Volatility Context
Returns the volatility context for a ticker on one date: 30-day implied volatility with its one-year rank and percentile, realized volatility, the term structure regime (contango, flat or backwardation), the 25-delta skew with a put-rich, flat or call-rich label, the implied move and earnings timing for one expiry, and VIX conditions.
Pass expiry to describe a specific expiry. Without it, the response uses the listed expiry closest to 30 days
out. date defaults to the last trading day. A value that has no data is null, never zero.
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"
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.
The trading day the values describe. It is the latest day with term structure data on or before the requested date.
"2026-09-25T00:00:00.000Z"
The next scheduled earnings report on or after date, or null when none is scheduled.
"2026-10-28T00:00:00.000Z"
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.
30-day implied volatility as a decimal. 0.439 means 43.9%.
0.439
The percentage of days in the past year with a lower 30-day implied volatility.
32.8
Where iv30 sits between its one-year low (0) and high (100).
25.46
iv30 divided by rv. Values above 1 mean options are priced above recent realized movement.
1.009
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.
Realized volatility over the rv_days trading days that ended on or before date, as a decimal.
0.435
21
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.
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.
"TSLA"
