A stock's daily implied-volatility history, newest first: constant-30-day implied volatility (`derivedIv30`), IV rank and IV percentile over the trailing year, the at-the-money IV of the near and far expirations, and 30-session realized volatility. Two bases are stated apart and never blended: derived figures come from our model on each session's at-the-money option closes with the stock close (ranked, stored from 2024-01-18), and quoted figures from the source's model captured in the session's last quarter hour (from launch, unranked); each session carries the contract and trade counts behind its derived figure, and a session without enough traded contracts has none. Volatilities are decimal fractions and rank and percentile run 0 to 100. A stock the one-time backfill has not reached yet is queued by the first read and answers with `coverage.backfillComplete: false` and a `notice`. `startDate` and `endDate` set the window (default: the last year). Plus and Pro read it; the Free plan covers end-of-day data only and receives 403. US listings only.