Financial data for your AI agents.

Implied-vol surfaces, skew, realized vol, vol cones, option chains with Greeks, and scored trade ideas for more than 3,400 tickers. Your agent calls a REST endpoint or an MCP tool and gets the numbers behind Moontower's own charts.

$claude mcp add --transport http moontower https://api.moontower.ai/mcp

✓Added moontower (http)

>/mcp → moontower → Authenticate → Allow

moontower.ai/oauth/authorize

Connect Claude Code to Moontower

Claude Code wants to call the Moontower API and MCP tools as you.

Access: Market data API and MCP tools

CancelAllow

✓Signed in to Moontower. 18 tools available.

>Is implied vol rich or cheap against realized on SPY, QQQ, IWM, NVDA, AMD, and TSLA?

✓moontower get_realized_vs_implied_volatility (ticker: SPY, QQQ, IWM, NVDA, AMD, TSLA)

6 rows, snapshot 2026-11-11

ticker	rv_30d	atmiv	vrp	rv_percentile
SPY	18.90	13.65	−32.54	97.21
QQQ	30.98	22.95	−30.01	96.41
IWM	22.96	17.47	−27.34	80.08
NVDA	52.77	55.08	4.29	99.60
AMD	106.75	61.10	−55.80	99.60
TSLA	56.53	41.21	−31.61	90.84

Implied vol is below 30-day realized on five of the six, so options look cheap against recent movement. NVDA is the exception at a vrp of 4.29, and AMD has the widest gap: 61.10 implied against 106.75 realized.

What a call returns.

Call the API or MCP for your preferred data, for one ticker or 100. Computed every minute across 3,400+ tickers.

+ many more18 endpoints

GET /v1/volcone?ticker=SPY&trade_date=2026-11-11

window_days	1	7	14	30	60	90	180	365
iv_50d	13.77	13.25	13.32	13.62	14.17	14.23	15.38	16.25
rv_current	9.54	32.15	25.90	19.46	15.44	13.57	13.99	13.87
rv_max	42.24	33.78	25.90	19.96	17.43	16.43	21.19	19.34
rv_q75	11.78	16.66	15.60	14.93	14.96	14.69	14.74	18.67
rv_median	8.18	12.21	12.16	12.97	13.26	13.19	13.82	13.40
rv_q25	5.77	9.22	10.06	10.42	11.56	12.29	12.10	12.89
rv_min	2.73	4.94	6.56	7.45	9.18	10.19	11.21	9.86

SPY, November 11, 2026, rounded to two decimals. The bands are a year of realized vol at each window: the full range, and the middle half around the median. Seven-day realized vol is 32.15, near the top of its range, while seven-day implied is 13.25.

GET /v1/impliedvol?ticker=SPY&trade_date=2026-11-11

expiry_date	vol90	vol80	vol70	vol60	vol50	vol40	vol30	vol20	vol10
2026-11-18	17.94	15.57	14.66	13.85	13.25	12.83	12.31	11.82	11.29
2026-12-11	21.54	17.57	15.79	14.53	13.62	12.83	12.26	11.75	11.38
2027-02-19	24.21	18.90	16.75	15.23	14.23	13.38	12.90	12.32	11.79
2027-12-17	26.40	21.77	18.92	17.58	16.25	15.39	14.66	13.99	13.37

SPY, November 11, 2026, rounded to two decimals. Four of the 35 expiries in the response. The columns are call deltas, so the downside is on the left: on the December 11 expiry, vol90 is a strike near 700 with SPY at 760 and reads 21.54, and vol10 is near 795 and reads 11.38.

GET /v1/cmiv?ticker=NVDA&ticker=AMD&ticker=QQQ&ticker=SPY&trade_date=2026-11-11

ticker	iv_10d	iv_20d	iv_30d	iv_60d	iv_90d	iv_6m	iv_1y
NVDA	0.7461	0.5995	0.5504	0.4881	0.4636	0.4408	0.4263
AMD	0.6926	0.6202	0.6110	0.5772	0.5865	0.5715	0.5610
QQQ	0.2456	0.2208	0.2292	0.2234	0.2209	0.2227	0.2215
SPY	0.1351	0.1265	0.1364	0.1403	0.1419	0.1545	0.1633

November 11, 2026, rounded to four decimals. Constant-maturity IV is a decimal fraction, so 0.7461 is 74.61%. NVDA reports earnings on November 17: its 10-day implied vol is 0.7461 against 0.4263 at one year. SPY slopes the other way, from 0.1351 to 0.1633.

