Implied Volatility Term Structure
The average of the latest volatilities for the at the money call and put contracts for every expiry date.
For real time streaming of the same data, subscribe to the iv_term_structure:{TICKER} websocket channel, see https://api.unusualwhales.com/docs/websocket/iv-term-structure.
Authorizations
Query Parameters
Response
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).
"2.2398043036460877"
