#volatility

How much more volatility the options market is pricing in than the market has actually delivered — the carry that every short-volatility strategy harvests — computed live from Yahoo Finance, no key, nothing stored. Implied volatility (the VIX and its cousins) is almost always richer than the volatility that subsequently shows up: investors pay up for protection, and that gap, the variance risk premium, is one of the most persistent paid-for risks in markets. This API measures it directly across the major asset classes that publish an implied-vol index: for the S&P 500 (VIX), the Nasdaq 100 (VXN), crude oil (OVX) and gold (GVZ), it takes the live implied-vol index and subtracts the realised volatility actually delivered by the underlying over the matching ~30-day window (annualised standard deviation of daily log returns), and returns the premium in volatility points, the implied/realised ratio and a rich/cheap read. A large positive VRP means options are expensive relative to what the market has been doing (sellers are well paid); a negative VRP — implied below realised — is rare and flags that options are cheap, often during or right after a stress event. The premium endpoint returns all four markets ranked; the asset endpoint returns one market with 21- and 30-day realised legs; the history endpoint returns the VRP time series. This is the implied-minus-realised / variance-risk-premium cut for equities and commodities — distinct from the implied-vol level board (no realised leg), the realised-volatility dashboard (no implied leg) and the crypto-only DVOL/VRP API.

api.oanor.com/vrp-api

The shape of the equity volatility curve — the single most-watched regime signal in the options world — computed live from Yahoo Finance, no key, nothing stored. A VIX level tells you how scared the market is right now; the term structure tells you whether that fear is short-term panic or a calm, persistent state, and which way it is rolling. This API reads the S&P 500 implied-volatility curve across four tenors — the 9-day VIX, the headline 30-day VIX, the 3-month VIX and the 6-month VIX — and turns it into a regime. When the curve slopes up (VIX < VIX3M < VIX6M) the market is in contango: calm, with near-term vol cheaper than far, the state short-vol strategies harvest. When it inverts to backwardation (VIX above VIX3M) the front end is bid above the back: acute stress, fear spiking, historically near capitulation. The structure endpoint returns the live curve, the contango ratio (VIX / VIX3M), the short-end ratio (VIX9D / VIX), the roll yield a short-vol position would earn, the slope classification and a regime read, with VVIX (the vol of the VIX) for context. The history endpoint returns the daily time series of the contango ratio and flags every backwardation day. The percentile endpoint places today's contango ratio in its one-year range. This is the volatility term-structure / contango-backwardation cut — distinct from the cross-asset VIX-family level board, the crypto DVOL index and the realised-volatility APIs. It is the shape of fear, not its level.

api.oanor.com/vixterm-api

Which markets are breaking out of their volatility-adjusted trend channel, computed live from Yahoo Finance (no key, nothing stored). Keltner Channels wrap a 20-day exponential average in bands set at two Average-True-Ranges above and below it — and unlike Bollinger Bands, whose width is statistical standard deviation, Keltner's width is the market's actual trading range. A close above the upper Keltner band is a trend-following breakout (riding strength), below the lower a breakdown, and price hugging a band signals a powerful, persistent trend. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's Keltner upper, middle and lower bands, where price sits inside the channel, and flags fresh breakouts. The screener endpoint returns the upside and downside Keltner breakouts across the board. The asset endpoint returns one market's Keltner card. The universe endpoint lists what is covered. The cross-asset Keltner-channel / volatility-trend screener cut — distinct from the Bollinger-Bands screener (standard-deviation width, mean-reversion), the bring-your-own-candle ATR API and the other indicator screeners.

