Volatility

Term structure, skew, IV history.

Volatility summary

GET/v1/symbols/{symbol}/vol

Constant-maturity IV at 1, 9, 30, 91 and 182 days, the term slope, expected moves, 30-day skew, and each expiration's ATM, 25-delta, risk reversal and butterfly.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault term
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Response fields11

spotnumberUSD
Spot.
tenors.{1d,9d,30d,91d,182d}.ivnumberfraction
Constant-maturity volatility at the tenor (1, 9, 30, 91 and 182 days).
tenors.*.expected_movenumberfraction of spot
The expected move over the tenor.
term.slope_30d_91dnumberfraction
(91-day vol − 30-day vol) ÷ 30-day vol.
term.statestring
contango when the 91-day vol is above the 30-day, else backwardation.
term.ratio_1d_30dnumberratio
1-day vol ÷ 30-day vol.
expected_moves.{close,1d,week,opex,30d}object \| null
The expected move to each horizon (close: the rest of today's session; opex: the monthly expiration on the third Friday, the next month's once passed): years, iv, sigma (fraction of spot), low, high (USD); opex adds expiration; close is null after the close.
skew_30dobjectfraction
The first expiration at or past 25 days: expiration, atm_iv, put_25d_iv, call_25d_iv, risk_reversal_25d, butterfly_25d.
expirations[]object
Per expiration: expiration, dte, years, forward (USD), atm_iv, strip_iv, call_25d_iv, put_25d_iv, risk_reversal_25d (positive when calls are dearer), butterfly_25d (fractions, null when not available), contracts_used.
smiles[]object
Per expiration, the volatility smile: strike (USD), iv (fraction), delta (absolute, fraction), right.
meta
As on /levels: as_of, spot, the expiration set.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/vol" \-d "expirations=term"

Response

{"data": {"spot": 762.7901,"tenors": {"1d": {"iv": 0.2138, "expected_move": 0.011191},"9d": {"iv": 0.182348, "expected_move": 0.028634},"30d": {"iv": 0.177582, "expected_move": 0.050911},"91d": {"iv": 0.164832, "expected_move": 0.082303},"182d": {"iv": 0.163535, "expected_move": 0.115478}},"term": {"slope_30d_91d": -0.071798,"state": "backwardation","ratio_1d_30d": 1.204},"expected_moves": {"close": null,"1d": {"years": 0.00274, "iv": 0.2138, …},…},"skew_30d": {…},"expirations": […],"smiles": […]},"meta": {"symbol": "SPY", …}}

IV history

GET/v1/symbols/{symbol}/history/iv

The 30-day at-the-money IV and 25-delta skew at each session's close, one row per session.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
daysintegerdefault 252
The most recent sessions, 1 to 365.
fromstring
Bounds on the session date, YYYY-MM-DD, inclusive; days applies within them.
tostring
Bounds on the session date, YYYY-MM-DD, inclusive; days applies within them.

Response fields6

rows[].datedate
Session.
rows[].atm_ivnumberfraction
At-the-money implied volatility of the expiration nearest 30 calendar days, at the close.
rows[].skew_25dnumberfraction
25-delta put IV minus 25-delta call IV on that expiration; positive when puts are richer.
rows[].spotnumberUSD
Close.
rows[].dteintegerdays
Calendar days to the expiration used.
countinteger

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/iv" \-d "days=3"

Response

{"data": {"rows": [{"date": "2026-10-12", "atm_iv": 0.1266, "skew_25d": 0.0239, "spot": 778.045, "dte": 32},{"date": "2026-10-13", "atm_iv": 0.1262, "skew_25d": 0.0252, "spot": 777.95, "dte": 31},{"date": "2026-10-14", "atm_iv": 0.1373, "skew_25d": 0.0306, "spot": 768.98, "dte": 30}],"count": 3},"meta": {"symbol": "SPY", "as_of": "2026-10-15T03:44:18.641Z"}}

Volatility

Term structure, skew, IV history.

