Market Data (v2)

Api V2 Market Volatility Get

Returns volatility-index metrics as two scored dimensions, for either the CBOE S&P 500 Volatility Index (ticker=VIX, default) or the CBOE Nasdaq-100 Volatility Index (ticker=VXN).

Level — where is the index right now? Maps the current reading to a 0–10 log scale anchored to historical percentiles:

  • 0–2 → Subdued (~10–15, historically quiet)
  • 2–4 → Low (~15–19, below-average vol)
  • 4–6 → Moderate (~19–27, near long-run average)
  • 6–8 → Elevated (~27–38, above-average fear)
  • 8–10 → Extreme (~38+, crisis-level fear)

Momentum — which direction and how fast is the index moving? Weighted composite rate-of-change across five time scales (5 min through 2 hrs), normalised against realised per-bar volatility of the index.

Data source — reads the rolling 5-min bar window maintained by the per-ticker streaming ingester (VIX → vix_bars, VXN → vxn_bars).

get/api/v2/market/volatility

Request

  • Base URL: https://api.zerogex.io (the document declares no server; this is the origin it was published from)
  • URL: https://api.zerogex.io/api/v2/market/volatility
  • Auth: HTTP bearer

Query parameters

ticker'VIX' | 'VXN'

Volatility index to score: 'VIX' ($VIX.X) or 'VXN' ($VXN.X).

Response

Successful Response

Changes

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