---
title: "Exchange-published daily volatility"
method: GET
path: "/v1/derivatives/{underlying}/exchange-volatility"
tags: ["derivatives"]
---

# Exchange-published daily volatility

`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

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.

## Path parameters

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

## Query parameters

- `from` string
- `to` string
- `order` 'asc' | 'desc'
- `limit` integer
- `cursor` string

## Response `200`

OK. Costs one request unit.

- object
  - `data` DerivativeExchangeVolatilityItem[], required
    - `date` string, required: Trading session (YYYY-MM-DD).
    - `symbol` string, required: Underlying symbol (stock or index).
    - `underlying_close` number, nullable, required: Underlying closing price in INR / index points. From 2011-03-28; null earlier.
    - `underlying_previous_close` number, nullable, required: Underlying previous closing price. From 2011-03-28; null earlier.
    - `underlying_log_return` number, nullable, required: ln(close / previous close) of the underlying, as a decimal (0.0367 = 3.67%). From 2011-03-28.
    - `underlying_daily_vol_pct` number, nullable, required: Exchange daily volatility estimate for the underlying, percent per day. From 2002-03-27.
    - `underlying_annual_vol_pct` number, nullable, required: Underlying volatility annualised, percent. From 2002-03-27.
    - `futures_close` number, nullable, required: Near-month futures closing price. From 2011-03-28; null earlier.
    - `futures_previous_close` number, nullable, required: Near-month futures previous close. From 2011-03-28.
    - `futures_log_return` number, nullable, required: ln(close / previous close) of the futures, as a decimal. From 2011-03-28.
    - `futures_daily_vol_pct` number, nullable, required: Daily volatility estimate for the futures, percent per day. From 2002-03-27.
    - `futures_annual_vol_pct` number, nullable, required: Futures volatility annualised, percent. From 2002-03-27.
    - `applicable_daily_vol_pct` number, nullable, required: The exchange's applicable daily volatility (the higher of underlying and futures), percent per day. Available on every row from 2002.
    - `applicable_annual_vol_pct` number, nullable, required: Applicable volatility annualised, percent.
  - `meta` ListMeta, required
    - `as_of` string, date-time, required: When this response was assembled (UTC).
    - `route` string, required: operationId that served the request.
    - `count` integer, required: Items in this page.
    - `limit` integer, required: Page size applied.
    - `has_more` boolean, required: Whether another page exists.
    - `next_cursor` string, nullable, required: Pass as `cursor` to fetch the next page; null on the last page.
  - `links` Links, required
    - `next` string, nullable: Relative URL of the next page, or null.

## Other responses

- `400`: Malformed or out-of-range parameter. Not charged.
- `401`: Missing or invalid bearer token.
- `404`: The requested resource does not exist. Not charged.
- `429`: Per-minute burst cap (`rate_limited`) or plan quota (`quota_exhausted`) reached.
- `500`: Unexpected server error. Not charged.
- `502`: A data dependency was unavailable. Not charged.
- `503`: Authentication or quota service temporarily unavailable (`service_unavailable`). Not charged; retry after `Retry-After` seconds.

---

[API](https://skmtc.dev/tapetide/apis/tapetide-api.md) · [All operations](https://skmtc.dev/tapetide/apis/tapetide-api/llms.txt) · [OpenAPI document](https://skmtc.dev/tapetide/apis/tapetide-api/revisions/261ec086bde5?raw)