Volatility Statistics
Returns comprehensive volatility statistics for a ticker on a specific date, including implied volatility data, realized volatility data, and their respective high/low values for the past year.
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
Comprehensive volatility statistics for a ticker on a specific date, including implied volatility data, realized volatility data, and their respective high/low values for the past year.
A trading date in ISO format.
"2023-09-08T00:00:00.000Z"
The implied volatility value.
"0.25"
The implied volatility value.
"0.25"
The implied volatility value.
"0.25"
The IV rank value, which represents where current implied volatility stands relative to its historical range.
"0.65"
The implied volatility value.
"0.25"
The implied volatility value.
"0.25"
The implied volatility value.
"0.25"
The stock ticker.
"AAPL"
