You can stand up a implied volatility api excel in one sitting. Install the Eulerpool Excel, pass a key, and call /v1/volatility/{ticker}/iv-rank. Below is a copy-paste path that returns production JSON — not a screenshot of a notebook that worked once.
Pull implied volatility from the Eulerpool API in Excel — copy-paste setup, the live endpoint, and a production-ready snippet.
What the data contains
- IV rank and IV percentile for every US name with listed options
- Put/call skew by expiration and a full IV term-structure curve
- CBOE VIX plus the VIX term structure for macro vol overlays
Example request
Swap SPX for any listed identifier (ticker, and for many routes ISIN via search). Batch routes exist when you outgrow one-symbol GETs.
=EP.IVRANK("SPX")Authentication
Send Authorization: Bearer YOUR_KEY. Keys are created at register in under a minute. Official SDKs take the key in the constructor; Excel stores it in the add-in settings. There is no key-in-query-string mode — do not paste tokens into public notebooks.
Primary route for this article: /v1/volatility/{ticker}/iv-rank. Docs: /financial-data-api/options-futures-data.
Coverage and freshness
Eulerpool maps 100,000+ securities across 90+ exchanges. implied volatility api excel rides that same reference layer — identifiers resolve through ticker, name, ISIN, or CUSIP via search, so a European name is not a dead end. History depth depends on the source: prices and macro go back 100+ years, 1-minute bars to 2010, 13F to 2013.
Paid plans can stream quotes over WebSocket; the free plan uses REST with a 15-minute delay on real-time equity fields. Fundamentals, ownership, and calendars are identical on every plan. Rate-limit headers ship on every response. Batch routes (up to 100 symbols) count as one request.
Notes for Excel
Excel talks to the same REST surface as every other SDK. You are not on a language ghetto with fewer fields. Timeouts, retries, and 429 handling are built into the official libraries; if you roll HTTP yourself, honor Retry-After and the X-RateLimit-* headers.
Fit versus other sources
Most teams land here after fighting Yahoo Finance scrapers, Alpha Vantage’s 25-request/day ceiling, or a Polygon bill that ignored fundamentals. Eulerpool is a licensed implied volatility api excel with statements, estimates, filings, and macro on the same key — and a terms of service you can actually show legal.
Deep comparisons live here: vs Alpha Vantage, vs Polygon, Yahoo Finance alternative, best stock market APIs in 2026.
Who should call this
- Quant research — pandas/R dataframes, point-in-time fields, 20+ years of history where the source publishes it.
- Fintech apps — watchlists, screeners, and portfolio views without relicensing Bloomberg for every customer.
- AI agents — typed JSON and a native MCP server so models stop inventing numbers for How to Get Implied Volatility in Excel (Financial Data.
- Spreadsheets — the Excel and Google Sheets add-in covers the same endpoints as REST.
How to Get Implied Volatility in Excel (Financial Data API) is one slice of the Eulerpool Financial Data API. Adjacent routes — quotes, statements, ownership, macro — use the same key, so a prototype that starts here does not hit a wall at the second dataset.
Get started
Create a free key at eulerpool.com/developers/register — no credit card, 100,000 requests/month. Then read the implied volatility api excel docs or the Excel guide and ship.
Every day’s drop is listed on the Financial Data API changelog. Same data powers the Eulerpool terminal 500,000+ investors already use — the API is that database with a key in front of it.