Expected-move cones per symbol

Tempest Cones: the move the options market prices for each horizon (close, 1d, week, opex, 30d), as 1-sigma percent and price bands around spot (from implied variance), plus the level set drawn on the chart. A horizon that does not exist at that moment (the close horizon after hours) is null. Two different questions. horizons[] is priced from the current spot: how much further options price the move from now to each settle. It moves with price, so it is not a budget to measure a move against. levels[] is priced at a past close and does not move intraday: read how far a move has gone against hi1 / lo1 (1-sigma) and hi2 / lo2 (2-sigma).

Levels (levels[]): day (the prior close, to today's close), week (last week's final close, to this week's last close) and month (the last monthly options expiration's close, to the next monthly expiration's close). Each has name, label, anchor, priced_at, until, em1_pct and hi1/lo1/hi2/lo2. A level is absent when its anchor close has no reading.

Per horizon (horizons[]): name, minutes to the settle, em1_pct (1-sigma, % of spot), em1 / em2 (1- and 2-sigma in price), realized_em_pct (20-day realized vol over the same span). Optional, null when not available, and absent on older readings:

• up1_pct, dn1_pct, up2_pct, dn2_pct: the move to each side in % of spot as the options' skew prices it (put skew makes the downside wider). Null: read em1_pct both ways.
• tail_src: how the 2-sigma sides were read: quantile (from the fitted smile, within the quoted strikes) or wing (twice the 1-sigma side, which understates a steep tail).
• skew_expiry: the expiration whose smile set that shape.
• events[]: scheduled events inside the horizon (after asOf, at or before the settle), each {kind, label, at, timing, jump_pct, var_share}: kind is earnings, fomc, cpi or nfp; at is the ISO-8601 instant it is modelled at; earnings add timing (bmo / amc), jump_pct (the report's own implied move, %) and var_share (the share of the horizon's priced variance that is the report, 0-1).
• event_adjusted: true when this horizon's move includes an earnings report. Response: data.symbols[] has symbol, asOf, sessionDate, stale and cones. Symbols Tempest does not cover are listed in data.missing. Cost: 1 credit per call (up to 10 symbols).