Historical Risk Reversal Skew

GET https://api.unusualwhales.com/api/stock/{ticker}/historical-risk-reversal-skew

Request

Security: Bearer Auth Authorization: Bearer <token>

Path Parameters

ticker SingleTicker required

A single ticker

Example: AAPL

Query Parameters

date Optional Market Date optional

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

Example: 2024-01-18

expiry Single expiry date required

A single expiry date in ISO date format.

Example: 2024-02-02

timeframe Time frame optional

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.

Example: 2M Default: 1Y

delta Delta required

The delta of the option trade.

Example: 0.610546281537814

Responses

200 422 500

Response Body 200 OK

date General ISO Date

An ISO date.

Example: 2024-01-09

delta Risk Reversal Delta

Example: 10

risk_reversal Risk Reversal

The difference between the iv of a put and a call with similar absolute deltas.

Example: -0.021

ticker Stock Ticker

The stock ticker.

Example: AAPL

Try It GET

API Token

Path Parameters

ticker required

Query Parameters

date Optional Market Date

expiry required Single expiry date

timeframe Time frame

delta required Delta

Request Sample

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"

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 200

{
  "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"
    }
  ]
}