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API · /vrp-api

Variance Risk Premium API

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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.

#variance-risk-premium #vrp #implied-volatility #realised-volatility #vix #options #volatility #finance
api.oanor.com/vrp-api
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Machine-readable spec so AI agents can integrate this API.

/api/vrp-api/openapi.json
/api/vrp-api/llms.txt

Discovery: GET /api/index.json lists every API.

API health

healthy
Uptime
100.00%
Server probes · 24h
Avg latency
136 ms
Server probes · 24h
Subscribers
3,963
active
Total calls
4
last 7 days
status Full status page → · 8 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

Free

  • 690 calls / month
  • 2 requests / second
  • Hard cap (429 above quota, no overage)
  • 690 calls/month
  • 2 req/sec
  • All endpoints
  • No credit card
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Starter

€12.40 /month

  • 15,400 calls / month
  • 6 requests / second
  • Hard cap (429 above quota, no overage)
  • 15.4k calls/month
  • 6 req/sec
  • All markets & history
  • Email support
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Pro

€37.60 /month

  • 83,500 calls / month
  • 16 requests / second
  • Hard cap (429 above quota, no overage)
  • 83.5k calls/month
  • 16 req/sec
  • Priority support
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Mega

€82.40 /month

  • 464,000 calls / month
  • 40 requests / second
  • Hard cap (429 above quota, no overage)
  • 464k calls/month
  • 40 req/sec
  • Dedicated SLA
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Related APIs

Other APIs with overlapping tags.

Crypto Implied Volatility Index (DVOL) & VRP API

The crypto market's "fear gauge" and the premium option sellers earn, read live from Deribit's public DVOL index and Binance's candles — no key, nothing stored. DVOL is Deribit's 30-day forward implied-volatility index for BTC and ETH, the crypto equivalent of the VIX: the single number that says how much volatility the options market is pricing in. The index endpoint returns the latest DVOL, the session open/high/low/close, the 24-hour change and a plain-language regime label (low, normal, high, extreme). The vrp endpoint computes the variance risk premium — implied vol (DVOL) minus the realised volatility actually delivered over the last 30 days (annualised standard deviation of daily log returns from Binance candles): when implied sits well above realised, option sellers are being paid a premium and the rich/cheap signal flags it; when implied is below realised, options are cheap relative to what the market has been doing. The history endpoint returns the DVOL index time series. This is the implied-volatility-index / variance-risk-premium cut — distinct from the realised-volatility API (which has no implied leg), the equity VIX-family indices and the option-chain, skew and gamma APIs in the catalogue. Currency is BTC or ETH (the assets Deribit publishes DVOL for).

api.oanor.com/dvol-api

Stock Options Chain API

Live (15-minute delayed) US equity and index options chains, served from CBOE's public delayed-quotes feed. For any optionable ticker the summary endpoint returns the underlying quote — current price, day change, open/high/low/close, volume, bid/ask and the 30-day implied volatility (IV30) with its change. The expirations endpoint lists every available expiration date with its call and put contract counts. The chain endpoint returns the option contracts themselves: for each strike and expiry it gives the call/put bid, ask, last, implied volatility, open interest, volume and the full greeks — delta, gamma, theta and vega — and can be filtered by expiration date and by call or put. US index options are addressed with an underscore prefix (_SPX, _VIX). This is the single-name equity and index options surface — strikes, expiries, IV and greeks — distinct from the options-pricing calculators, the crypto-options and the FX/rate APIs in the catalogue. Live, no key on the upstream, nothing stored.

api.oanor.com/optionschain-api

Volatility Indices 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

Crypto Options API

Live crypto options-market data as an API, streamed from the Deribit public exchange. For BTC, ETH, SOL and XRP: the full option chain with each contract's mark price, mark implied volatility, open interest, 24-hour volume and underlying price; the nearest at-the-money call and put for a one-call read on how the market prices risk; the spot index price; the historical realised-volatility series with stats; and a market-wide summary of open interest, volume and expiries. Built for options, volatility, quant and trading apps. Distinct from spot-price, funding and on-chain APIs — this is the live options surface.

api.oanor.com/cryptooptions-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Variance Risk Premium API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Variance Risk Premium API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for Variance Risk Premium API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does Variance Risk Premium API cost?
Variance Risk Premium API has a free tier with 100 calls / month. Paid plans start at €12.40 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is Variance Risk Premium API GDPR-compliant?
All requests to Variance Risk Premium API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

Pick an endpoint from the list on the left to see its details and try it.

Code snippets

Sign up to get an API key, then call any path under your slug.

curl https://api.oanor.com/vrp-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/vrp-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/vrp-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
    "https://api.oanor.com/vrp-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

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