options_history_atm_iv

Active

Tool of io.github.blackboxfoundry/livedatalink

declared in 1.0.0

Get the historical at-the-money implied volatility time series for a ticker. For each date, returns the strike closest to 50-delta and its IV. Default to call ATM IV but supports puts. Useful for VRP calculations, term structure, regime detection, and as a primary feature in directional/vol forecasting models.

Parameters schema

{
  "type": "object",
  "$schema": "http://json-schema.org/draft-07/schema#",
  "required": [
    "ticker",
    "expiration"
  ],
  "properties": {
    "ticker": {
      "type": "string",
      "description": "Stock ticker"
    },
    "call_put": {
      "enum": [
        "Call",
        "Put"
      ],
      "type": "string",
      "description": "Call (default) or Put"
    },
    "expiration": {
      "type": "string",
      "description": "Expiration date YYYY-MM-DD (pick the same expiration across dates for consistency)"
    }
  },
  "additionalProperties": false
}

What this tool wraps· 0 endpoints

min confidence0.70 0.50

No endpoints wrapped at confidence ≥ 0.50.

Parent server

io.github.blackboxfoundry/livedatalink

https://github.com/blackboxfoundry/livedatalink

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