GET /v1/optionchain?ticker=SPY&trade_date=2026-11-11&expiry_date=2026-12-11

strike	bid_price	ask_price	mid_iv	volume	bid_price	ask_price	mid_iv	volume
	call_				put_
735	32.12	32.30	17.68	55	4.94	4.98	17.08	444
740	27.99	28.17	16.55	133	5.76	5.81	16.54	826
745	23.96	24.14	16.25	351	6.75	6.80	15.71	857
750	20.16	20.31	15.55	138	7.94	8.00	15.05	1064
755	16.60	16.74	14.56	311	9.38	9.44	14.57	1173
760	13.36	13.42	14.22	908	11.13	11.20	13.76	568
765	10.42	10.48	13.62	962	13.23	13.30	13.14	243
770	7.86	7.92	12.86	1934	15.72	15.85	12.86	5
775	5.73	5.78	12.57	305	18.72	18.89	12.08	11
780	4.04	4.08	12.17	2138	22.16	22.37	11.60	11
785	2.75	2.79	11.71	293	26.09	26.36	11.75	9

SPY, November 11, 2026 close, the December 11 expiry (31 days), with spot at 759.46. These are 11 of the 159 strikes in the response and 8 of the 38 fields on each row; the rest include sizes, open interest, bid and ask IV, a smoothed vol, and Greeks. Field names carry a call_ or put_ prefix. The shaded side of each row is in the money.

Clean endpoints for all the financial data you need.

18 endpoints under api.moontower.ai/v1, each with an MCP tool named after its OpenAPI operation. All of them return JSON, and 9 also return CSV.

Endpoint	Returns	MCP tool	Formats
Prices and calendar
GET /v1/price	Market prices. Open, high, low, close, volume, and the bid-ask mid, with a capture timestamp on every row.open, high, low, close, volume, mid, snapshot_at	get_prices	JSON, CSV
GET /v1/earnings	Earnings dates. Next and prior earnings date per ticker. Rows flagged with data-quality issues are left out.next_earnings_date, prior_earnings_date	get_earnings_dates	JSON
Implied volatility
GET /v1/impliedvol	IV surface. Smoothed implied vol at every 10 delta points, vol0 through vol100, for each listed expiry.expiry_date, dte, spot_price, vol10, vol50, vol90	get_implied_volatility	JSON, CSV
GET /v1/cmiv	Constant-maturity IV. ATM implied vol at 10, 20, 30, 60, and 90 days, 6 months, and 1 year, interpolated between expiries.iv_10d, iv_30d, iv_90d, iv_6m, iv_1y	get_constant_maturity_implied_volatility	JSON, CSV
GET /v1/skew	Volatility skew. Call and put skew at 10 and 25 delta and risk reversals, each with a percentile, per expiry.skew_25d_put, skew_25d_call, risk_reversal_25d, skew_25d_put_percentile	get_volatility_skew	JSON, CSV
GET /v1/ivrank	IV rank and percentile. Where 30-day IV sits in its own range over 1-month, 3-month, and 1-year lookbacks.iv, iv_rank_1m, iv_pct_3m, iv_rank_1y, iv_pct_1y	get_iv_rank	JSON, CSV
Realized vol and risk premium
GET /v1/realvol	Realized volatility. Annualized realized vol over eight windows from 1 day to 1 year, computed from daily OHLC.rv_1d, rv_7d, rv_30d, rv_90d, rv_365d	get_realized_volatility	JSON, CSV
GET /v1/rviv	Realized vs implied. 30-day realized vol beside 30-day ATM implied vol, with the realized percentile and the risk premium.rv_30d, atmiv, rv_percentile, vrp	get_realized_vs_implied_volatility	JSON, CSV
GET /v1/volcone	Volatility cone. Per window: the range and quartiles of realized vol, the current reading, and nearest-expiry 50-delta IV.window_days, rv_q25, rv_median, rv_q75, rv_current, iv_50d	get_volatility_cone	JSON
Option chains
GET /v1/optionchain	Option chain. Every strike and expiry at the close: prices, sizes, volume, open interest, five Greeks, and bid, mid, and ask IV.strike, dte, call_mid_price, call_delta, put_mid_iv, smoothed_vol, put_open_interest	get_option_chain	JSON, CSV
Pricing and hedging calculators
GET /v1/early-exercise	American early exercise. Prices an American put against its European value and says whether exercising now is optimal.american_value, european_value, early_exercise_premium, should_exercise_now	get_early_exercise_analysis	JSON
POST /v1/pnl-attribution	P&L attribution. Splits the P&L of up to eight option legs between two market states into Greek contributions and a residual.delta_pnl, gamma_pnl, theta_pnl, vega_pnl, rho_pnl, residual	compute_pnl_attribution	JSON
GET /v1/implied-yield	Implied yield. The forward and the dividend-plus-borrow yield implied by put-call parity, per strike.forward_price, total_implied_rate, implied_dividend_yield, per_strike	get_implied_yield	JSON
GET /v1/options-pair-hedge	Options pair hedge. Vega-, theta-, and gamma-weighted hedge ratios between two option legs, with Greeks per leg.correlation, beta, weightings.vega.ratio, weightings.gamma.suggested_qty_b	get_options_pair_hedge	JSON
GET /v1/hedge-ratios	Pair delta hedge. Sizes a stock or ETF hedge from correlation and realized vols, and reports the idiosyncratic vol left over.vol_core, vol_hedge, correlation, beta, hedge_ratio, idio_vol_remaining	get_hedge_ratios	JSON
Screens
GET /v1/cockpit	Cockpit statistics. Moving averages, IV by tenor with its changes, term structure, return z-scores, and risk premium per ticker.sd_from_200ma, iv_30d_weekly_change, term_structure_90d_30d, monthly_return_zscore, vrp_monthly	get_cockpit_statistics	JSON, CSV
GET /v1/trade-ideas	Trade ideas. Long Calendar, Sell Vol, Buy Vol, and Short Calendar candidates, scored against the list you send.idea, ivPercentile, vrpPercentile, steepnessPercentile, totalScore	get_trade_ideas	JSON
Reference
GET /v1/tickers	Ticker directory. Every ticker with its category and the first and last dates on file, to check coverage before asking.ticker, category, min_date, max_date	get_ticker_directory	JSON

