Options · Exposure, levels, volatility and OI
Options volatility history
Daily history of a constant-maturity implied volatility.
GET
/v1/options/volatility/historyoptionsVolatilityHistoryOne row per trading date with the constant-maturity implied volatility (7, 14, 30, 60, 90, 180 or 365 days; 30 by default) and the underlying close, from the platform's own daily record. Dates it holds no value for are omitted. For rank and percentile use /v1/options/volatility/rank. The default window is the longest your plan allows, up to 365 days.
Example request
curl -sS --get "https://api.ordermap.si/v1/options/volatility/history" \
-H "Authorization: Bearer $ORDERMAP_API_KEY" \
--data-urlencode underlying_symbol=SPXWconst params = new URLSearchParams({
underlying_symbol: "SPXW",
});
const res = await fetch(`https://api.ordermap.si/v1/options/volatility/history?${params}`, {
headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});
if (!res.ok) throw new Error(`${res.status} ${await res.text()}`);
const { data, meta } = await res.json();
console.log(data, meta.coverage);Set ORDERMAP_API_KEY to your key. Replace the dates with a recent trading date.
Parameters
4 parameters, 1 required.
| Parameter | Type and limits | Description |
|---|---|---|
underlying_queryrequired | stringat most 8 characterspattern ^[A-Za-z][A-Za-z0-9.]{0,7}$ | Option root or family: SPX covers the SPX and SPXW roots, SPXW only the weekly root, QQQ, NDXP, RUTW, XSP ... |
maturityqueryoptional | string714306090180365default 30 | Constant maturity of the volatility, in days: 7, 14, 30, 60, 90, 180 or 365. |
start_queryoptional | integerunix-msmin 946684800000max 4102444800000 | Start of the series. Default: the start of your plan's history window (up to 365 days). |
end_queryoptional | integerunix-msmin 946684800000max 4102444800000 | End of the series. Default: now. |
Response
| Status | Meaning | Body |
|---|---|---|
200 | Successful response. | Schema below |
400 | Invalid, unknown or repeated parameters, or an invalid cursor. | Error object |
401 | Missing or invalid API key. | Error object |
403 | The plan, dataset release or account state does not allow this request. | Error object |
422 | The request is valid but no data exists for it. | Error object |
429 | Rate limit, burst limit or cooldown; wait Retry-After seconds.Retry-After | Error object |
500 | Internal error. | Error object |
503 | Data temporarily unavailable; retry after Retry-After seconds.Retry-After | Error object |
504 | The request timed out. | Error object |
Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.
200 response body
dataarray<object>required3 fields insidedatestringdaterequiredTrading date.implied_volatilitynumberrequiredImplied volatility as a decimal.underlying_pricenumber | nullrequiredUnderlying close.
metaobjectrequiredMeta object
Example response
{
"data": [
{
"date": "2026-10-15",
"implied_volatility": 0.169,
"underlying_price": 6004.8
}
],
"meta": {
"as_of": 1760659200123,
"coverage": {
"complete": true
},
"delay_ms": 0,
"delayed": false,
"request_id": "0199f0c2-5a1e-7c3b-9d4e-2b6f8a1c3d5e",
"source": "opra"
}
}Values are illustrative. Missing values are null, never 0.