Options

ATM IV by tenor

At-the-money implied volatility for each active expiration.

Filters:

  • exchanges — comma-separated venue filter.
  • dte_max — drop tenors with DTE > dte_max (focus on the front of the curve).
  • historical_compare_days=N — also include the constant-maturity ATM IV from N days ago, sourced from the iv_history Postgres table. Returned as a separate historical block under compare. Different shape from the live curve — historical is by DTE-bucket (7/14/30/60/90/180/365) since that's how the worker stores it; the client can interpolate onto the live tenor grid for visualisation.
get/options/iv/term-structure

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/options/iv/term-structure
  • Auth: API key in header X-API-Key

Query parameters

symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

exchangesstring nullable

Comma-separated venue filter

dte_maxinteger nullable

Drop tenors with DTE greater than this value.

historical_compare_daysinteger nullable

Days back for historical CMT IV comparison (1–365).

Headers

X-API-Keystring nullable

Response

Successful Response

successtrue

Changes

No recorded changes to this operation across all 1 revision of this API.