Options

Straddle-equivalent 1-sigma implied move for one underlier + expiry

Changed on

Derived endpoint that packages the standard option-implied move computation: implied_move = spot * ATM_IV * sqrt(T) where T = days_to_expiration / 365.25. Reads the precomputed iv_surface[i].atm_iv for the chosen expiry from the latest options snapshot (or a dated snapshot via ?date=YYYY-MM-DD). Defaults to the nearest-term front expiry; pass ?expiry=YYYY-MM-DD to select a different expiry from those listed in available_expiries. Returns the move in dollar + percent terms plus the 1-sigma implied price range (low / high). Use case: compare historical post-earnings realised moves vs current option-implied amplitude.

get/api/v1/options/{symbol}/implied-move

Request

  • Base URL: https://sugra.ai
  • URL: https://sugra.ai/api/v1/options/{symbol}/implied-move
  • Auth: API key in header x-api-key

Path parameters

symbolstring required

Underlier ticker.

Example:AAPL

Query parameters

expirystring nullable

Optional target expiration date (YYYY-MM-DD). Defaults to nearest-term front expiry. 404 when not in snapshot.

datestring nullable

Optional snapshot date (YYYY-MM-DD). Defaults to the latest cycle.

Response

Implied-move payload.

Example response

{
  "data": {
    "symbol": "AAPL",
    "snapshot_date": "2026-05-19",
    "underlier_price": 187.45,
    "expiry": "2026-06-06",
    "days_to_expiry": 18,
    "atm_iv": 0.2231,
    "atm_strike": 187.5,
    "implied_move_pct": 4.96,
    "implied_move_dollar": 9.3,
    "implied_range_low": 178.15,
    "implied_range_high": 196.75,
    "data_source": "cboe_options_direct",
    "as_of": "2026-05-23T22:50:34Z"
  },
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "data_age_days": 8.532,
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ],
    "stale_since": "2026-09-08T12:00:00Z",
    "period": "2026-Q1",
    "notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
  }
}

Changes