expected.move
anonymous okExpected move bands
One- and two-sigma expected-move bands for a symbol over several horizons, from spot × IV × √(days/365) using the current 30-day IV. Pass `date` to compute from a past trade date.
Free. Anonymous and Free callers get 15-minute delayed data capped at 50 rows.
Input
| Field | Type | Description |
|---|---|---|
| symbol* | string | Ticker symbol, e.g. SPY |
| horizons | integer[] | Horizons in calendar daysDefault [1,7,30,45,60,90]. |
| date | string | Trade date to compute from; defaults to the latest |
* required
Output
Returned under data; every response also carries meta with freshness, as_of and truncated.
| Field | Type | Description |
|---|---|---|
| symbol* | string | |
| as_of* | string | |
| price* | number | |
| iv_used* | number | Decimal IV, e.g. 0.25 |
| bands* | object[] |
* required
Example request
curl -X POST "https://impliedoptions.com/api/v1/tools/expected.move" \
-H "Authorization: Bearer <YOUR_KEY>" \
-H "Content-Type: application/json" \
-d '{
"args": {
"symbol": "AAPL"
}
}'Rendered result: /ticker/AAPL#em