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
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
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%.
"2026-09-18T00:00:00.000Z"
The fixed maturity in calendar days. One of 7, 30, 60, 90, 180 or 365.
30
The earliest trading day included in the lookback for the maturity.
"2025-09-19T00:00:00.000Z"
The highest daily value in the lookback.
"0.648"
The median of the daily values, interpolated linearly and rounded to 6 decimals.
"0.461"
The lowest daily value in the lookback.
"0.369"
The share of daily values at or below volatility, from 0 to 1. The value on date counts as one of the daily values.
"0.1434"
The first quartile of the daily values, interpolated linearly and rounded to 6 decimals.
"0.426"
The third quartile of the daily values, interpolated linearly and rounded to 6 decimals.
"0.487"
The number of daily values in the lookback, one per trading day with a positive value.
251
"TSLA"
The interpolated implied volatility of the maturity on date.
"0.412"
