volatility
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.
GET
Variance Risk Premium Windows
Authorizations
Query Parameters
Response
A variance risk premium calculated as implied volatility minus realized volatility for mapped horizons.
Example:
"0.05"