Proprietary metrics computed every minute.

Moontower computes proprietary metrics across a wide range of financial and volatility data. We provide transparency on how all metrics are computed via the API docs.

Realized volatility: The 1-day figure is the Parkinson high-low estimate for the last session. Longer windows are the equal-weighted mean of the close-to-close and Yang-Zhang estimates, annualized on 251 periods a year. Stocks and ETFs count trading sessions, so rv_30d covers 21 of them; BTC and ETH count calendar days.
Constant-maturity IV: ATM implied vol interpolated linearly between listed expiries, using delta-filtered strikes, so a 30-day series means the same thing on every date and for every ticker.
Volatility risk premium: vrp = 100 × ln(IV30 / RV30)30-day constant-maturity ATM implied vol against 30-day realized vol.
IV rank and percentile: rank = 100 × (IV − min) / (max − min)Rank scales 30-day IV between its low and high over the lookback. Percentile is the share of days in the lookback with lower IV.
Volatility cone: For each window, the minimum, quartiles, median, and maximum of realized vol over a lookback of 30 to 730 days. Quartiles are order statistics with no interpolation. Implied vol is the 50-delta vol of the expiry nearest the window.
Early exercise: An American put priced on a QuantLib CRR binomial tree against its European analytic value, using the chain's implied vol and the NY Fed's SOFR.
Trade-idea scores: Four presets scored cross-sectionally within the tickers you send, from IV, risk-premium, realized-vol, and term-structure percentiles, with liquidity filters and an earnings-week exclusion.

Read the API docs

API or MCP, your call.

One API key works for both, and MCP clients can sign in with OAuth instead.

REST API

Plain HTTPS with repeated ticker parameters. JSON by default; add format=csv on the time-series endpoints. openapi.json imports into Postman, Insomnia, or a client generator.

Read the API docs

curl -H "X-API-Key: $MOONTOWER_API_KEY" \
  "https://api.moontower.ai/v1/cmiv?ticker=SPY&ticker=QQQ"

MCP server

A hosted HTTP server with 18 tools whose schemas come from the OpenAPI definitions. Sign in with OAuth from Claude Code, or pass the X-API-Key header from a headless client.

