Tempest

Implied-volatility term structure per symbol

The symbol's implied-volatility term structure: one row per listed expiry used (days to expiry and the implied vol there), for contango/backwardation reads. The headline slope and curve state are in /v1/vol/iv. Optional term.earnings_context describes scheduled earnings exposure in the calendar-day 9-day and 30-day readings. overlap_9d and overlap_30d are none (before the known report), partial (spans the report), full (includes it), or null (unavailable). A report beyond nine days can already overlap the 9-day reading. This does not attribute premium or predict a flip. date and timing (bmo / amc) describe the recorded report, which can change; within_9d is nullable. status is scheduled, limited, calendar_unavailable, no_report, timing_unknown, or report_passed. Missing fields and nulls must not be treated as none. Response: data.symbols[] has symbol, asOf, sessionDate, stale and term. Symbols Tempest does not cover are listed in data.missing. Cost: 1 credit per call (up to 10 symbols).

get/v1/vol/term

Request

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