Tempest

Move in units of the implied move (Sigma) per symbol

Tempest Sigma: today's move in units of the one-day move priced at the prior close (running_sigma), the move budget remaining, theoretical vs historical odds of 1- and 2-sigma days, and the last 60 sessions' sigma readings (days). Response: data.symbols[] has symbol, asOf, sessionDate, stale and sigma. Symbols Tempest does not cover are listed in data.missing. Cost: 1 credit per call (up to 10 symbols).

get/v1/vol/sigma

Request

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