Setup steps

claude mcp add --transport http moontower https://api.moontower.ai/mcp

CLIComing soon

A moontower command for shells, cron jobs, and notebooks is on the way. It will use the same API key, with one command per endpoint and the endpoint's parameters as flags.

moontower cmiv SPY QQQ
moontower realvol NVDA --start-date 2026-10-01 --end-date 2026-10-31 --format csv

Use with any AI agent.

Add the Moontower MCP server to your AI agent of choice, then sign in with OAuth. It is a hosted HTTP server, so any MCP client that supports remote servers can connect. The steps here use Claude Code.

Add the server
Run this on its own. It registers the server. It does not finish sign-in.
```
claude mcp add --transport http moontower https://api.moontower.ai/mcp
```
Sign in with OAuth
In Claude Code, open /mcp, select moontower, and choose Authenticate. Approve the connection in the browser.
```
/mcp → moontower → Authenticate → Allow
```
Or pass an API key
For scripts or headless clients, send the same key as the REST API in the X-API-Key header. The value starts with mtw_. The export uses the placeholder mtw_.... A real key typed into that export is stored in shell history.
```
export MOONTOWER_API_KEY="mtw_..."
claude mcp add --transport http moontower https://api.moontower.ai/mcp \
  --header "X-API-Key: $MOONTOWER_API_KEY"
```

Or write .mcp.json

Same API-key path, in a project file. Claude Code expands ${MOONTOWER_API_KEY}. A raw $MOONTOWER_API_KEY, or an unexpanded ${MOONTOWER_API_KEY}, will not authenticate.

{
  "mcpServers": {
    "moontower": {
      "type": "http",
      "url": "https://api.moontower.ai/mcp",
      "headers": {
        "X-API-Key": "${MOONTOWER_API_KEY}"
      }
    }
  }
}

Verify the connection
After you allow the connection, claude mcp get moontower should show https://api.moontower.ai/mcp. On the API-key path it should also show an X-API-Key header.
```
claude mcp get moontower
claude mcp list
```

MCP tools and example prompts

Included on every paid plan.

API and MCP access is part of the Individual, Team, and Enterprise plans. Create keys at moontower.ai/api-keys once you are on a plan.

Individual: $99/mo billed annually, or $149/mo billed quarterly
Team: $499/seat/mo billed annually, or $699/seat/mo billed quarterly
Enterprise: Custom

See pricing

Sign up and create a key in just 30 seconds.

Then call api.moontower.ai/v1 or add api.moontower.ai/mcp to your MCP client.

Financial data for your AI agents.

$claude mcp add --transport http moontower https://api.moontower.ai/mcp

✓Added moontower (http)

>/mcp → moontower → Authenticate → Allow

moontower.ai/oauth/authorize

Connect Claude Code to Moontower

Claude Code wants to call the Moontower API and MCP tools as you.

Access: Market data API and MCP tools

CancelAllow

✓Signed in to Moontower. 18 tools available.

>Is implied vol rich or cheap against realized on SPY, QQQ, IWM, NVDA, AMD, and TSLA?

✓moontower get_realized_vs_implied_volatility (ticker: SPY, QQQ, IWM, NVDA, AMD, TSLA)

6 rows, snapshot 2026-11-11

ticker	rv_30d	atmiv	vrp	rv_percentile
SPY	18.90	13.65	−32.54	97.21
QQQ	30.98	22.95	−30.01	96.41
IWM	22.96	17.47	−27.34	80.08
NVDA	52.77	55.08	4.29	99.60
AMD	106.75	61.10	−55.80	99.60
TSLA	56.53	41.21	−31.61	90.84

