Tempest

Screen the whole Tempest universe (Radar)

Rows can include earnings_overlap_9d and earnings_overlap_30d, with none, partial, full, or null as documented on /v1/vol/term. These are optional calendar-day exposure labels, not forecast signals. Tempest Radar: one row per covered symbol with its headline readings (SVX term and percentiles, IV rank, ratio to VIX, term slope, skew, tilt, expected move, running sigma and odds, next event and VRP, options volume, sector, quality). Thin chains are not ranked. Filter with min_<field> / max_<field> on any sortable field, and curve, sector, quality (exact match). Unknown parameters are a 400. Rows missing the sort field sort last. Cost: 5 credits per call (up to 500 rows).

get/v1/vol/screener

Request

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

Query parameters

sortstring

Field to sort by (default svx30): svx30, svx1d, svx30_pct_1y, svx1d_pct_1y, svx9_pct_1y, svx3m_pct_1y, iv_rank, iv_pct, ratio_vix, term_slope, rr25_30, skew_pct_1y, tilt_21, tilt_z, tilt_pct_1y, em_1d_pct, running_sigma, sigma_odds_pct, expected_vrp, event_move_pct, days_to_event, opt_vol, spot, spot_vol_corr, cheap_from_low_pct, day_pace, day_reprice. day_pace is today's move against the priced one-day move for the time elapsed, in sigma; day_reprice is the one-day range options price now over what they priced at the prior close for the rest of the day (above 1: implied vol bid). Both are null outside regular hours.

order'asc' | 'desc'
limitinteger
offsetinteger
min_iv_ranknumber

Example bound; every sortable field accepts min_ and max_.

curvestring

Curve state, e.g. contango or backwardation.

Response

OK.

Example response

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

Changes

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