Tempest

Realized vs implied and the usual range (one year)

The one-year derived series behind the app's charts, per symbol: daily SVX30/SVX1D (plain and adjusted), close and risk reversal, the point-in-time usual-range band (p20/p50/p80, each day's band from the 252 sessions before it), earnings-eve sessions, realized vs implied (ivrv: 20-day realized vol, VRP series, current VRP and percentile), spot-vol correlation and beta, and setups. Updated once per session. Cost: 3 credits per call (up to 10 symbols).

get/v1/vol/derived

Request

  • Base URL: https://api.skylit.ai
  • URL: https://api.skylit.ai/v1/vol/derived
  • Auth: HTTP bearer

Query parameters

symbolsstring required
Example:NVDA,SPY

Comma-separated Tempest symbols (up to 10). Tempest keys the S&P complex on the option root SPXW and Nasdaq-100 on NDXP; see /v1/vol/symbols.

Response

OK.

Example response

{
  "meta": {
    "attribution": {
      "text": "Powered by Skylit"
    }
  }
}

Changes

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