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Message

ScreenerInterpolatedIvState

Expected move and implied volatility across fixed calendar-day horizons for the parent state date. A horizon is absent when unavailable.

fields5 used byStockScreenerState
▶Proto definition.proto 
message ScreenerInterpolatedIvState {
  repeated ScreenerInterpolatedIvHorizon horizons = 1;
  Decimal iv30d_1d = 2;
  Decimal iv30d_1w = 3;
  Decimal iv30d_1m = 4;
  Decimal iv30d_fallback = 5;
}
Fields
horizons ScreenerInterpolatedIvHorizon repeated 1
Available fixed calendar-day horizons. The producer emits at most one entry for each of 1, 5, 7, 14, 30, 60, 90, 180, and 365 days, in that order.
iv30d_1d Decimal 2
Latest available 30-day implied-volatility level before the parent state date. Live rollover carries the prior available state's iv30d.
iv30d_1w Decimal 3
Latest loaded 30-day implied-volatility level on or before seven calendar days before the parent state date.
iv30d_1m Decimal 4
Latest loaded 30-day implied-volatility level on or before 30 calendar days before the parent state date.
iv30d_fallback Decimal 5
Current 30-day implied volatility from IV-rank history when no fixed-point 30-day horizon update is available. Absent when the horizons list contains a 30-day value.