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
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"
Response
A trading date in ISO format.
"2023-09-08T00:00:00.000Z"
The number of days until the option expires.
5
The expiry of an options cycle as an ISO date.
"2023-09-08T00:00:00.000Z"
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"
The implied move as a percentage of the underlying stock price.
"0.012247398860706955"
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).
"0.18338055163621902"
