iv_analytics
Compute derived options-volatility analytics for a US ticker from LiveDataLink's historical volatility series (2019-2024): IV Rank (where current implied vol sits in its own range over the lookback window), IV Percentile (share of days with lower IV), Variance Risk Premium (implied minus realized vol), 52-week IV high/low, and 1-week/1-month IV momentum. Premium synthesis over the options-history store. Analytical aid, not investment advice.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Optional as-of date (YYYY-MM-DD); defaults to the latest available day. | |
| ticker | Yes | US stock ticker with listed options (e.g. 'AAPL', 'SPY'). | |
| lookback_days | No | Trailing window for rank/percentile (default 252 ~ 1 trading year). |