API — IV analytics

Term structure

At-the-money implied volatility for each active expiration.

Filters:

exchanges — comma-separated venue filter.
dte_max — drop tenors with DTE > dte_max (focus on the front of the curve).
historical_compare_days=N — also include the constant-maturity ATM IV from N days ago, sourced from the iv_history Postgres table. Returned as a separate historical block under compare. Different shape from the live curve — historical is by DTE-bucket (7/14/30/60/90/180/365) since that’s how the worker stores it; the client can interpolate onto the live tenor grid for visualisation.

GET

/

options

/

iv

/

term-structure

ATM IV by tenor

curl --request GET \
  --url https://api.example.com/options/iv/term-structure \
  --header 'X-API-Key: <api-key>'

{
  "data": {
    "expiries": [
      "<string>"
    ],
    "dtes": [
      123
    ],
    "days_to_expiry": [
      123
    ],
    "atm_iv": [
      123
    ],
    "ts": "<string>",
    "spot_price": 123,
    "filtered_dte_window": {},
    "compare": {
      "days_ago": 123,
      "target_date": "<string>",
      "historical": [
        {
          "dte_bucket": 123,
          "ts": "<string>",
          "atm_iv": 123
        }
      ],
      "shape": "<string>",
      "matched_count": 123,
      "available": true,
      "reason": "<string>"
    }
  },
  "meta": {
    "version": "<string>",
    "timestamp": "<string>",
    "request_id": "<string>",
    "symbol": "<string>",
    "spot_price": 123,
    "computed_at": "<string>",
    "freshness_seconds": 123,
    "source": [
      "<string>"
    ],
    "exchanges_filtered": [
      "<string>"
    ],
    "rate_limit": {},
    "extra": {}
  },
  "success": true
}

ATM IV per active expiration. Filter ?dte_max for front-of-curve, or ?historical_compare_days=N for today vs N days ago overlay.

See also

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

exchanges

string | null

Comma-separated venue filter

dte_max

integer | null

Drop tenors with DTE greater than this value.

Required range: 0 <= x <= 720

historical_compare_days

integer | null

Days back for historical CMT IV comparison (1–365).

Required range: 1 <= x <= 365

Response

Successful Response

data

IvTermStructureData · object

required

The shape varies slightly by collector version — we document the fields we know about and leave room for additional ones via extra=allow.

Show child attributes

meta

V2Meta · object

required

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.

Show child attributes

success

boolean

default:true

Skew (25Δ / 10Δ + butterfly)

ATM IV by tenor

curl --request GET \
  --url https://api.example.com/options/iv/term-structure \
  --header 'X-API-Key: <api-key>'

{
  "data": {
    "expiries": [
      "<string>"
    ],
    "dtes": [
      123
    ],
    "days_to_expiry": [
      123
    ],
    "atm_iv": [
      123
    ],
    "ts": "<string>",
    "spot_price": 123,
    "filtered_dte_window": {},
    "compare": {
      "days_ago": 123,
      "target_date": "<string>",
      "historical": [
        {
          "dte_bucket": 123,
          "ts": "<string>",
          "atm_iv": 123
        }
      ],
      "shape": "<string>",
      "matched_count": 123,
      "available": true,
      "reason": "<string>"
    }
  },
  "meta": {
    "version": "<string>",
    "timestamp": "<string>",
    "request_id": "<string>",
    "symbol": "<string>",
    "spot_price": 123,
    "computed_at": "<string>",
    "freshness_seconds": 123,
    "source": [
      "<string>"
    ],
    "exchanges_filtered": [
      "<string>"
    ],
    "rate_limit": {},
    "extra": {}
  },
  "success": true
}