Interpolated IV

NOTE: This is the documentation for websocket channels interpolated_iv and interpolated_iv:<TICKER>. Websocket access for personal use is only available through the Advanced plan. You can find fully-functional examples that stream data from many channels here:

Connect to the websocket URI: wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN> then join the channel you wish to stream, for example interpolated_iv:AAPL for live interpolated IV updates for AAPL. Omit the ticker suffix (interpolated_iv) to receive the updates for every ticker. This is the live counterpart of the /stock/:ticker/interpolated-iv endpoint. A ticker updates at most every ~5 seconds, with one message per horizon (1, 5, 7, 14, 30, 60, 90, 180, 365 trading days). If a horizon lines up with a real option expiry the values are taken from that expiry (is_exact: true); otherwise they are interpolated between the two surrounding expiries in total variance space (is_exact: false). Payload format:

[
  "interpolated_iv:AAPL",
  {
    "ticker": "AAPL",
    "date": "2026-08-20",
    "days": 30,
    "volatility": 0.299,
    "implied_move": 12.345,
    "implied_move_perc": 0.058,
    "is_exact": false
  }
]

Field reference

Field	Type	Description
`ticker`	string	Ticker of the underlying.
`date`	string	The trading date in `YYYY-MM-DD` format.
`days`	integer	The horizon in trading days this entry is interpolated to. One of 1, 5, 7, 14, 30, 60, 90, 180, 365.
`volatility`	number	The interpolated implied volatility at this horizon, as a decimal (e.g. `0.299` = 29.9%).
`implied_move`	number	The expected absolute move of the underlying in dollars by this horizon.
`implied_move_perc`	number	The expected move as a fraction of the underlying price by this horizon.
`is_exact`	boolean	True if an actual option expiry matched this horizon exactly, false if the values were interpolated.

Overview

Channels

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