🇺🇸 Usa Stocks Risk Analytics

📈 Volatilities Endpoint

• Direct URL    🔗  Open VOLATILITIES endpoint in new window

• Endpoint rate limit 120 req/min

• Response data summary:

  • iv_s_term: Short-term implied volatility
  • iv_m_term: Medium-term implied volatility
  • iv_l_term: Long-term implied volatility
  • iv_s_term_percentile: Short-term implied volatility percentile
  • iv_m_term_percentile: Medium-term implied volatility percentile
  • iv_l_term_percentile: Long-term implied volatility percentile
  • hv_s_term: Short-term historical volatility
  • hv_m_term: Medium-term historical volatility
  • hv_l_term: Long-term historical volatility
  • hv_s_term_percentile: Short-term historical volatility percentile
  • hv_m_term_percentile: Medium-term historical volatility percentile
  • hv_l_term_percentile: Long-term historical volatility percentile
  • iv_hv_s_ratio: Short-term implied/historical volatility ratio
  • iv_hv_s_ratio_percentile: Percentile of short-term IV/HV ratio
  • iv_hv_m_ratio: Medium-term implied/historical volatility ratio
  • iv_hv_m_ratio_percentile: Percentile of medium-term IV/HV ratio
  • iv_hv_l_ratio: Long-term implied/historical volatility ratio
  • iv_hv_l_ratio_percentile: Percentile of long-term IV/HV ratio
  • fair_iv: Fair implied volatility (beta, experimental)
  • fair_iv_percentile: Fair implied volatility percentile (beta, experimental)
  • iv_fair_iv_ratio: Ratio of implied volatility to fair implied volatility (beta, experimental)
  • iv_fair_iv_ratio_percentile: Percentile of IV/fair IV ratio (beta, experimental)