Tempest

Call-vs-put premium imbalance (Tilt) per symbol

Tempest Tilt: the one-strike-OTM call vs put premium imbalance at the headline expiry as raw and forward-adjusted ratios, which side is cheap, its z-score and percentile over the year, each contract's strike, spread and distance from its running premium low (percent), and a row per nearby expiry. Contract prices (mids, the premium low itself), open interest and volume are not served. liquid is false on chains too thin to read. Response: data.symbols[] has symbol, asOf, sessionDate, stale and tilt. Symbols Tempest does not cover are listed in data.missing. Cost: 1 credit per call (up to 10 symbols).

get/v1/vol/tilt

Request

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