volatility

Volatility Risk Reversal

Risk-reversal skew ≈ call-wing IV − put-wing IV at ± moneyness% (a negative value = the usual equity put skew), read from the IV surface near the target DTE band (Pro+).

get/v1/volatility/{ticker}/risk-reversal

Request

  • Base URL: https://api.optionwhales.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.optionwhales.io/v1/volatility/{ticker}/risk-reversal
  • Auth: none declared

Path parameters

tickerstring required

Query parameters

moneynessnumber

Wing distance in % (e.g. 5 = ±5%)

dte_mininteger
dte_maxinteger
modestring

Response

Successful Response

unknown required

Changes

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