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v5

latestOpenAPI 3.1.0Proprietary2026-08-031,5423,1505.5 MB
Options

Straddle-equivalent 1-sigma implied move for one underlier + expiry

Derived endpoint that packages the standard option-implied move computation: implied_move = spot * ATM_IV * sqrt(T) where T = days_to_expiration / 365.25. Reads the precomputed iv_surface[i].atm_iv for the chosen expiry from the latest B6 snapshot (or a dated snapshot via ?date=YYYY-MM-DD). Defaults to the nearest-term front expiry; pass ?expiry=YYYY-MM-DD to select a different expiry from those listed in available_expiries. Returns the move in dollar + percent terms plus the 1-sigma implied price range (low / high). Use case: UC-2 Earnings Whiplash Map - compare historical post-earnings realised moves vs current option-implied amplitude.

get/api/v1/options/{symbol}/implied-move

Path parameters

symbolstring required

Underlier ticker.

Example:AAPL

Underlier ticker.

Query parameters

expirystring nullable

Optional target expiration date (YYYY-MM-DD). Defaults to nearest-term front expiry. 404 when not in snapshot.

Optional target expiration date (YYYY-MM-DD). Defaults to nearest-term front expiry. 404 when not in snapshot.

datestring nullable

Optional snapshot date (YYYY-MM-DD). Defaults to the latest cycle.

Optional snapshot date (YYYY-MM-DD). Defaults to the latest cycle.

Response

Implied-move payload.

Example response

{
  "data": {
    "symbol": "AAPL",
    "snapshot_date": "2026-05-19",
    "underlier_price": 187.45,
    "expiry": "2026-06-06",
    "days_to_expiry": 18,
    "atm_iv": 0.2231,
    "atm_strike": 187.5,
    "implied_move_pct": 4.96,
    "implied_move_dollar": 9.3,
    "implied_range_low": 178.15,
    "implied_range_high": 196.75,
    "data_source": "cboe_options_direct",
    "as_of": "2026-05-23T22:50:34Z"
  },
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ]
  }
}