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GET
Interpolated IV

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

Interpolated implied volatility data for different time horizons

date
string

A trading date in ISO format.

Example:

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

days
integer

Number of days to expiration

Example:

30

implied_move_perc
string

Expected move as a percentage of the current price

Example:

"0.058"

percentile
string

Percentile ranking of this volatility value over a 1y period

Example:

"77.193"

volatility
string

Interpolated implied volatility value

Example:

"0.299"

Last modified on September 29, 2026