Realized Volatility

GET https://api.unusualwhales.com/api/stock/{ticker}/volatility/realized

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

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

Responses

200 422 500

Response Body 200 OK

date Market General Trading day

A trading date in ISO format.

Example: 2023-09-08

implied_volatility Stock IV 30d

The 30 day implied volatility.

Example: 0.2038053572177887

price Stock Close Price

The close stock price of the ticker.

Example: 182.91

realized_volatility Realized Stock Volatility

The realized/historical volatility of a stock's price over the past 30 days (21 trading days).

Example: 0.18338055163621902

unshifted_rv_date Unshifted RV Date

The latest date used to calculate the realized volatility.

Example: 2024-12-01

Try It GET

API Token

Path Parameters

ticker required

Query Parameters

date Optional Market Date

timeframe Time frame

Request Sample

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

Response Example 200

{
  "data": [
    {
      "date": "2023-04-11",
      "implied_volatility": "0.23",
      "price": "150.15",
      "realized_volatility": "0.19",
      "unshifted_rv_date": "2024-05-02"
    },
    {
      "date": "2023-04-12",
      "implied_volatility": "0.22",
      "price": "148.29",
      "realized_volatility": "0.20",
      "unshifted_rv_date": "2024-05-03"
    }
  ]
}