options_history_atm_iv
Get the historical at-the-money implied volatility time series for a ticker. For each date, returns the strike closest to 50-delta and its IV. Default to call ATM IV but supports puts. Useful for VRP calculations, term structure, regime detection, and as a primary feature in directional/vol forecasting models.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | Stock ticker | |
| call_put | No | Call (default) or Put | |
| expiration | Yes | Expiration date YYYY-MM-DD (pick the same expiration across dates for consistency) |