get_vol_structure
Analyze options volatility skew and term structure for any ticker to gauge market fear and near-term event stress. Choose a specific expiration or view all expiries.
Instructions
Volatility structure — the skew across strikes and the term structure across expirations, with plain-English reads. Skew (25-delta put IV minus call IV) shows where demand/fear sits; term slope (back ATM IV minus front) shows contango (calm) vs backwardation (near-term event stress).
Plan: Trader and up.
Args: symbol: Underlying ticker. expiration: Unix timestamp of a specific expiry, or "all". Omit for the nearest expiry.
Returns VolStructureResponse JSON: symbol, spotPrice, timestamp, skew[] (per expiration: atmIV, skew25Delta, read), termStructure[] (ATM IV vs DTE), skewRead, termRead, and termSlope (back − front ATM IV; <0 = backwardation).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| expiration | No |