Volatility Surface Grid API

Endpoint

Returns the cached volatility surface grid for a symbol. The surface is pre-computed from out-of-the-money contract implied volatilities (bilinear interpolation, no SVI smoothing), cached, and updated periodically during market hours.

Parameters

Request

curl https://lab.flashalpha.com/v1/surface/SPY

import requests

resp = requests.get("https://lab.flashalpha.com/v1/surface/SPY")
resp.raise_for_status()
s = resp.json()
# iv[i][j] is the implied vol at tenors[i] (years) and moneyness[j]
print(f"{s['symbol']} spot {s['spot']}, {s['grid_size']}x{s['grid_size']} grid from {s['slices_used']} slices")

const resp = await fetch("https://lab.flashalpha.com/v1/surface/SPY");
if (!resp.ok) throw new Error(`HTTP ${resp.status}`);
const s = await resp.json();
// s.iv[i][j] is the implied vol at s.tenors[i] (years) and s.moneyness[j]
console.log(`${s.symbol} spot ${s.spot}, ${s.grid_size}x${s.grid_size} grid`);

{
  "symbol": "SPY",
  "spot": 760.345,
  "as_of": "2026-10-30T13:46:25Z",
  "grid_size": 50,
  "tenors": [
    0.003,
    0.003378,
    0.003803
  ],
  "moneyness": [
    -0.25,
    -0.239796,
    -0.229592
  ],
  "iv": [
    [
      0.504276,
      0.504276,
      0.504276
    ],
    [
      0.504276,
      0.504276,
      0.504276
    ]
  ],
  "slices_used": 33,
  "endpoint_version": "2026.09.30",
  "data_as_of": {
    "node": "fa5",
    "equity_feed": "2026-10-30T13:46:28.746Z",
    "equity_options_feed": "2026-10-30T13:46:28Z",
    "index_feed": "2026-10-30T13:46:28.113Z",
    "index_options_feed": "2026-10-30T13:46:24Z",
    "futures_feed": "2026-10-30T13:46:25.854Z",
    "futures_options_feed": "2026-10-30T13:46:25.948Z",
    "flow_feed": "2026-10-30T13:46:00Z",
    "oi_feed": "2026-10-29T20:00:00Z",
    "macro_feed": "2026-10-29T21:00:20Z"
  }
}

Arrays truncated to three points for brevity - the live response has grid_size tenors, grid_size moneyness points and a grid_size × grid_size iv matrix, and data_as_of lists every upstream feed.

Response Fields

Errors

What Is the Volatility Surface Endpoint?

The volatility surface shows implied volatility across both strike and time to expiry. This endpoint returns it as a ready-to-plot grid: each row is a tenor, each column a moneyness point, and each cell an implied volatility interpolated from listed out-of-the-money contracts (no SVI smoothing). Because the grid is pre-computed and public, you can chart a surface, read skew at a given tenor, or compare term structure without fitting anything yourself and without an API key. For fitted SVI parameters per expiry, see SVI Parameters and Advanced Volatility.

Common Use Cases

• Plot a 3D surface - feed tenors, moneyness and iv straight into a surface chart
• Read skew per tenor - take one row of iv and compare the put and call wings
• Track term structure - read the at-the-money column across tenors
• Price off-grid options - interpolate the grid for a quick IV estimate before calling the pricing endpoints

Related

Related reading

• Build an IV surface in Python - SVI fitting and plotting a surface from the API
• Live volatility surface services compared - where a public IV grid fits

Complementary endpoints

• SVI Parameters - fitted SVI parameters per expiry (a separate fit, not used to build this grid)
• Advanced Volatility - variance surface, arbitrage checks and greeks surfaces
• Skew & Volatility Term Structure - skew and term structure metrics without the full grid