Docs
Tempest/Tempest

Event (earnings) implied move and VRP per symbol

GEThttps://api.skylit.ai/v1/vol/events

Tempest Catalyst: the next earnings date and timing, the move priced into it (implied_move_pct, from the implied-variance term structure across the event; null when only a straddle estimate exists, estimate: true), the median and mean past earnings moves and how the implied move compares, the report-by-report record, and the volatility risk premium (vrp: expected VRP and its percentile, 20-day realized vol, trailing overpaid share). events is null for symbols without a scheduled event. Response: data.symbols[] has symbol, asOf, sessionDate, stale and events. Symbols Tempest does not cover are listed in data.missing. Cost: 1 credit per call (up to 10 symbols).

Authorization

Authorization: Bearer <your API key>

Required. A missing header returns 401; an invalid, revoked or expired key returns 403.

Query parameters

  • symbolsstringrequired

    Comma-separated Tempest symbols (up to 10). Tempest keys the S&P complex on the option root SPXW and Nasdaq-100 on NDXP; see /v1/vol/symbols.

Responses

  • 200

    OK.

  • 400

    Request validation failed.

  • 401

    Missing API key (unauthorized), sent by the gateway.

  • 402

    Out of credits (insufficient_credits).

  • 403

    As Forbidden, or not_entitled: Tempest data is not enabled for this account (it is in preview). Refunded.

  • 404

    Unknown symbol, no data available, or none of the requested expirations exist for the symbol (code: expiration_not_found).

  • 429

    Per-minute rate limit exceeded.

  • 503

    Tempest data is loading (warming_up, with Retry-After) or not configured (unavailable). Refunded.

  • 504

    The request did not finish in time (gateway_timeout). Refunded; retry, or narrow the request.

Response fields

  • dataobjectrequired
    • symbolsobject[]required
    • missingobject[]required
  • metaobjectrequired
    • modulestringrequired

      Which endpoint answered (iv, cones, screener, ...).

    • asOfstringdate-time

      When Tempest computed the newest value in this response.

    • sessionDatestringdate

      The trading session (ET) that asOf belongs to. The close state is stamped 15:59 ET and always belongs to its own session.

    • marketStatestringrequired

      US equity session at request time.

      pre_openopenpost_closeclosed
    • frozenbooleanrequired

      True while Tempest serves the previous close (outside regular hours).

    • publishedAtstringdate-time

      When Tempest last published to the API.

    • cachedbooleanrequired

Last updated

Was this page helpful?