Top Volatility Anomalies
Screener of the top volatility anomalies on a date, by direction (short_vol or long_vol).
Supports the same filters as the website screener.
This is a point-in-time screen queryable by date and includes the full component fields. History is limited to roughly the last three to four weeks.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Query Parameters
short_vol or long_vol.
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"
Max rows (default 50, max 200).
Response
Volatility analytics payload. The exact shape depends on the endpoint.
Variance risk premium, volatility windows, anomaly top, and character top return arrays of daily or ticker rows.
Anomaly, character, and VIX term structure return { latest, history } objects.
