Skew (25Δ / 10Δ + butterfly)
Delta-interpolated risk-reversal and butterfly per active expiry. skew_25d = 25Δ put IV − 25Δ call IV (positive = put premium, fear bid); butterfly_25d = (25Δ put IV + 25Δ call IV) / 2 − ATM IV (smile curvature / wing pricing). Computed from real delta-bracketed options, not strike proxies.
Delta-interpolated risk-reversal and butterfly per active expiry.Documentation Index
Fetch the complete documentation index at: https://docs.backquant.com/llms.txt
Use this file to discover all available pages before exploring further.
skew_25d = 25Δ put IV − 25Δ call IV.
See also
IV suite
Authorizations
Your BackQuant API key (same key as v1)
Headers
Query Parameters
Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.
BTCUSDT, ETHUSDT, SOLUSDT, HYPEUSDT Response
Successful Response
The meta block returned alongside every v2 response.
Every field after version/timestamp is optional because endpoints
attach different combinations — e.g. /v2/status skips symbol, the
chain endpoint sets extra.filter_hash, etc. Listing them here means
SDKs get a typed accessor for each instead of a generic meta: dict.
