Tempest

Event (earnings) implied move and VRP per symbol

Optional events.earnings_context carries the same scheduled-exposure metadata documented on /v1/vol/term; it is not an earnings-premium estimate. Tempest Catalyst: the next earnings date and timing, the move priced into it (implied_move_pct, from the implied-variance term structure across the event; null when only a straddle estimate exists, estimate: true), the median and mean past earnings moves and how the implied move compares, the report-by-report record, and the volatility risk premium (vrp: expected VRP and its percentile, 20-day realized vol, trailing overpaid share). events is null for symbols without a scheduled event. Response: data.symbols[] has symbol, asOf, sessionDate, stale and events. Symbols Tempest does not cover are listed in data.missing. Cost: 1 credit per call (up to 10 symbols).

get/v1/vol/events

Request

Base URL: https://api.skylit.ai
URL: https://api.skylit.ai/v1/vol/events
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.