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GET
Volatility Context

Authorizations

Authorization
string
header
required

Bearer authentication header of the form Bearer <token>, where <token> is your auth token.

Path Parameters

ticker
string
required

A single ticker

Example:

"AAPL"

Query Parameters

date
string

A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date.

Example:

"2024-01-18T00:00:00.000Z"

expiry
string

Describe this expiry (YYYY-MM-DD) instead of the one closest to 30 days out.

Response

Implied volatility, skew, term structure and market conditions for one ticker on one date.

date
string<date>

The trading day the values describe. It is the latest day with term structure data on or before the requested date.

Example:

"2026-09-25T00:00:00.000Z"

earnings_date
string<date> | null

The next scheduled earnings report on or after date, or null when none is scheduled.

Example:

"2026-10-28T00:00:00.000Z"

expiry
object | null

The requested expiry, or the listed expiry closest to 30 days out when none is requested. The object is null when the requested expiry has no term structure data on date.

iv30
number | null

30-day implied volatility as a decimal. 0.439 means 43.9%.

Example:

0.439

iv_percentile
number | null

The percentage of days in the past year with a lower 30-day implied volatility.

Example:

32.8

iv_rank
number | null

Where iv30 sits between its one-year low (0) and high (100).

Example:

25.46

iv_rv_ratio
number | null

iv30 divided by rv. Values above 1 mean options are priced above recent realized movement.

Example:

1.009

market
object

Market-wide volatility from the latest available closes. vix_curve_inverted is true when VIX closed above VIX3M. vix_futures_regime compares the front two VIX futures and is contango, flat or backwardation.

rv
number | null

Realized volatility over the rv_days trading days that ended on or before date, as a decimal.

Example:

0.435

rv_days
integer
Example:

21

skew
object | null

The 25-delta risk reversal for the expiry in expiry. risk_reversal is the 25-delta put implied volatility minus the 25-delta call implied volatility, so a positive value means puts are priced richer. scaled divides it by iv30. label is put_rich when scaled is above 0.06, call_rich when it is below 0, and flat otherwise. The object is null when no risk reversal is recorded for that expiry.

term_structure
object

Compares 30-day and 90-day implied volatility. slope is iv_90d / iv_30d - 1. regime is contango when iv_90d is more than 1% above iv_30d, backwardation when it is more than 1% below, and flat otherwise. inverted is true when regime is backwardation. Every field is null when either volatility is missing.

ticker
string
Example:

"TSLA"

Last modified on September 29, 2026