Interpolated IV Distribution
Returns one row per fixed maturity with the range of its interpolated implied volatility over the
365 calendar days ending on date. Each row holds the minimum, first quartile, median, third quartile
and maximum of the daily values, the value on date, and the share of daily values at or below it.
The response covers the 7, 30, 60, 90, 180 and 365 day maturities. Daily values at or below zero are
ignored, and a maturity without a positive value on date is omitted. Rows are ordered by maturity
from shortest to longest. date defaults to the last trading day.
Authorizations
Query Parameters
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%.
