Option Volatility History
GetOptionVolatilityHistoryGet a stock's daily implied volatility history, newest first: constant-30-day implied volatility (IV30), IV rank and IV percentile over the trailing year, the at-the-money IV of the near and far expirations, and 30-day realized (historical) volatility. Use it for historical IV, IV rank, IV percentile, implied versus realized volatility, and whether volatility is high or low against its own past. Two bases are stated apart and never blended: derived, our model on each session's at-the-money option closes (ranked, from 2024-01-18), and quoted, the source's model captured in the session's last quarter hour (from launch, unranked); each row carries its contract and trade counts. A stock whose history is still being built answers with the sessions it has; the rest appears over the following days. startDate and endDate set the window (default: the last year). Plus and Pro read it; the Free plan is answered with an upgrade note. US tickers only.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"ticker": "<ticker>"
},
"name": "GetOptionVolatilityHistory"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | US stock ticker, e.g. AAPL | |
| endDate | No | Last session in YYYY-MM-DD format (default: today) | |
| startDate | No | First session in YYYY-MM-DD format (default: a year before endDate) | |
| maxResults | No | Maximum sessions to return, newest first (default: 60, max: 500) |