Option IV History (ATM IV, IV rank, PCR series)
get_option_iv_historyFetch historical option analytics (ATM IV, IV rank/percentile, realised vol, put-call ratio, max pain, 25-delta skew) for stocks and indices to evaluate volatility levels and trends.
Instructions
Get the HISTORICAL option-analytics time series for an underlying — ATM implied volatility, IV rank, IV percentile, realised vol, put-call ratio (OI and volume), max pain and 25-delta skew, one point per session. Use for 'is IV high right now', 'IV rank of RELIANCE', 'has volatility been rising', or any volatility-regime / IV-vs-realised comparison. Covers ~556 underlyings INCLUDING individual stocks (unlike get_option_chain, which is index-only). UNITS: every IV field is a PERCENT (10.55 means 10.55% annualised) — never multiply by 100 again. iv_rank_pct and iv_percentile_pct are percents too, not 0-1 scores, and they are DIFFERENT measures: rank is position in the trailing high-low band, percentile is the share of sessions below the current reading. Read bar_interval — ranges of 2y+ are rolled up WEEKLY, so counting points as trading days will be wrong; one call returns at most the 400 most recent bars, so quote the from_date/to_date returned rather than assuming full history. The response also states its own coverage and flags spot_is_proxy — respect both. Report the numbers and what they describe. Do NOT recommend a trade, a strike, or a volatility position.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| range | No | Lookback window (default 1y). 2y and longer return WEEKLY bars — read `bar_interval`. | |
| symbol | No | REQUIRED. Underlying symbol — a stock like "RELIANCE" or an index like "NIFTY". | |
| ticker | No | Alias for `symbol`. | |
| identifier | No | Alias for `symbol`. |