iv_analytics
ActiveTool of io.github.blackboxfoundry/livedatalink
declared in 1.0.0
Compute derived options-volatility analytics for a US ticker from LiveDataLink's historical volatility series (2019-2024): IV Rank (where current implied vol sits in its own range over the lookback window), IV Percentile (share of days with lower IV), Variance Risk Premium (implied minus realized vol), 52-week IV high/low, and 1-week/1-month IV momentum. Premium synthesis over the options-history store. Analytical aid, not investment advice.
Parameters schema
{
"type": "object",
"$schema": "http://json-schema.org/draft-07/schema#",
"required": [
"ticker"
],
"properties": {
"as_of": {
"type": "string",
"description": "Optional as-of date (YYYY-MM-DD); defaults to the latest available day."
},
"ticker": {
"type": "string",
"description": "US stock ticker with listed options (e.g. 'AAPL', 'SPY')."
},
"lookback_days": {
"type": "number",
"description": "Trailing window for rank/percentile (default 252 ~ 1 trading year)."
}
},
"additionalProperties": false
}No endpoints wrapped at confidence ≥ 0.50.
Parent server
io.github.blackboxfoundry/livedatalink
https://github.com/blackboxfoundry/livedatalink
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