window_days

180

365

iv_50d

13.77

13.25

13.32

13.62

14.17

14.23

15.38

16.25

rv_current

9.54

32.15

25.90

19.46

15.44

13.57

13.99

13.87

rv_max

42.24

33.78

25.90

19.96

17.43

16.43

21.19

19.34

rv_q75

11.78

16.66

15.60

14.93

14.96

14.69

14.74

18.67

rv_median

8.18

12.21

12.16

12.97

13.26

13.19

13.82

13.40

rv_q25

5.77

9.22

10.06

10.42

11.56

12.29

12.10

12.89

rv_min

2.73

4.94

6.56

7.45

9.18

10.19

11.21

9.86

expiry_date

vol90

vol80

vol70

vol60

vol50

vol40

vol30

vol20

vol10

2026-11-18

17.94

15.57

14.66

13.85

13.25

12.83

12.31

11.82

11.29

2026-12-11

21.54

17.57

15.79

14.53

13.62

12.83

12.26

11.75

11.38

2027-02-19

24.21

18.90

16.75

15.23

14.23

13.38

12.90

12.32

11.79

2027-12-17

26.40

21.77

18.92

17.58

16.25

15.39

14.66

13.99

13.37

ticker

iv_10d

iv_20d

iv_30d

iv_60d

iv_90d

iv_6m

iv_1y

NVDA

0.7461

0.5995

0.5504

0.4881

0.4636

0.4408

0.4263

AMD

0.6926

0.6202

0.6110

0.5772

0.5865

0.5715

0.5610

QQQ

0.2456

0.2208

0.2292

0.2234

0.2209

0.2227

0.2215

SPY

0.1351

0.1265

0.1364

0.1403

0.1419

0.1545

0.1633

	call_	put_
735	32.12	32.30	17.68	55	4.94	4.98	17.08	444
740	27.99	28.17	16.55	133	5.76	5.81	16.54	826
745	23.96	24.14	16.25	351	6.75	6.80	15.71	857
750	20.16	20.31	15.55	138	7.94	8.00	15.05	1064
755	16.60	16.74	14.56	311	9.38	9.44	14.57	1173
760	13.36	13.42	14.22	908	11.13	11.20	13.76	568
765	10.42	10.48	13.62	962	13.23	13.30	13.14	243
770	7.86	7.92	12.86	1934	15.72	15.85	12.86	5
775	5.73	5.78	12.57	305	18.72	18.89	12.08	11
780	4.04	4.08	12.17	2138	22.16	22.37	11.60	11
785	2.75	2.79	11.71	293	26.09	26.36	11.75	9

