Skip to main content
GET
Single-expiry IV smile
One expiry’s smile, rebuilt from its SVI fit between its lowest and highest quoted strikes and never past them (method: svi), or its row of the surface grid where the smile did not fit (method: interp, mostly same-day expiries). Each point gives the strike, the log-moneyness against the expiry’s own forward and the vol in percent. The response adds the expiry’s ATM vol, 25- and 10-delta risk reversals and butterflies, the fit error smile_rmse, and its static-arbitrage checks: butterfly_free (non-negative density across the quoted strikes, with min_density_g) and calendar_free (its total variance is at or above the previous fitted expiry’s). Both are null on an interp row. expiry takes a token (30OCT26) or an ISO date (2026-10-30); omitted, the nearest fitted expiry is returned. available_expiries lists every expiry you can ask for, including fitted ones past the grid’s 180 days. call_ivs and put_ivs are deprecated and always null.

See also

Vol surface methodology

Constant-maturity vol

IV suite

Authorizations

X-API-Key
string
header
required

Your BackQuant API key (same key as v1)

Headers

X-API-Key
string | null

Query Parameters

symbol
enum<string>
default:BTCUSDT

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

Available options:
BTCUSDT,
ETHUSDT,
SOLUSDT,
HYPEUSDT
expiry
string | null

Expiry token (30OCT26) or ISO date. Omit for the nearest fitted expiry.

Response

Successful Response