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GET/api/1/derivatives/options/iv-surface/{identifier}

IV Surface API

Compute the implied volatility surface from the options chain. Returns a matrix of IV values indexed by expiration and strike.

Related endpoints

Parameters

Required first. Documented defaults are selected — Test Request matches a bare call.

1
identifierstringrequired
path

Security identifier: ISIN, ticker, CUSIP, SEDOL, or WKN (e.g. US0378331005, AAPL, 037833100)

Responses

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Request
curl -X GET \
  'https://api.eulerpool.com/api/1/derivatives/options/iv-surface/US0378331005' \
  -H 'Accept: application/json'
200 Response
{
  "ticker": "string",
  "spot": 0,
  "expirations": [],
  "strikes": [],
  "surface": [],
  "skew": {},
  "termStructure": {
    "expiration": "string",
    "atmIv": 0
  }
}