# Interpolated IV

`GET` `https://api.unusualwhales.com/api/socket/interpolated_iv`

**NOTE:**
This is the documentation for websocket channels `interpolated_iv` and `interpolated_iv:<TICKER>`.
Websocket access for personal use is only available through the [Advanced plan](https://unusualwhales.com/pricing?product=api).

You can find fully-functional examples that stream data from many channels here:

- Python: [https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output](https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output)
- Javascript: [https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output-nodejs](https://github.com/unusual-whales/api-examples/tree/main/examples/ws-multi-channel-multi-output-nodejs)



Connect to the websocket URI:

`wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN>`

then `join` the channel you wish to stream, for example `interpolated_iv:AAPL` for live interpolated IV updates for AAPL.
Omit the ticker suffix (`interpolated_iv`) to receive the updates for every ticker.

This is the live counterpart of the [`/stock/:ticker/interpolated-iv`](https://api.unusualwhales.com/docs/operations/PublicApi.TickerController.interpolated_iv) endpoint.
A ticker updates at most every ~5 seconds, with one message per horizon (1, 5, 7, 14, 30, 60, 90, 180, 365 trading days).
If a horizon lines up with a real option expiry the values are taken from that expiry (`is_exact: true`); otherwise they are
interpolated between the two surrounding expiries in total variance space (`is_exact: false`).

Payload format:

```
[
  "interpolated_iv:AAPL",
  {
    "ticker": "AAPL",
    "date": "2026-08-20",
    "days": 30,
    "volatility": 0.299,
    "implied_move": 12.345,
    "implied_move_perc": 0.058,
    "is_exact": false
  }
]
```

### Field reference

| Field               | Type    | Description |
|---------------------|---------|-------------|
| `ticker`            | string  | Ticker of the underlying. |
| `date`              | string  | The trading date in `YYYY-MM-DD` format. |
| `days`              | integer | The horizon in trading days this entry is interpolated to. One of 1, 5, 7, 14, 30, 60, 90, 180, 365. |
| `volatility`        | number  | The interpolated implied volatility at this horizon, as a decimal (e.g. `0.299` = 29.9%). |
| `implied_move`      | number  | The expected absolute move of the underlying in dollars by this horizon. |
| `implied_move_perc` | number  | The expected move as a fraction of the underlying price by this horizon. |
| `is_exact`          | boolean | True if an actual option expiry matched this horizon exactly, false if the values were interpolated. |



## Authentication

```
Authorization: Bearer YOUR_API_KEY
```



## Example

### curl

```bash
curl -X GET "https://api.unusualwhales.com/api/socket/interpolated_iv" \
  -H "Authorization: Bearer YOUR_API_KEY" \
  -H "Accept: application/json"
```

### Python

```python
import http.client

conn = http.client.HTTPSConnection("api.unusualwhales.com")
headers = {"Authorization": "Bearer YOUR_API_KEY", "Accept": "application/json"}
conn.request("GET", "/api/socket/interpolated_iv", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))
```

## Response Example

```json
{
  "data": []
}
```