API ReferenceOptions Flow
IV analytics
/api/v3/intel/iv_analytics/{ticker}- Plan
- Pro and up
- Price
- 4 credits per call
- MCP tool
intel_iv_ analytics
Implied-volatility analytics from the end-of-day archive in one call; as_of is the latest completed session (during market hours, the prior session), not intraday. IV RANK (implied volatility as a fraction and its 1-year IV rank on a 0-100 scale: 0 = the 1-year low, 100 = the 1-year high; the standard 'is vol cheap or rich' gauge, with a plain-language verdict), SKEW (the feed's 25-delta risk reversal per expiry, an IV difference: put-vs-call demand / crash premium; its sign is not documented, and positive values have come while puts were priced above calls, so do not read positive as call demand), and TERM STRUCTURE (IV per expiry + implied move in USD and implied_move_pct in percent of the price; the move measures about 0.68 x close x IV x sqrt(days/365), below a one-standard-deviation move and below the at-the-money straddle), labelled backwardation vs contango from the expiries nearest 30 and 90 DTE, named in shape_tenors. Expiries settling on the as_of session are left out. The units block gives every unit. Use for 'should I buy or sell premium on X', earnings-vol setups, and hedging cost. Omit date for the latest session; a date that is not a session is a 422 naming the prior one. A block that cannot be read refuses the call (503). NOT the same as /intel/vol_surface, which serves the lagged academic surface.
Parameters
Path
tickerstringRequiredQuery
datestringOptionalSession date YYYY-MM-DD; omit for the latest completed session.
limitintegerOptional601 to 400Response
A 200 is a JSON envelope: ok: true and this endpoint's own fields (see Options Flow). It carries X-Request-ID, the credit headers (X-Credits-Cost, X-Credits-Remaining, X-Credits-Receipt, X-Credits-Settlement) and the rate-limit headers.
A 200 is billed even when it holds no data (an empty list, null, found: false), so check those fields. Pricing & credits explains the credit headers.
Errors
No error is billed. The body is { "ok": false, "error", "detail", "request_; read the code from error.
| Error | Meaning |
|---|---|
400 invalid_ticker | The request is malformed, for example a ticker that is not a symbol: invalid_ticker, refused before any credit is reserved, with param naming the parameter. Not billed. |
401 unauthorized | Missing or invalid API key. |
402 plan_required | Your plan does not include this tool, you are out of credits, or your workspace's spend cap paused its keys. plan_required names the plan that unlocks the tool; usage_exceeded means the credit balance is spent; spend_cap_reached means the key is paused until the cap resets or is raised: detail names the cap and the reset, cap_usd and resets_at (ISO 8601) carry them, and doc_url links pricing and credits. Not billed. |
403 scope_denied | This API key is limited to some products and this tool is not one of them. product names the tool's product and scopes the key's products. An upgrade does not change it: use a key whose scopes include the product, or change this key's scopes. Not billed. |
404 unknown_ticker | No data source lists this ticker, active or delisted: the market-data listing and the security master both say it does not exist. param names the parameter. Not billed. Best-effort: it is answered only when the route itself found nothing, and after 20 lookups of new symbols per API key per minute the route's own answer stands. |
422 validation | A parameter is missing, out of range or the wrong type; param names it. Not billed. |
429 rate_limited | Your plan's rate limit is spent for this window. Retry after Retry-After seconds. Not billed. |
503 paid_ | The data could not be served completely right now; retry later. Not billed. |
504 request_timeout | The request ran past the server's time budget; retry. Not billed. |
This table lists what the spec declares for this route. Error responses lists every code FIRM sends, with when to retry.
Guides
Read the Options Flow guide for this endpoint's fields and examples.