IV Rank & IV Percentile (52-week): answers "is this name's volatility high or low
IV Rank & IV Percentile (52-week): answers "is this name's volatility high or low for itself?" For each US optionable equity, per trading day: where current ~30-day implied vol and 20-day realized vol sit inside that name's own trailing-year range -- iv_rank/hv_rank (0-100 position between the 52w low and high), iv_percentile / hv_percentile (share of the past year's days below today), the 52w high/low/median levels themselves, and daily cross-sectional ranks/z-scores for context. Rows update intraday and settle after the close (is_final=1).
The classic premium-selling timing filter: min_iv_rank=50 finds names in the upper half of their own vol range regardless of absolute vol level.
Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.
Request
- Base URL: https://api.alphanume.com
- URL: https://api.alphanume.com/v1/iv-rank
- Auth: one of:
- API key in header X-API-Key
- HTTP bearer
Query parameters
Ticker symbol filter, e.g. 'AAPL'. Case-insensitive.
Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.
Start of date range, inclusive (YYYY-MM-DD).
End of date range, inclusive (YYYY-MM-DD).
Start of date range, exclusive (YYYY-MM-DD).
End of date range, exclusive (YYYY-MM-DD).
Only rows with iv_rank >= this value, range [0, 100].
Only rows with iv_rank <= this value, range [0, 100].
Only rows with hv_rank >= this value, range [0, 100].
Only rows with hv_rank <= this value, range [0, 100].
Only rows with iv_percentile >= this value, range [0, 100].
If true, return only settled end-of-day rows (is_final=1). By default the latest value is returned, which intraday may be provisional.
Response
Matching rows.
Changes
No recorded changes to this operation across all 1 revision of this API.