derivatives

Option volatility summary by expiry

One row per session and listed option expiry: ATM implied volatility, IV rank and percentile, realised volatility (indices), risk reversal, butterfly, max pain and put-call ratios. History from 2001. Window defaults to the last 90 days (max 3 years); expiry restricts to one expiry. All volatility fields are percents. Realised-volatility fields are filled one session late, so the newest session can show them as null. Pages by date (newest first by default), then expiry.

get/v1/derivatives/{underlying}/volatility

Request

  • Base URL: https://api.tapetide.com
  • URL: https://api.tapetide.com/v1/derivatives/{underlying}/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

expirystring

Only this expiry.

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": "2026-10-14",
      "expiry": "2026-10-27",
      "days_to_expiry": 13,
      "forward": 22646.1223,
      "forward_basis": "put_call_parity",
      "atm_strike": 22650,
      "atm_iv_pct": 13.2699,
      "iv_rank_pct": 25.31,
      "iv_percentile_pct": 66.01,
      "realised_vol_20d_pct": 14.7519,
      "realised_vol_30d_pct": 12.7489,
      "iv_minus_rv_30d_pct": 0.521,
      "risk_reversal_pct": 3.508,
      "butterfly_pct": 4.9308,
      "max_pain_strike": 23000,
      "call_open_interest_units": 85689955,
      "put_open_interest_units": 79783795,
      "put_call_ratio_oi": 0.9311,
      "put_call_ratio_volume": 0.9023,
      "strikes": 228
    }
  ]
}

Changes

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