tengu_v3_intel_vol_surface
standardized implied-vol SURFACE for a company, joined from a plain equity ticker (resolves the symbol to the surface's internal id via the link table). Returns the standardized surface grid: for each maturity (days = 30/60/91/182/365) and delta node, per call/put the interpolated implied volatility and its dispersion — the clean vol skew + term structure behind risk-reversals, butterflies and the ATM vol term structure. Use to read a name's vol smile or how implied vol changes across expiries. Omit date for the latest-available surface (lagged academic archive — currently the 2011 slice, 3,956 names); pass date=YYYY-MM-DD for a specific session and days= to pin one maturity. Standardized grid, NOT the raw chain — for live per-contract quotes use /intel/options_chain.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | ||
| days | No | ||
| limit | No | ||
| ticker | Yes | Path parameter 'ticker' (required). |