{"openapi":"3.1.0","info":{"title":"Variance Risk Premium API","version":"1.0.0","description":"How much more volatility the options market is pricing in than the market has actually delivered — the carry that every short-volatility strategy harvests — computed live from Yahoo Finance, no key, nothing stored. Implied volatility (the VIX and its cousins) is almost always richer than the volatility that subsequently shows up: investors pay up for protection, and that gap, the variance risk premium, is one of the most persistent paid-for risks in markets. This API measures it directly across the major asset classes that publish an implied-vol index: for the S&P 500 (VIX), the Nasdaq 100 (VXN), crude oil (OVX) and gold (GVZ), it takes the live implied-vol index and subtracts the realised volatility actually delivered by the underlying over the matching ~30-day window (annualised standard deviation of daily log returns), and returns the premium in volatility points, the implied/realised ratio and a rich/cheap read. A large positive VRP means options are expensive relative to what the market has been doing (sellers are well paid); a negative VRP — implied below realised — is rare and flags that options are cheap, often during or right after a stress event. The premium endpoint returns all four markets ranked; the asset endpoint returns one market with 21- and 30-day realised legs; the history endpoint returns the VRP time series. This is the implied-minus-realised / variance-risk-premium cut for equities and commodities — distinct from the implied-vol level board (no realised leg), the realised-volatility dashboard (no implied leg) and the crypto-only DVOL/VRP API.","contact":{"name":"PremiumApi","url":"https://www.oanor.com/by/premiumapi"}},"servers":[{"url":"https://api.oanor.com/vrp-api","description":"oanor gateway"}],"tags":[{"name":"Premium"},{"name":"Asset"},{"name":"History"},{"name":"Meta"}],"components":{"securitySchemes":{"oanorKey":{"type":"apiKey","in":"header","name":"x-oanor-key","description":"Get your key at https://www.oanor.com/developer/keys"}}},"security":[{"oanorKey":[]}],"paths":{"/v1/premium":{"get":{"operationId":"get_v1_premium","tags":["Premium"],"summary":"Variance risk premium for all four markets, ranked","description":"","parameters":[],"security":[{"oanorKey":[]}],"responses":{"200":{"description":"OK","content":{"application/json":{"example":{"data":{"note":"Variance risk premium = implied vol (the index) minus 21-day realised vol of the underlying, in annualised volatility points. Positive = options rich (the normal premium short-vol earns); negative = options cheap vs recent moves (stress signal). Read fresh per call, lightly cached.","count":4,"source":"Yahoo Finance","markets":[{"name":"Crude Oil","rank":1,"read":"very rich — implied well above realised, sellers richly paid","market":"oil","underlying":"Crude Oil ETF (USO)","implied_index":"OVX","implied_vol_pct":56.3,"realised_vol_21d_pct":45.48,"realised_vol_30d_pct":49.2,"implied_realised_ratio":1.238,"variance_risk_premium_pts":10.82},{"name":"Nasdaq 100","rank":2,"read":"rich — the normal positive variance risk premium","market":"ndx","underlying":"Nasdaq 100","implied_index":"VXN","implied_vol_pct":30.44,"realised_vol_21d_pct":26.17,"realised_vol_30d_pct":24.02,"implied_realised_ratio":1.163,"variance_risk_premium_pts":4.27},{"name":"S&P 500","rank":3,"read":"rich — the normal positive variance risk premium","market":"spx","underlying":"S&P 500","implied_index":"VIX","implied_vol_pct":18.87,"realised_vol_21d_pct":15.39,"realised_vol_30d_pct":14.24,"implied_realised_ratio":1.226,"variance_risk_premium_pts":3.48},{"name":"Gold","rank":4,"read":"fair — implied near realised","market":"gold","underlying":"Gold ETF (GLD)","implied_index":"GVZ","implied_vol_pct":28.33,"realised_vol_21d_pct":26.92,"realised_vol_30d_pct":26.06,"implied_realised_ratio":1.052,"variance_risk_premium_pts":1.41}],"richest":{"vrp":10.82,"market":"oil"},"cheapest":{"vrp":1.41,"market":"gold"}},"meta":{"timestamp":"2026-06-12T10:34:35.436Z","request_id":"23945bf3-cb14-47af-85ff-2eced5551a50"},"status":"ok","message":"Variance risk premium retrieved successfully","success":true}}}},"401":{"description":"Missing or invalid x-oanor-key header"},"402":{"description":"Active subscription required"},"429":{"description":"Rate-limit or monthly quota reached"},"502":{"description":"Upstream did not respond"}}}},"/v1/asset":{"get":{"operationId":"get_v1_asset","tags":["Asset"],"summary":"One market's full VRP profile with 21/30-day realised legs","description":"","parameters":[{"name":"market","in":"query","required":true,"description":"Market: spx, ndx, oil or gold","schema":{"type":"string"},"example":"spx"}],"security":[{"oanorKey":[]}],"responses":{"200":{"description":"OK","content":{"application/json":{"example":{"data":{"name":"S&P 500","note":"implied_vol_pct is the live VIX index; realised legs are the annualised standard deviation of S&P 500 daily log returns over 21 and 30 trading days. variance_risk_premium_pts = implied - realised_21d. Read fresh per call, lightly cached.","read":"rich — the normal positive variance risk premium","market":"spx","source":"Yahoo Finance (VIX vs S&P 500)","underlying":"S&P 500","implied_index":"VIX","implied_vol_pct":18.87,"realised_vol_21d_pct":15.39,"realised_vol_30d_pct":14.24,"implied_realised_ratio":1.226,"variance_risk_premium_pts":3.48},"meta":{"timestamp":"2026-06-12T10:34:35.551Z","request_id":"d3dea696-b11d-47cc-a246-98b55502fe9f"},"status":"ok","message":"Market VRP retrieved successfully","success":true}}}},"401":{"description":"Missing or invalid x-oanor-key header"},"402":{"description":"Active subscription required"},"429":{"description":"Rate-limit or monthly quota reached"},"502":{"description":"Upstream did not respond"}}}},"/v1/history":{"get":{"operationId":"get_v1_history","tags":["History"],"summary":"Daily VRP time series for one market","description":"","parameters":[{"name":"market","in":"query","required":true,"description":"Market: spx, ndx, oil or gold","schema":{"type":"string"},"example":"spx"},{"name":"days","in":"query","required":false,"description":"Days of history (60-1000)","schema":{"type":"string"},"example":"252"}],"security":[{"oanorKey":[]}],"responses":{"200":{"description":"OK","content":{"application/json":{"example":{"data":{"days":252,"name":"S&P 500","note":"Daily variance risk premium (implied VIX minus rolling 21-day realised vol of S&P 500). negative_vrp_days counts days implied fell below realised (stress). Read fresh per call, lightly cached.","market":"spx","source":"Yahoo 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