Realized Volatility
Returns implied and realized volatility history for a ticker. days selects the realized volatility
horizon in trading days. Each realized horizon uses its mapped implied volatility horizon. The default
is 21 trading days of realized volatility paired with 30 calendar days of implied volatility.
A row’s date is the implied volatility observation date. unshifted_rv_date is the date when the
realized volatility window ends. Recent rows can have a null realized value until that window ends.
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"
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.
"2M"
Select the realized volatility horizon in trading days.
1, 3, 5, 10, 21, 42, 63, 126, 251 21
Response
A trading date in ISO format.
"2023-09-08T00:00:00.000Z"
Annualized implied volatility for the mapped calendar day horizon.
"0.23"
30
The close stock price of the ticker.
"182.91"
Annualized realized volatility over the selected number of trading days.
"0.18338055163621902"
21
The latest date used to calculate the realized volatility.
"2024-12-01T00:00:00.000Z"
