get_term_structure
Retrieve implied volatility term structure across all expirations to identify contango or backwardation, supporting calendar spread analysis and event-driven volatility assessment.
Instructions
Get IV term structure across all expirations.
Shows how implied volatility varies across different expiration dates. Contango (upward slope) is normal; backwardation suggests near-term event risk.
Use this tool when the user asks about:
Term structure of volatility
Calendar spread opportunities
Event-driven vol bumps
Contango vs backwardation
Args: ticker: Stock symbol
Returns: Term structure data by expiration
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes |