Tempest

The S&P volatility complex

The market-wide volatility read: VIX1D, VIX9D, VIX, VIX3M, VIX6M, VVIX and SKEW (computed by Tempest from SPX and VIX option chains), their ratios and one-year percentiles, the VIX-forward curve state and roll (vx_curve_state, vx_roll_pct, vx_m1_vs_vix_pct; the curve's price points are not served), regime and crowded-calm flags, Mag-7 vs QQQ dispersion, a Fear & Greed score with its components, and 120 sessions of history for the main series. Cost: 1 credit.

get/v1/vol/market

Request

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

Response

OK.

dataobject required

Example response

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

Changes

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