Full IV-by-strike curve

Code-Snippets

curl "https://api.oanor.com/optionsskew-api/v1/smile" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/optionsskew-api/v1/smile", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/optionsskew-api/v1/smile");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/optionsskew-api/v1/smile",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "mark implied vol (percent) by strike for the expiry; moneyness_pct > 0 is an out-of-the-money call strike, < 0 an OTM put strike. The U-shape is the volatility smile.",
        "smile": [
            {
                "put_iv": 173.21,
                "strike": 20000,
                "call_iv": 173.21,
                "moneyness_pct": -68.51
            },
            {
                "put_iv": 120.13,
                "strike": 30000,
                "call_iv": 120.13,
                "moneyness_pct": -52.76
            },
            {
                "put_iv": 90.93,
                "strike": 40000,
                "call_iv": 90.93,
                "moneyness_pct": -37.02
            },
            {
                "put_iv": 78.55,
                "strike": 45000,
                "call_iv": 78.55,
                "moneyness_pct": -29.15
            },
            {
                "put_iv": 64.35,
                "strike": 50000,
                "call_iv": 64.35,
                "moneyness_pct": -21.27
            },
            {
                "put_iv": 59.56,
                "strike": 52000,
                "call_iv": 59.56,
                "moneyness_pct": -18.13
            },
            {
                "put_iv": 53.39,
                "strike": 55000,
                "call_iv": 53.39,
                "moneyness_pct": -13.4
            },
            {
                "put_iv": 49.65,
                "strike": 57000,
                "call_iv": 49.65,
                "moneyness_pct": -10.25
            },
            {
                "put_iv": 47.99,
                "strike": 58000,
                "call_iv": 47.99,
                "moneyness_pct": -8.68
            },
            {
                "put_iv": 46.64,
                "strike": 59000,
                "call_iv": 46.64,
                "moneyness_pct": -7.1
            },
            {
                "put_iv": 45.32,
                "strike": 60000,
                "call_iv": 45.32,
                "moneyness_pct": -5.53
            },
            {
                "put_iv": 44.13,
                "strike": 61000,
                "call_iv": 44.13,
                "moneyness_pct": -3.95
            },
            {
                "put_iv": 43.04,
                "strike": 62000,
                "call_iv": 43.04,
                "moneyness_pct": -2.38
            },
            {
                "put_iv": 42.15,
                "strike": 63000,
                "call_iv": 42.15,
                "moneyness_pct": -0.81
            },
            {
                "put_iv": 41.45,
                "strike": 64000,
                "call_iv": 41.45,
                "moneyness_pct": 0.77
            },
            {
                "put_iv": 40.97,
                "strike": 65000,
                "call_iv": 40.97,
                "moneyness_pct": 2.34
            },
            {
                "put_iv": 40.52,
                "strike": 66000,
   
…