Volatility Statistics

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

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

iv Market General Volatility

The implied volatility value.

Example: 0.25

iv_high Market General Volatility

The implied volatility value.

Example: 0.25

iv_low Market General Volatility

The implied volatility value.

Example: 0.25

iv_rank Market General IV Rank

The IV rank value, which represents where current implied volatility stands relative to its historical range.

Example: 0.65

rv Market General Volatility

The implied volatility value.

Example: 0.25

rv_high Market General Volatility

The implied volatility value.

Example: 0.25

rv_low Market General Volatility

The implied volatility value.

Example: 0.25

ticker Stock Ticker

The stock ticker.

Example: AAPL

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}/volatility/stats" \
  -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/stats", headers=headers)
response = conn.getresponse()
print(response.read().decode("utf-8"))

Response Example 200

{
  "data": {
    "date": "2024-01-22",
    "iv": "0.23",
    "iv_high": "0.35",
    "iv_low": "0.18",
    "iv_rank": "0.45",
    "rv": "0.21",
    "rv_high": "0.34",
    "rv_low": "0.16",
    "ticker": "AAPL"
  }
}