Tempest

Volatility surface and skew per symbol

Tempest Surface: 30-day 25-delta risk reversal (rr25_30) and butterfly (bf25_30), ATM vol, skew percentile over the year and a per-symbol SKEW index, plus a smile per expiry (expiries[]: strikes/deltas and implied vols). Heavier than the headline readings, so priced as analytics. Response: data.symbols[] has symbol, asOf, sessionDate, stale and surface. Symbols Tempest does not cover are listed in data.missing. Cost: 3 credits per call (up to 10 symbols).

get/v1/vol/surface

Request

  • Base URL: https://api.skylit.ai
  • URL: https://api.skylit.ai/v1/vol/surface
  • 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.