api.oanor.com/keltner-api

Which markets are coiled for a breakout and which are stretched to their bands, computed live from Yahoo Finance (no key, nothing stored). Bollinger Bands wrap a 20-day average in plus/minus two standard deviations; price riding the upper band is strong, the lower band weak, and — the prized signal — when the bands pinch tight (a "squeeze"), volatility has compressed and a big move usually follows. For a cross-asset, cross-sector universe — equity indices and sectors, gold, oil, commodities, bonds and crypto — this computes each asset's bands, its %B (where price sits between the lower band at 0 and the upper at 100), the bandwidth and whether bandwidth is at a multi-month low (a squeeze, breakout pending). The screener endpoint returns the board with the markets in a squeeze, the ones breaking above the upper band and the ones breaking below the lower. The asset endpoint returns one market's Bollinger card. The universe endpoint lists what is covered. The Bollinger Bands / volatility-squeeze screener cut — distinct from the bring-your-own-candle technical-indicator APIs, the FX-only z-score API and the market-breadth API. It finds the coiled springs across the whole market.

api.oanor.com/bollinger-api

How far every major market is below its peak and how long it has been underwater, computed live from Yahoo Finance (no key, nothing stored). Drawdown is the risk investors actually feel: not volatility in the abstract, but the gap between today's price and the high-water mark, and the painful stretch spent climbing back. For every asset — equity indices, bonds, gold, oil, commodities, FX and crypto — this measures the current drawdown from its rolling peak, the worst (maximum) drawdown over the window, the date and level of the peak, how many days it has been underwater, and how much of the fall it has already recovered. The monitor endpoint returns the whole universe ranked by current drawdown — what is deepest underwater and what is back at new highs — with a summary of how many markets are in drawdown. The asset endpoint returns one market's drawdown card. The universe endpoint lists what is covered. The cross-asset drawdown / underwater-recovery cut — distinct from the FX-only drawdown API, the crypto all-time-high API and the cross-asset volatility API (which ranks risk-adjusted return, not the underwater curve). It answers how far from the highs, and how long.

api.oanor.com/assetdrawdown-api

The risk dashboard for the whole multi-asset book — how volatile each asset class is, how much it returned, and how much return it paid per unit of risk, computed live from Yahoo Finance (no key, nothing stored). Return without risk is meaningless; this puts them side by side. For every instrument — equities, bonds, gold, oil, commodities, FX and crypto — it measures the annualised realised volatility (the standard deviation of daily returns, the market's fear gauge), the trailing return, a Sharpe-style risk-adjusted return (return per unit of volatility) and the worst peak-to-trough drawdown over the window. The ranking endpoint returns the universe ranked by whichever you choose — volatility, Sharpe, return or drawdown — so you can see the calmest and wildest assets and who paid the best risk-adjusted return. The asset endpoint returns one instrument's full risk profile. The universe endpoint lists what is covered. The cross-asset volatility / risk-adjusted-return ranking cut — distinct from the crypto-only volatility and risk APIs, the FX-only volatility API and the bring-your-own-series risk-metrics, CAPM and portfolio-optimiser calculators. It ranks live risk across asset classes.

api.oanor.com/assetvolatility-api

Live on-chain options and perpetuals data from Aevo, a leading decentralized derivatives exchange — no key, nothing stored. This is the on-chain options view: the full option chain with strikes, expiries, mark prices, implied volatility and the option greeks, plus live perpetual stats, distinct from the Deribit-based and other derivatives APIs in the catalogue — Aevo is an on-chain options and perps venue. The options endpoint returns the option chain for an asset — calls and puts by strike and expiry, each with mark and index price, implied volatility and the greeks (delta, gamma, theta, vega, rho). The stats endpoint returns the live perpetual statistics for an asset: open interest, index and mark price, the 24h change, funding and 24h volume. The expiries endpoint lists the available option expiries with their strike range so you can navigate the chain. Build options dashboards, volatility surfaces, greeks calculators and derivatives-trading tools on top of real on-chain Aevo data. Options are listed for BTC, ETH and HYPE; filter by type=call|put and expiry=YYYY-MM-DD, and greeks and IV come straight from the venue.