call_

put_

strike

bid_price

ask_price

mid_iv

volume

bid_price

ask_price

mid_iv

volume

735

32.12

32.30

17.68

4.94

4.98

17.08

444

740

27.99

28.17

16.55

133

5.76

5.81

16.54

826

745

23.96

24.14

16.25

351

6.75

6.80

15.71

857

750

20.16

20.31

15.55

138

7.94

8.00

15.05

1064

755

16.60

16.74

14.56

311

9.38

9.44

14.57

1173

760

13.36

13.42

14.22

908

11.13

11.20

13.76

568

765

10.42

10.48

13.62

962

13.23

13.30

13.14

243

770

7.86

7.92

12.86

1934

15.72

15.85

12.86

775

5.73

5.78

12.57

305

18.72

18.89

12.08

780

4.04

4.08

12.17

2138

22.16

22.37

11.60

785

2.75

2.79

11.71

293

26.09

26.36

11.75

Endpoint	Returns	MCP tool	Formats
Prices and calendar
GET /v1/price	Market prices. Open, high, low, close, volume, and the bid-ask mid, with a capture timestamp on every row.open, high, low, close, volume, mid, snapshot_at	get_prices	JSON, CSV
GET /v1/earnings	Earnings dates. Next and prior earnings date per ticker. Rows flagged with data-quality issues are left out.next_earnings_date, prior_earnings_date	get_earnings_dates	JSON
Implied volatility
GET /v1/impliedvol	IV surface. Smoothed implied vol at every 10 delta points, vol0 through vol100, for each listed expiry.expiry_date, dte, spot_price, vol10, vol50, vol90	get_implied_volatility	JSON, CSV
GET /v1/cmiv	Constant-maturity IV. ATM implied vol at 10, 20, 30, 60, and 90 days, 6 months, and 1 year, interpolated between expiries.iv_10d, iv_30d, iv_90d, iv_6m, iv_1y	get_constant_maturity_implied_volatility	JSON, CSV
GET /v1/skew	Volatility skew. Call and put skew at 10 and 25 delta and risk reversals, each with a percentile, per expiry.skew_25d_put, skew_25d_call, risk_reversal_25d, skew_25d_put_percentile	get_volatility_skew	JSON, CSV
GET /v1/ivrank	IV rank and percentile. Where 30-day IV sits in its own range over 1-month, 3-month, and 1-year lookbacks.iv, iv_rank_1m, iv_pct_3m, iv_rank_1y, iv_pct_1y	get_iv_rank	JSON, CSV
Realized vol and risk premium
GET /v1/realvol	Realized volatility. Annualized realized vol over eight windows from 1 day to 1 year, computed from daily OHLC.rv_1d, rv_7d, rv_30d, rv_90d, rv_365d	get_realized_volatility	JSON, CSV
GET /v1/rviv	Realized vs implied. 30-day realized vol beside 30-day ATM implied vol, with the realized percentile and the risk premium.rv_30d, atmiv, rv_percentile, vrp	get_realized_vs_implied_volatility	JSON, CSV
GET /v1/volcone	Volatility cone. Per window: the range and quartiles of realized vol, the current reading, and nearest-expiry 50-delta IV.window_days, rv_q25, rv_median, rv_q75, rv_current, iv_50d	get_volatility_cone	JSON
Option chains
GET /v1/optionchain	Option chain. Every strike and expiry at the close: prices, sizes, volume, open interest, five Greeks, and bid, mid, and ask IV.strike, dte, call_mid_price, call_delta, put_mid_iv, smoothed_vol, put_open_interest	get_option_chain	JSON, CSV
Pricing and hedging calculators
GET /v1/early-exercise	American early exercise. Prices an American put against its European value and says whether exercising now is optimal.american_value, european_value, early_exercise_premium, should_exercise_now	get_early_exercise_analysis	JSON
POST /v1/pnl-attribution	P&L attribution. Splits the P&L of up to eight option legs between two market states into Greek contributions and a residual.delta_pnl, gamma_pnl, theta_pnl, vega_pnl, rho_pnl, residual	compute_pnl_attribution	JSON
GET /v1/implied-yield	Implied yield. The forward and the dividend-plus-borrow yield implied by put-call parity, per strike.forward_price, total_implied_rate, implied_dividend_yield, per_strike	get_implied_yield	JSON
GET /v1/options-pair-hedge	Options pair hedge. Vega-, theta-, and gamma-weighted hedge ratios between two option legs, with Greeks per leg.correlation, beta, weightings.vega.ratio, weightings.gamma.suggested_qty_b	get_options_pair_hedge	JSON
GET /v1/hedge-ratios	Pair delta hedge. Sizes a stock or ETF hedge from correlation and realized vols, and reports the idiosyncratic vol left over.vol_core, vol_hedge, correlation, beta, hedge_ratio, idio_vol_remaining	get_hedge_ratios	JSON
Screens
GET /v1/cockpit	Cockpit statistics. Moving averages, IV by tenor with its changes, term structure, return z-scores, and risk premium per ticker.sd_from_200ma, iv_30d_weekly_change, term_structure_90d_30d, monthly_return_zscore, vrp_monthly	get_cockpit_statistics	JSON, CSV
GET /v1/trade-ideas	Trade ideas. Long Calendar, Sell Vol, Buy Vol, and Short Calendar candidates, scored against the list you send.idea, ivPercentile, vrpPercentile, steepnessPercentile, totalScore	get_trade_ideas	JSON
Reference
GET /v1/tickers	Ticker directory. Every ticker with its category and the first and last dates on file, to check coverage before asking.ticker, category, min_date, max_date	get_ticker_directory	JSON

Endpoint

Returns

MCP tool

Formats

Prices and calendar

GET /v1/price

Market prices. Open, high, low, close, volume, and the bid-ask mid, with a capture timestamp on every row.open, high, low, close, volume, mid, snapshot_at

get_prices

JSON, CSV

GET /v1/earnings

Earnings dates. Next and prior earnings date per ticker. Rows flagged with data-quality issues are left out.next_earnings_date, prior_earnings_date

get_earnings_dates

JSON

Implied volatility

GET /v1/impliedvol

IV surface. Smoothed implied vol at every 10 delta points, vol0 through vol100, for each listed expiry.expiry_date, dte, spot_price, vol10, vol50, vol90

get_implied_volatility

JSON, CSV

GET /v1/cmiv

Constant-maturity IV. ATM implied vol at 10, 20, 30, 60, and 90 days, 6 months, and 1 year, interpolated between expiries.iv_10d, iv_30d, iv_90d, iv_6m, iv_1y

get_constant_maturity_implied_volatility

JSON, CSV

GET /v1/skew

Volatility skew. Call and put skew at 10 and 25 delta and risk reversals, each with a percentile, per expiry.skew_25d_put, skew_25d_call, risk_reversal_25d, skew_25d_put_percentile

