Name: FlashAlpha Lab API
Author: FlashAlpha

Endpoint

GET /v1/volatility/realized/{symbol}

Auth required (X-Api-Key) Rate Limited: Yes Alpha plan+

Parameters

Name	In	Required	Default	Description
`symbol`	path	yes	-	Underlying symbol (coverage limited to ramped symbols in the historical archive)

curl -H "X-Api-Key: YOUR_API_KEY" \
  "https://lab.flashalpha.com/v1/volatility/realized/AAPL"

import requests

resp = requests.get(
    "https://lab.flashalpha.com/v1/volatility/realized/AAPL",
    headers={"X-Api-Key": "YOUR_API_KEY"}
)
data = resp.json()
print(f"Yang-Zhang 20d: {data['estimators']['yang_zhang']['rv20']}")

const resp = await fetch(
  "https://lab.flashalpha.com/v1/volatility/realized/AAPL",
  { headers: { "X-Api-Key": "YOUR_API_KEY" } }
);
const data = await resp.json();
console.log("Yang-Zhang 20d: " + data.estimators.yang_zhang.rv20);

API Key

Response

{
  "symbol": "AAPL",
  "as_of": "2026-06-08T15:30:00Z",
  "underlying_price": 201.50,
  "estimators": {
    "close_to_close":  { "rv10": 18.40, "rv20": 21.20, "rv30": 22.70 },
    "parkinson":       { "rv10": 17.10, "rv20": 19.80, "rv30": 20.40 },
    "garman_klass":    { "rv10": 16.90, "rv20": 19.50, "rv30": 20.10 },
    "rogers_satchell": { "rv10": 17.30, "rv20": 20.10, "rv30": 20.60 },
    "yang_zhang":      { "rv10": 17.00, "rv20": 19.70, "rv30": 20.30 }
  }
}

Key Response Fields

Field	Description
`underlying_price`	Most-recent daily close from the archive.
`estimators.*.rv10 / rv20 / rv30`	Annualized realized volatility (percent) over a 10/20/30-bar window, or `null` when the window has too few bars (see thresholds below).
`estimators.close_to_close`	Sample variance of log-returns - the classic estimator, included as a baseline.
`estimators.parkinson`	High-low range estimator. Tighter than close-to-close but ignores opening jumps.
`estimators.garman_klass`	OHLC estimator using both the range and the open-close move.
`estimators.rogers_satchell`	Drift-independent OHLC estimator (handles trending series).
`estimators.yang_zhang`	Overnight + open-close + Rogers-Satchell combination - the most statistically efficient of the set.

Methodology

Each estimator produces a daily variance over N bars in the window; every window value is then annualized as rv = 100 * sqrt(252 * variance). Price history comes from the historical replay archive (the same OHLC series exposed at GET /v1/stock/{symbol}/prices on historical.flashalpha.com), so coverage is limited to ramped symbols.

Estimator	Daily variance (O,H,L,C per bar; ln = natural log)
`close_to_close`	Sample variance of log-returns `ln(Cᵢ/Cᵢ₋₁)` (denominator `N-1`)
`parkinson`	`1 / (4·N·ln(2)) · Σ ln(Hᵢ/Lᵢ)²`
`garman_klass`	`1/N · Σ [ 0.5·ln(Hᵢ/Lᵢ)² - (2·ln(2)-1)·ln(Cᵢ/Oᵢ)² ]`
`rogers_satchell`	`1/N · Σ [ ln(Hᵢ/Cᵢ)·ln(Hᵢ/Oᵢ) + ln(Lᵢ/Cᵢ)·ln(Lᵢ/Oᵢ) ]`
`yang_zhang`	`σ²ₒ + k·σ²_c + (1-k)·σ²_RS`, with `k = 0.34 / (1.34 + (N+1)/(N-1))`

For Yang-Zhang, σ²ₒ is the overnight-return variance (ln(Oᵢ/Cᵢ₋₁), mean-removed), σ²_c the open-to-close variance, and σ²_RS the Rogers-Satchell variance above.

History thresholds (null vs 404)

Fewer than 11 daily bars available → 404 insufficient_history (11 = enough for the 10-bar window plus Yang-Zhang's prior-close seed).
11+ bars but not enough for a longer window → the request succeeds (200) and the unavailable window(s) are null (e.g. 12 bars ⇒ rv10 populated, rv20/rv30 null).

Errors

Status	Description
`403`	`tier_restricted` - requires Alpha plan or higher.
`404`	`insufficient_history` - genuine no-coverage (symbol not in the archive) or fewer than 11 daily bars.
`429`	`rate_limit_exceeded` - the historical archive is rate limiting; retry shortly.
`502`	`upstream_error` - the historical archive rejected the forwarded request.
`503`	`upstream_unavailable` - the historical archive is down or unreachable.

About

Range estimators use the full daily bar (open, high, low, close) instead of just the close, which makes them 5-8x more statistically efficient than close-to-close at the same sample size - you get a stable vol read from fewer days. Yang-Zhang is generally the best single number: it is drift-independent and handles overnight gaps, which matters for single names that move on after-hours news.

Pair realized vol with implied vol from /v1/volatility or the VRP dashboard to read the volatility risk premium, and with /v1/volatility/forecast to compare a backward-looking estimate against a conditional forecast.

Common Use Cases

Get a fast, stable vol read - use estimators.yang_zhang.rv10 for a clean realized-vol number from a short window, where the range estimators are 5-8x more efficient than close-to-close
Compute the realized-vs-implied spread - difference yang_zhang.rv20 against ATM IV to read the VRP without waiting 30 sessions for close-to-close to settle
Isolate overnight-gap risk - compare yang_zhang versus parkinson; a wide gap flags vol that is driven by after-hours moves rather than intraday range
Detect a vol regime shift - watch rv10 cross above or below rv30 on the same estimator to time a contraction or expansion in realized risk
Calibrate position sizing and stops - feed annualized rv20 into a vol-target or stop-distance rule so exposure scales with current realized risk
Stress-test a drifting name - prefer rogers_satchell for trending series, where its drift-independence avoids the upward bias of close-to-close
Feed a multi-lookback model - supply robust rv10 / rv20 / rv30 inputs across estimators to a forecasting or risk model

Complementary endpoints

VRP - the realized-vs-implied spread computed for you
Volatility - implied vol and ATM IV to difference against realized
Volatility Forecast - compare this backward-looking estimate against a conditional forecast

Realized Volatility API