api.oanor.com/aevo-api

Live Average True Range and volatility-stop analytics that traders run to size stops to market noise, computed on demand from the OHLC candles you pass in — no key, no cache, nothing stored. The atr endpoint returns the Average True Range using Wilder's smoothing, its value as a percent of price, and the latest true range — the single number that tells you how much an instrument typically moves. The stops endpoint returns ATR-based stop levels: the Chandelier Exit for a long and for a short (highest high or lowest low offset by a multiple of ATR) and, if you pass an entry price, an ATR trailing stop with its distance in money and percent. The keltner endpoint returns the Keltner Channel — an EMA mid-line with ATR-scaled upper and lower bands — and where the last price sits. Because true range needs the full high, low and close, this is a different tool from closes-only indicator APIs and from single-coin volatility feeds: you supply the candles for any market — forex, stocks, crypto or commodities. Computed locally and deterministically, so it is instant and private. Ideal for stop placement, position sizing, breakout filters and risk dashboards. ATR uses Wilder's smoothing. Live, nothing stored. 3 compute endpoints. For closes-only indicators like RSI or MACD use a technical-indicators API.

api.oanor.com/atr-api

Live historical foreign-exchange rates and analytics from the European Central Bank's daily reference rates — no key, nothing cached. Get the daily rate of a currency pair over any date range; the absolute and percentage move between two dates with its high and low; min, max, average, volatility and the best and worst day over a range; and every rate on a specific date. An FX history-and-analytics layer, distinct from spot-conversion feeds — it turns the ECB rate archive into the time series, moves and volatility a trader or analyst studies. Around 30 currencies, weekdays, back to 1999.

api.oanor.com/fxhistory-api

Live risk-adjusted-return analytics that quants and portfolio managers run on a return or price series — computed on demand, no key, nothing cached. Get the Sharpe ratio with annualised return and volatility; the Sortino ratio using downside deviation; periodic and annualised volatility, downside deviation and semivariance; and historical and parametric Value-at-Risk plus Conditional VaR (Expected Shortfall) at any confidence level. Every value is computed live from your input and works for any market — forex, stocks, crypto or funds. A risk-statistics engine, distinct from raw price feeds, from technical-indicator tools and from option-pricing tools: it turns a series of returns into the risk-adjusted performance numbers a strategy is judged on.

api.oanor.com/riskmetrics-api

Live market "fear gauges" across asset classes as an API, served from Yahoo Finance. The VIX is the market's headline fear index — the S&P 500's 30-day implied volatility — and this returns it alongside the rest of the family: the 9-day VIX (short-term fear), the Nasdaq-100 (VXN) and Dow (VXD) volatility indices, crude-oil (OVX) and gold (GVZ) volatility, and the VVIX, the volatility of the VIX itself. Each comes with its current level, the day's change, and its day and 52-week range, and the board adds a plain-language fear regime from the VIX (complacent, normal, elevated, high or extreme). Get the whole board or one index. The implied-volatility and risk-sentiment layer for trading, macro-research and dashboard apps. Live, no key, no cache. Distinct from equity-index, crypto-volatility and FX-volatility APIs — this is the cross-asset implied-volatility (fear) suite.

api.oanor.com/volatilityindices-api

Live crypto realized (historical) volatility as an API, computed from Binance daily candles. For any coin it returns the annualized realized volatility over the 7-, 30- and 90-day windows — the standard deviation of daily log returns, annualized over 365 days — the average true range as a percent of price, the current price, and a plain-language regime label (low, normal, high or extreme). It can also rank a basket of major coins by their 30-day volatility, so you can see at a glance which assets are calm and which are wild. The volatility layer that options pricing, position sizing and risk dashboards need. Live, no key, no cache. Distinct from price, OHLC and drawdown APIs — this is the realized-volatility analytic.

api.oanor.com/cryptovolatility-api

A live forex volatility analytic as an API, computed from European Central Bank daily reference rates. For any currency pair it returns the realised annualised volatility — the standard deviation of daily log returns scaled to a year — along with daily-return statistics; for the whole basket it ranks 30+ currencies by their average pairwise volatility, showing who is calm and who is choppy. The risk and position-sizing input forex, options and trading desks need. Look up a pair, rank the basket, or get one currency's volatility profile. Live, no key. Distinct from raw exchange-rate and currency-strength APIs — this is the realised-volatility (risk) measure.

api.oanor.com/fxvolatility-api