Volatility summary

GET/v1/symbols/{symbol}/vol

Constant-maturity IV at 1, 9, 30, 91 and 182 days, the term slope, expected moves, 30-day skew, and each expiration's ATM, 25-delta, risk reversal and butterfly.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
expirationsstringdefault term
The nearest N (1 to 50), or term: the expirations nearest 5, 7, 14, 30 … 365 days out.

Response fields11

spotnumberUSD
Spot.
tenors.{1d,9d,30d,91d,182d}.ivnumberfraction
Constant-maturity volatility at the tenor (1, 9, 30, 91 and 182 days).
tenors.*.expected_movenumberfraction of spot
The expected move over the tenor.
term.slope_30d_91dnumberfraction
(91-day vol − 30-day vol) ÷ 30-day vol.
term.statestring
contango when the 91-day vol is above the 30-day, else backwardation.
term.ratio_1d_30dnumberratio
1-day vol ÷ 30-day vol.
expected_moves.{close,1d,week,opex,30d}object \| null
The expected move to each horizon (close: the rest of today's session; opex: the monthly expiration on the third Friday, the next month's once passed): years, iv, sigma (fraction of spot), low, high (USD); opex adds expiration; close is null after the close.
skew_30dobjectfraction
The first expiration at or past 25 days: expiration, atm_iv, put_25d_iv, call_25d_iv, risk_reversal_25d, butterfly_25d.
expirations[]object
Per expiration: expiration, dte, years, forward (USD), atm_iv, strip_iv, call_25d_iv, put_25d_iv, risk_reversal_25d (positive when calls are dearer), butterfly_25d (fractions, null when not available), contracts_used.
smiles[]object
Per expiration, the volatility smile: strike (USD), iv (fraction), delta (absolute, fraction), right.
meta
As on /levels: as_of, spot, the expiration set.

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/vol" \-d "expirations=term"

Response

{"data": {"spot": 762.7901,"tenors": {"1d": {"iv": 0.2138, "expected_move": 0.011191},"9d": {"iv": 0.182348, "expected_move": 0.028634},"30d": {"iv": 0.177582, "expected_move": 0.050911},"91d": {"iv": 0.164832, "expected_move": 0.082303},"182d": {"iv": 0.163535, "expected_move": 0.115478}},"term": {"slope_30d_91d": -0.071798,"state": "backwardation","ratio_1d_30d": 1.204},"expected_moves": {"close": null,"1d": {"years": 0.00274, "iv": 0.2138, …},…},"skew_30d": {…},"expirations": […],"smiles": […]},"meta": {"symbol": "SPY", …}}

IV history

GET/v1/symbols/{symbol}/history/iv

The 30-day at-the-money IV and 25-delta skew at each session's close, one row per session.

Parameters

symbolstringrequired
The ticker: SPY, SPX, NDX, AAPL …
daysintegerdefault 252
The most recent sessions, 1 to 365.
fromstring
Bounds on the session date, YYYY-MM-DD, inclusive; days applies within them.
tostring
Bounds on the session date, YYYY-MM-DD, inclusive; days applies within them.

Response fields6

rows[].datedate
Session.
rows[].atm_ivnumberfraction
At-the-money implied volatility of the expiration nearest 30 calendar days, at the close.
rows[].skew_25dnumberfraction
25-delta put IV minus 25-delta call IV on that expiration; positive when puts are richer.
rows[].spotnumberUSD
Close.
rows[].dteintegerdays
Calendar days to the expiration used.
countinteger

Request

curl -G -H "Authorization: Bearer $DATAFIRST_API_KEY" \"https://api.datafirsttrading.com/v1/symbols/SPY/history/iv" \-d "days=3"

Response

{"data": {"rows": [{"date": "2026-10-12", "atm_iv": 0.1266, "skew_25d": 0.0239, "spot": 778.045, "dte": 32},{"date": "2026-10-13", "atm_iv": 0.1262, "skew_25d": 0.0252, "spot": 777.95, "dte": 31},{"date": "2026-10-14", "atm_iv": 0.1373, "skew_25d": 0.0306, "spot": 768.98, "dte": 30}],"count": 3},"meta": {"symbol": "SPY", "as_of": "2026-10-15T03:44:18.641Z"}}