---
title: "Volatility Risk Reversal"
method: GET
path: "/v1/volatility/{ticker}/risk-reversal"
tags: ["volatility"]
---

# Volatility Risk Reversal

`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

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+).

## Path parameters

- `ticker` string, required

## Query parameters

- `moneyness` number: Wing distance in % (e.g. 5 = ±5%)
- `dte_min` integer
- `dte_max` integer
- `mode` string

## Response `200`

Successful Response

- unknown

## Other responses

- `422`: Validation Error

---

[API](https://skmtc.dev/optionwhales/apis/optionwhales-pro-api.md) · [All operations](https://skmtc.dev/optionwhales/apis/optionwhales-pro-api/llms.txt) · [OpenAPI document](https://skmtc.dev/optionwhales/apis/optionwhales-pro-api/revisions/e76bc0d3a770?raw)