Straddle-equivalent 1-sigma implied move for one underlier + expiry

GET

/api/v1/options/{symbol}/implied-move

Last modified:2026-07-19 17:02:27

Maintainer:Not configured

OperationId:options_symbol_implied_move

Derived endpoint that packages the standard option-implied move computation: implied_move = spot * ATM_IV * sqrt(T) where T = days_to_expiration / 365.25. Reads the precomputed iv_surface[i].atm_iv for the chosen expiry from the latest B6 snapshot (or a dated snapshot via ?date=YYYY-MM-DD). Defaults to the nearest-term front expiry; pass ?expiry=YYYY-MM-DD to select a different expiry from those listed in available_expiries. Returns the move in dollar + percent terms plus the 1-sigma implied price range (low / high). Use case: UC-2 Earnings Whiplash Map - compare historical post-earnings realised moves vs current option-implied amplitude.

Request

Authorization

API Key

Add parameter in header

x-api-key

Example:

x-api-key: ********************

Path Params

Query Params

Header Params

Request Code Samples

Shell

JavaScript

Java

Swift

PHP

Python

HTTP

Objective-C

Ruby

OCaml

Dart

curl --location 'https://sugra.ai/api/v1/options//implied-move?expiry=undefined&date=undefined' \
--header 'x-api-key: <api-key>'

Responses

🟢200OK

application/json

Implied-move payload.

Bodyapplication/json

Example

{
    "data": {
        "symbol": "AAPL",
        "snapshot_date": "2026-05-19",
        "underlier_price": 187.45,
        "expiry": "2026-06-06",
        "days_to_expiry": 18,
        "atm_iv": 0.2231,
        "atm_strike": 0,
        "implied_move_pct": 4.96,
        "implied_move_dollar": 9.3,
        "implied_range_low": 178.15,
        "implied_range_high": 196.75,
        "iv_source": "string",
        "methodology": "string",
        "available_expiries": [
            "string"
        ],
        "data_source": "string",
        "as_of": "string"
    },
    "meta": {
        "endpoint": "/api/v1/fred/us/cpi",
        "data_time": "2026-04-16T14:30:00Z",
        "response_time": "2026-04-16T14:30:12Z",
        "provider": "Sugra API v1.0.1",
        "source": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true
    }
}

🟠401Unauthorized

🟠422Parameter Error

🟠429

🔴503Service Unavailable

Modified at 2026-07-19 17:02:27

Put-call ratio time-series for one underlier

Per-contract volume vs rolling baseline (unusual options activity)