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GET
Implied Volatility Term Structure

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"

Response

date
string

A trading date in ISO format.

Example:

"2023-09-08T00:00:00.000Z"

dte
integer

The number of days until the option expires.

Example:

5

expiry
string

The expiry of an options cycle as an ISO date.

Example:

"2023-09-08T00:00:00.000Z"

implied_move
string

The implied move of the underlying stock by a given date based on the money option contracts. It is calculated by multiplying the sum of the call and put price by 0.85. If no expiry date is included, then the implied move is for the nearest end of the week expiration (the nearest monthly expiration if there are no weekly contracts).

Example:

"2.2398043036460877"

implied_move_perc
string

The implied move as a percentage of the underlying stock price.

Example:

"0.012247398860706955"

volatility
string

The implied volatility average of the at the money put and call option contracts. If no expiry date is included, then the volatility is of the nearest end of the week expiration (the nearest monthly expiration if there are no weekly contracts).

Example:

"0.18338055163621902"

Last modified on September 29, 2026