Variance Risk Premium Windows
Returns every variance risk premium horizon with an implied volatility observation date in the requested
calendar lookback. history_days defaults to 365 and cannot exceed 365. Rows are ordered by observation
date from newest to oldest. Each row includes the realized volatility completion date.
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"
Return volatility window rows from this many calendar days before the requested date.
1 <= x <= 36530
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"
