The interpolated implied volatility is the implied volatility calculated from an arbitrary point on the smoothed volatility surface.
| Name | Description | Example |
|---|---|---|
|
identifier
* required
|
The ticker symbol for the surface data being requested. | SPY |
|
source
|
The specific source of the data being requested.
Options:
realtime
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|
realtime |
|
expiration
* required
|
The DateTime of the expiration for the contract to calculate implied volatility from the surface. | 2026-05-15T13:30:00.000+00:00 |
|
as_of
|
The time to use in calculating time until expiration. Defaults to the current time. | 2026-05-14T15:00:00.000+00:00 |
|
strike
* required
|
The strike for the contract to calculate implied volatility from the surface. | 715 |
|
identifier
* required
The ticker symbol for the surface data being requested.
|
||
|
source
* required
The specific source of the data being requested.
|
||
|
expiration
* required
The DateTime of the expiration for the contract to calculate implied volatility from the surface.
|
||
|
as_of
* required
The time to use in calculating time until expiration. Defaults to the current time.
|
||
|
strike
* required
The strike for the contract to calculate implied volatility from the surface.
|
| Name | Description | Type |
|---|---|---|
| implied_volatility | The interpolated implied volatility for the given strike and expiration, calculated from the smoothed volatility surface. | number |
|
implied_volatility
The interpolated implied volatility for the given strike and expiration, calculated from the smoothed volatility surface.
|