Intelligence API
Intelligence Vix Term Structure
CBOE VIX9D/VIX/VIX3M/VIX6M term structure (services/ cboe_vix_service.py) -- the options market's own forward-looking volatility curve, plus a contango/backwardation regime read. Not ticker-specific -- one market-wide snapshot per call.
get/api/intelligence/v1/vix-term-structure
Request
- Base URL: https://api.xfinlab.com (the document declares no server; this is the origin it was published from)
- URL: https://api.xfinlab.com/api/intelligence/v1/vix-term-structure
- Auth: none declared
Headers
X-API-Keystring
Response
Successful Response
unknown required
Changes
No recorded changes to this operation across all 1 revision of this API.