Historical Risk Reversal Skew
Returns the historical risk reversal skew (the difference between put and call volatility) at a delta of 25 or 10 (colloquial for 0.25 or 0.1) for a given expiry date.
For real time streaming of the same data, subscribe to the risk_reversal_skew websocket channel, see https://api.unusualwhales.com/docs/websocket/risk-reversal-skew.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Path Parameters
A single ticker
"AAPL"
Query Parameters
A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.
"2024-01-18T00:00:00.000Z"
A single expiry date in ISO date format.
"2024-02-02T00:00:00.000Z"
The timeframe of the data to return. Can be one of the following formats:
- YTD
- 1D, 2D, etc.
- 1W, 2W, etc.
- 1M, 2M, etc.
- 1Y, 2Y, etc.
"2M"
The delta of the option trade.
"0.610546281537814"
