker: Stock symbol expiration: Expiration date YYYY-MM-DD (default: nearest) Returns: Per-strike volume/OI profile

Get 0DTE (same-day expiration) analytics for a ticker. Includes 0DTE gamma exposure, gamma flip level, max pain, theta decay projection, and the chain for today's expiration. Only meaningful for tickers with daily expirations (SPY, QQQ, SPX...) on trading days. Use this tool when the user asks about: - 0DTE setups or same-day options - Intraday gamma/pinning levels - Today's expiration chain Args: ticker: Stock symbol with 0DTE listings (e.g., "SPY") strikes_around: Strikes kept each side of spot in by_strike and chain_table (server default 15); 0 keeps every strike. det…

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. Use this tool when: - You are not sure which tool returns a number (IV rank, dealer gamma, expected move, borrow rate) - You need an endpoint's parameters, units, basis, fields or plan - You want the starter prompts for a data family - A call failed with 403 or 404 and you want the documented shape Args: topic: None for the overview (families, counts, how to ask); a tool name ("get_i…

Find optimal strikes for a strategy type. Optimizes strike selection based on target criteria like max credit, best risk/reward, or target probability. Use this tool when the user asks about: - Best strikes for a strategy - Optimal iron condor strikes - Maximizing credit or probability Args: ticker: Stock symbol strategy_type: Type of strategy target: Optimization target (credit, risk_reward, probability) Returns: Optimized strategy parameters

Run what-if scenario analysis on a portfolio. Shows how portfolio value changes under different market conditions (linear delta/vega/theta approximation). Use this tool when the user asks about: - What-if scenarios - Portfolio P&L under different conditions - Price/vol sensitivity Args: positions: JSON array of positions, e.g. '[{"ticker": "AAPL", "position_type": "STOCK", "quantity": 100, "current_price": 210}, {"ticker": "AAPL", "position_type": "CALL", "quantity": -2, "strike": 220, "expiration": "2026-08-21", "current_price": 4.10, "delta": 0.31, "theta": -8.2, "vega": 21.0}]'. Get …

Market-wide relative-value scans. - "mean_reversion" (default): tickers whose IV/SPY ratio is stretched vs its own 1-year average — rich or cheap vol candidates - "pairs": rich-vs-cheap ticker pairs for pairs trading Args: view: "mean_reversion" or "pairs" limit: Max results (1-50) threshold: Z-score threshold for mean_reversion (default 1.5) Returns: Scan results ranked by stretch

Scan for cross-index volatility arbitrage opportunities. Identifies when implied volatility relationships between correlated assets are mispriced, creating potential arbitrage opportunities. Use this tool when the user asks about: - Volatility arbitrage - Cross-asset vol relationships - Vol dislocations - Relative value opportunities Returns: Volatility arbitrage opportunities across indices

Screen the market for trading opportunities. Preset screens run against the full ~6,000-ticker universe using bulk data (cheap on quota). Pass screen_type="list" to fetch the catalog. Screen types: - high_iv_rank / low_iv_rank: elevated or depressed IV vs 1-year range - high_vrp: IV rich vs realized — premium-selling edge - earnings_this_week: reporting in the next 7 days - high_skew: elevated put skew (hedging demand / fear) - steep_contango: large front-to-back IV spread (calendar spreads) - mean_reversion: IV/SPY ratio stretched vs its 1-year average - vol_pairs: rich-vs-cheap ticker pair…

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. Args: query: Symbol or company-name fragment (e.g. "NVDA" or "nvidia") limit: Max matches to return (1-20) Returns: Ranked matches plus exact-match/supported flags

Re-price an options chain at a hypothetical stock price, DTE, and IV shift. Black-Scholes "what-if" for the whole chain: what would these options be worth if the stock were at X, with Y days left, and IV up/down Z%? Use this tool when the user asks about: - What an option would be worth if the stock moves - How theta decay reshapes the chain over time - IV crush / IV spike what-ifs Args: ticker: Stock symbol (server fetches the current chain) sim_price: Hypothetical stock price sim_dte: Days to expiration to simulate (0 = at expiry) iv_adjustment: IV shift in percent, -50 to…