derivatives

Exchange-published daily volatility

The exchange's end-of-day volatility estimates for an F&O underlying (stocks and NSE indices), from 2002-01-02: daily and annualised volatility of the underlying and its near-month futures, and the applicable (higher) figure. Prices and log returns are published from 2011-03-28 only. All volatility fields are percents. Window defaults to the last 90 days (max 5 years). Pages by date, newest first by default.

get/v1/derivatives/{underlying}/exchange-volatility

Request

Base URL: https://api.tapetide.com
URL: https://api.tapetide.com/v1/derivatives/{underlying}/exchange-volatility
Auth: HTTP bearer

Path parameters

underlyingstring required

Underlying symbol as listed for derivatives, e.g. "NIFTY", "BANKNIFTY", "SENSEX", "RELIANCE". Percent-encode "&" (M%26M).

Query parameters

fromstring

First session (inclusive).

tostring

Last session (inclusive). Default today.

order'asc' | 'desc'

Sort direction by date.

limitinteger

Items per page (default 100, max 1000). Values over the max are rejected, never clamped.

cursorstring

Opaque cursor from meta.next_cursor of the previous page.

Response

OK. Costs one request unit.

Example response

{
  "data": [
    {
      "date": "2026-10-15",
      "symbol": "RELIANCE",
      "underlying_close": 1218.47,
      "underlying_previous_close": 1174.61,
      "underlying_log_return": 0.0366598,
      "underlying_daily_vol_pct": 1.3594,
      "underlying_annual_vol_pct": 25.9719,
      "futures_close": 1212.8,
      "futures_previous_close": 1182.2,
      "futures_log_return": 0.02555463,
      "futures_daily_vol_pct": 1.3034,
      "futures_annual_vol_pct": 24.9009,
      "applicable_daily_vol_pct": 1.3594,
      "applicable_annual_vol_pct": 25.9719
    }
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.