Skip to main content
GET
Historical Risk Reversal Skew

Authorizations

Authorization
string
header
required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Path Parameters

ticker
string
required

A single ticker

Example:

"AAPL"

Query Parameters

date
string

A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.

Example:

"2024-01-18T00:00:00.000Z"

expiry
string
required

A single expiry date in ISO date format.

Example:

"2024-02-02T00:00:00.000Z"

timeframe
string
default:1Y

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.
Example:

"2M"

delta
string
required

The delta of the option trade.

Example:

"0.610546281537814"

Response

date
string

An ISO date.

Example:

"2024-01-09T00:00:00.000Z"

delta
integer
Example:

10

risk_reversal
string

The difference between the iv of a put and a call with similar absolute deltas.

Example:

"-0.021"

ticker
string

The stock ticker.

Example:

"AAPL"

Last modified on September 29, 2026