get_volatility_skew

JSON, CSV

GET /v1/ivrank

IV rank and percentile. Where 30-day IV sits in its own range over 1-month, 3-month, and 1-year lookbacks.iv, iv_rank_1m, iv_pct_3m, iv_rank_1y, iv_pct_1y

get_iv_rank

JSON, CSV

Realized vol and risk premium

GET /v1/realvol

Realized volatility. Annualized realized vol over eight windows from 1 day to 1 year, computed from daily OHLC.rv_1d, rv_7d, rv_30d, rv_90d, rv_365d

get_realized_volatility

JSON, CSV

GET /v1/rviv

Realized vs implied. 30-day realized vol beside 30-day ATM implied vol, with the realized percentile and the risk premium.rv_30d, atmiv, rv_percentile, vrp

get_realized_vs_implied_volatility

JSON, CSV

GET /v1/volcone

Volatility cone. Per window: the range and quartiles of realized vol, the current reading, and nearest-expiry 50-delta IV.window_days, rv_q25, rv_median, rv_q75, rv_current, iv_50d

get_volatility_cone

JSON

Option chains

GET /v1/optionchain

Option chain. Every strike and expiry at the close: prices, sizes, volume, open interest, five Greeks, and bid, mid, and ask IV.strike, dte, call_mid_price, call_delta, put_mid_iv, smoothed_vol, put_open_interest

get_option_chain

JSON, CSV

Pricing and hedging calculators

GET /v1/early-exercise

American early exercise. Prices an American put against its European value and says whether exercising now is optimal.american_value, european_value, early_exercise_premium, should_exercise_now

get_early_exercise_analysis

JSON

POST /v1/pnl-attribution

P&L attribution. Splits the P&L of up to eight option legs between two market states into Greek contributions and a residual.delta_pnl, gamma_pnl, theta_pnl, vega_pnl, rho_pnl, residual

compute_pnl_attribution

JSON

GET /v1/implied-yield

Implied yield. The forward and the dividend-plus-borrow yield implied by put-call parity, per strike.forward_price, total_implied_rate, implied_dividend_yield, per_strike

get_implied_yield

JSON

GET /v1/options-pair-hedge

Options pair hedge. Vega-, theta-, and gamma-weighted hedge ratios between two option legs, with Greeks per leg.correlation, beta, weightings.vega.ratio, weightings.gamma.suggested_qty_b

get_options_pair_hedge

JSON

GET /v1/hedge-ratios

Pair delta hedge. Sizes a stock or ETF hedge from correlation and realized vols, and reports the idiosyncratic vol left over.vol_core, vol_hedge, correlation, beta, hedge_ratio, idio_vol_remaining

get_hedge_ratios

JSON

Screens

GET /v1/cockpit

Cockpit statistics. Moving averages, IV by tenor with its changes, term structure, return z-scores, and risk premium per ticker.sd_from_200ma, iv_30d_weekly_change, term_structure_90d_30d, monthly_return_zscore, vrp_monthly

get_cockpit_statistics

JSON, CSV

GET /v1/trade-ideas

Trade ideas. Long Calendar, Sell Vol, Buy Vol, and Short Calendar candidates, scored against the list you send.idea, ivPercentile, vrpPercentile, steepnessPercentile, totalScore

get_trade_ideas

JSON

Reference

GET /v1/tickers

Ticker directory. Every ticker with its category and the first and last dates on file, to check coverage before asking.ticker, category, min_date, max_date

get_ticker_directory

JSON

Financial data for your AI agents.

What a call returns.

Clean endpoints for all the financial data you need.

Proprietary metrics computed every minute.

API or MCP, your call.

REST API

MCP server

CLIComing soon

Use with any AI agent.

Add the server

Sign in with OAuth

Or pass an API key

Or write .mcp.json

Verify the connection

Included on every paid plan.

Sign up and create a key in just 30 seconds.

Financial data for your AI agents.

What a call returns.

Clean endpoints for all the financial data you need.

Proprietary metrics computed every minute.

API or MCP, your call.

REST API

MCP server

CLIComing soon

Use with any AI agent.

Add the server

Sign in with OAuth

Or pass an API key

Or write .mcp.json

Verify the connection

Included on every paid plan.

Sign up and create a key in just 30 seconds.