expected.move

anonymous ok

Expected 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

FieldTypeDescription
symbol*stringTicker symbol, e.g. SPY
horizonsinteger[]Horizons in calendar daysDefault [1,7,30,45,60,90].
datestringTrade date to compute from; defaults to the latest

* required

Output

Returned under data; every response also carries meta with freshness, as_of and truncated.

FieldTypeDescription
symbol*string
as_of*string
price*number
iv_used*numberDecimal 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

Run

Anonymous: 100 runs/day, delayed.
expected.moveExpected move bandsFree

Ticker symbol, e.g. SPY

Horizons in calendar days. Comma-separated.

Trade date to compute from; defaults to the latest