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ALPHA TIER HISTORICAL

Historical IV Surface API /v1/surface + /v1/adv_volatility

Two endpoints — both historical:

  • /v1/surface — 50×50 implied-vol grid over (tenor, log-moneyness)
  • /v1/adv_volatility — SVI parameters, forward prices, total variance surface, arbitrage flags, variance-swap fair values, greek surfaces
Coverage
2018-04-16 → 2026-04-02
SVI
EOD per expiry
Tier
Alpha+
Format
JSON (REST)

/v1/surface — 50×50 IV Grid

GET/v1/surface/{symbol}?at=...
Host: historical.flashalpha.comAuth: X-Api-KeyTier: Alpha

Same grid builder as the live endpoint — computed from OTM contract IVs with bilinear interpolation. Returns 404 insufficient_data for historical dates with too few OTM+liquid contracts to fill the grid (pre-2018 low-volume symbols).

{
  "symbol": "SPY",
  "spot": 679.46,
  "as_of": "2026-03-05T15:30:00",
  "grid_size": 50,
  "tenors":     [ 0.003, 0.023, "..." ],
  "moneyness":  [ -0.25, -0.23, "...", 0.25 ],
  "iv":         [ [ 0.34, 0.33, "..." ], "..." ],
  "slices_used": 18
}

/v1/adv_volatility — SVI & Greek Surfaces

GET/v1/adv_volatility/{symbol}?at=...
Host: historical.flashalpha.comAuth: X-Api-KeyTier: Alpha

Returns SVI parameters per expiry (a, b, rho, m, sigma + ATM total variance + ATM IV), forward prices with basis, full total-variance surface, arbitrage flags (calendar / butterfly), variance-swap fair values with convexity adjustment, and greek surfaces (vanna, charm, volga, speed).

What This Unlocks

  • Replay vol-surface evolution — animate the surface across a vol-spike day or earnings event.
  • Backtest variance-swap mispricings — compare fair variance vs realized for any historical window.
  • Train surface models — minute-level SVI fits across 8+ years of SPY history.
  • Detect arbitrage signals — historical butterfly/calendar arbitrage flags as a regime indicator.