# Historical Risk Reversal Skew `GET` `https://api.unusualwhales.com/api/stock/{ticker}/historical-risk-reversal-skew` Returns the historical risk reversal skew (the difference between put and call volatility) at a delta of 25 or 10 (colloquial for 0.25 or 0.1) for a given expiry date. ## Authentication ``` Authorization: Bearer YOUR_API_KEY ``` ## Path Parameters | Name | Type | Required | Description | |------|------|----------|-------------| | `ticker` | SingleTicker | Yes | A single ticker | ## Query Parameters | Name | Type | Required | Description | |------|------|----------|-------------| | `date` | Optional Market Date | No | A trading date in the format of YYYY-MM-DD. This is optional and by default the last trading date. | | `expiry` | Single expiry date | Yes | A single expiry date in ISO date format. | | `timeframe` | Time frame | No | The timeframe of the data to return. Can be one of the following formats: - YTD - 1D, 2D, etc. - 1W, 2W, etc. - 1M, 2M, etc. - 1Y, 2Y, etc. | | `delta` | Delta | Yes | The delta of the option trade. | ## Response (200) | Field | Type | Description | |-------|------|-------------| | `date` | General ISO Date | An ISO date. | | `delta` | Risk Reversal Delta | | | `risk_reversal` | Risk Reversal | The difference between the iv of a put and a call with similar absolute deltas. | | `ticker` | Stock Ticker | The stock ticker. | ## Example ### curl ```bash curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/historical-risk-reversal-skew?expiry=VALUE&delta=VALUE" \ -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/stock/{ticker}/historical-risk-reversal-skew?expiry=VALUE&delta=VALUE", headers=headers) response = conn.getresponse() print(response.read().decode("utf-8")) ``` ## Response Example ```json { "data": [ { "date": "2024-01-01", "delta": 10, "risk_reversal": "0.014", "ticker": "SPY" }, { "date": "2024-01-02", "delta": 10, "risk_reversal": "0.009", "ticker": "SPY" } ] } ```