Options
25Δ / 10Δ skew + 25Δ butterfly per expiry
Delta-interpolated risk-reversal and butterfly per active expiry. skew_25d = 25Δ put IV − 25Δ call IV (positive = put premium, fear bid); butterfly_25d = (25Δ put IV + 25Δ call IV) / 2 − ATM IV (smile curvature / wing pricing). Computed from real delta-bracketed options, not strike proxies.
get/options/iv/skew
Request
- Base URL: https://docs.backquant.com/v2
- URL: https://docs.backquant.com/v2/options/iv/skew
- Auth: API key in header X-API-Key
Query parameters
symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'
Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.
Headers
X-API-Keystring nullable
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.