Variance Risk Premium
Returns variance risk premium history for a ticker. days selects the realized volatility horizon in
trading days. The default is 21 trading days paired with 30 calendar days of implied volatility.
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"
Select the realized volatility horizon in trading days.
1, 3, 5, 10, 21, 42, 63, 126, 251 21
Response
A variance risk premium calculated as implied volatility minus realized volatility for mapped horizons.
"2026-08-10T00:00:00.000Z"
"0.263456"
30
The percentile rank among values for the same ticker and horizon pair that completed during the preceding year. Values range from 0 to 1. The value is null when a rank has not been calculated.
"0.75"
"2026-09-08T00:00:00.000Z"
"0.213456"
21
"0.05"
"AAPL"
