Alphanume Iv Hv Premium API

openapi: 3.2.0
info:
  contact:
    url: https://alphanume.com
  description: 'Point-in-time, survivorship-aware datasets for US equities and options research. Every response is JSON: {"count": N, "data": [...]} (paginated endpoints add has_more and next_cursor). Dates are always YYYY-MM-DD. Access: every dataset requires an Alphanume Pro API key (the Free plan is retired as of September 6, 2026). A 403 error with code PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED means the key''s plan does not cover the request -- it does not mean the data is missing. Authentication: send your API key in the X-API-Key header (or Authorization: Bearer). Rate limit: 600 requests/minute. Keys come with a Pro subscription at https://alphanume.com/pricing. The same datasets are available as MCP tools at https://mcp.alphanume.com/mcp.'
  title: Alphanume Iv Hv Premium API
  version: 1.1.0
servers:
- url: https://api.alphanume.com
security:
- ApiKeyHeader: []
- BearerKey: []
tags:
- name: Iv Hv Premium
paths:
  /v1/iv-hv-premium:
    get:
      description: 'Volatility risk premium screener: answers "are this name''s options rich or cheap

        right now?" For every liquid US optionable equity, per trading day: ~30-day

        at-the-money implied volatility (iv) vs ~30-day realized volatility (hv), their

        spread (iv-hv) and ratio (iv/hv), plus daily cross-sectional percentile ranks and

        z-scores for each measure, option notional volume, and the ATM strike/expiry/spot

        used. Rows update intraday (is_final=0) and settle after the close (is_final=1).


        Use it to find overpriced premium to sell (high iv_hv_ratio / min_ratio_rank near 1),

        underpriced options to buy, or to track one ticker''s premium history via `ticker`.


        Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or

        DATE_RANGE_RESTRICTED error means the key''s plan does not cover the request --

        it does not mean the data is missing.'
      operationId: get_iv_hv_premium
      parameters:
      - description: Ticker symbol filter, e.g. 'AAPL'. Case-insensitive.
        in: query
        name: ticker
        required: false
        schema:
          type: string
      - description: Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.
        in: query
        name: date
        required: false
        schema:
          type: string
      - description: Start of date range, inclusive (YYYY-MM-DD).
        in: query
        name: date_gte
        required: false
        schema:
          type: string
      - description: End of date range, inclusive (YYYY-MM-DD).
        in: query
        name: date_lte
        required: false
        schema:
          type: string
      - description: Start of date range, exclusive (YYYY-MM-DD).
        in: query
        name: date_gt
        required: false
        schema:
          type: string
      - description: End of date range, exclusive (YYYY-MM-DD).
        in: query
        name: date_lt
        required: false
        schema:
          type: string
      - description: Only rows with iv_hv_ratio >= this value (e.g. 1.5 for names whose options price 50%+ over realized vol).
        in: query
        name: min_iv_hv_ratio
        required: false
        schema:
          type: number
      - description: Only rows with iv_hv_ratio <= this value (e.g. 0.9 to screen for cheap options).
        in: query
        name: max_iv_hv_ratio
        required: false
        schema:
          type: number
      - description: Only rows whose iv/hv ratio sits at or above this cross-sectional percentile for the day, in [0, 1]. 0.95 = the day's richest 5%.
        in: query
        name: min_ratio_rank
        required: false
        schema:
          type: number
      - description: If true, return only settled end-of-day rows (is_final=1). By default the latest value is returned, which intraday may be provisional.
        in: query
        name: only_final
        required: false
        schema:
          type: boolean
      responses:
        '200':
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Envelope'
          description: Matching rows.
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/RateLimited'
      summary: 'Volatility risk premium screener: answers "are this name''s options rich or cheap'
      tags:
      - Iv Hv Premium
components:
  responses:
    Forbidden:
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
      description: 'PRO_SUBSCRIPTION_REQUIRED: the key''s plan does not include API access; every endpoint requires an active Pro subscription. DATE_RANGE_RESTRICTED: a legacy free-tier key asked for dates outside its window. In both cases the data is not missing.'
    Unauthorized:
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
      description: Missing or unrecognized API key.
    BadRequest:
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
      description: Invalid or conflicting query parameters.
    RateLimited:
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
      description: Rate limit exceeded (600/min); the body carries retry_after_seconds.
  schemas:
    Envelope:
      properties:
        count:
          type: integer
        data:
          items:
            type: object
          type: array
      required:
      - count
      - data
      type: object
    Error:
      additionalProperties: true
      properties:
        error: {}
      type: object
  securitySchemes:
    ApiKeyHeader:
      in: header
      name: X-API-Key
      type: apiKey
    BearerKey:
      scheme: bearer
      type: http
externalDocs:
  description: MCP server exposing these datasets as tools (OAuth or X-API-Key).
  url: https://mcp.alphanume.com/mcp