Interpolated IV

GET https://api.unusualwhales.com/api/stock/{ticker}/interpolated-iv

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

Responses

200 422 500

Response Body 200 OK

date Market General Trading day

A trading date in ISO format.

Example: 2023-09-08

days integer

Number of days to expiration

Example: 30

implied_move_perc string

Expected move as a percentage of the current price

Example: 0.058

percentile string

Percentile ranking of this volatility value over a 1y period

Example: 77.193

volatility string

Interpolated implied volatility value

Example: 0.299

Try It GET

API Token

Path Parameters

ticker required

Query Parameters

date Optional Market Date

Request Sample

curl -X GET "https://api.unusualwhales.com/api/stock/{ticker}/interpolated-iv" \
  -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}/interpolated-iv", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": [
    {
      "date": "2025-05-30",
      "days": 1,
      "implied_move_perc": "0.003",
      "percentile": "100",
      "volatility": "1.739"
    },
    {
      "date": "2025-05-30",
      "days": 5,
      "implied_move_perc": "0.02",
      "percentile": "94.737",
      "volatility": "0.696"
    },
    {
      "date": "2025-05-30",
      "days": 7,
      "implied_move_perc": "0.026",
      "percentile": "52.632",
      "volatility": "0.278"
    },
    {
      "date": "2025-05-30",
      "days": 14,
      "implied_move_perc": "0.041",
      "percentile": "68.421",
      "volatility": "0.311"
    },
    {
      "date": "2025-05-30",
      "days": 30,
      "implied_move_perc": "0.058",
      "percentile": "77.193",
      "volatility": "0.299"
    }
  ]
}