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Interpolated IV Distribution

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

The range of one fixed maturity's interpolated implied volatility over the 365 calendar days ending on date. Volatility values are annualized decimals, so 0.43 means 43%.

date
string<date>
Example:

"2026-09-18T00:00:00.000Z"

days
integer

The fixed maturity in calendar days. One of 7, 30, 60, 90, 180 or 365.

Example:

30

first_date
string<date>

The earliest trading day included in the lookback for the maturity.

Example:

"2025-09-19T00:00:00.000Z"

max
string

The highest daily value in the lookback.

Example:

"0.648"

median
string

The median of the daily values, interpolated linearly and rounded to 6 decimals.

Example:

"0.461"

min
string

The lowest daily value in the lookback.

Example:

"0.369"

percentile
string

The share of daily values at or below volatility, from 0 to 1. The value on date counts as one of the daily values.

Example:

"0.1434"

q1
string

The first quartile of the daily values, interpolated linearly and rounded to 6 decimals.

Example:

"0.426"

q3
string

The third quartile of the daily values, interpolated linearly and rounded to 6 decimals.

Example:

"0.487"

samples
integer

The number of daily values in the lookback, one per trading day with a positive value.

Example:

251

ticker
string
Example:

"TSLA"

volatility
string

The interpolated implied volatility of the maturity on date.

Example:

"0.412"

Last modified on September 29, 2026