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ALPHA TIER HISTORICAL

Historical Volatility API /v1/volatility

Comprehensive volatility snapshot at any minute since 2018: realized-vol ladder (5/10/20/30/60d), IV-RV spreads, per-expiry skew, term structure, IV dispersion, GEX/theta by DTE bucket, put/call profile, OI concentration, multi-move hedging, liquidity. Same shape as live /v1/volatility. Realized vols come from QuestDB stocks via SAMPLE BY 1d last-tick.

Coverage
2017-01-03 → 2026-07-17
Granularity
1 minute
Tier
Alpha+
Format
JSON (REST)

Endpoint

GET/v1/volatility/{symbol}?at=...
Host: historical.flashalpha.comAuth: X-Api-KeyTier: Alpha
curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://historical.flashalpha.com/v1/volatility/SPY?at=2026-03-05T15:30:00"

What This Unlocks

  • Backtest IV-RV mean reversion - measure IV richness vs RV historically with point-in-time IV / spot.
  • Per-expiry skew studies - were skew steepenings before known events real, or noise?
  • Term-structure regime classification - contango vs backwardation labels at minute granularity.
  • Vol surface mining - per-DTE GEX/theta to find optimal harvest tenors historically.

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