Daily VRP time series for one market

Frammenti di codice

curl "https://api.oanor.com/vrp-api/v1/history" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/vrp-api/v1/history", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/vrp-api/v1/history");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/vrp-api/v1/history",
    headers={"x-oanor-key": "oanor_test_..."}
)

Risposta di esempio

Una risposta reale di questo endpoint, acquisita dall'ultimo health check.

{
    "data": {
        "days": 252,
        "name": "S&P 500",
        "note": "Daily variance risk premium (implied VIX minus rolling 21-day realised vol of S&P 500). negative_vrp_days counts days implied fell below realised (stress). Read fresh per call, lightly cached.",
        "market": "spx",
        "source": "Yahoo Finance",
        "current": {
            "date": "2026-06-11",
            "vrp_pts": 4.05,
            "implied_vol_pct": 19.44,
            "realised_vol_pct": 15.39
        },
        "history": [
            {
                "date": "2025-06-11",
                "vrp_pts": 5.59,
                "implied_vol_pct": 17.26,
                "realised_vol_pct": 11.67
            },
            {
                "date": "2025-06-12",
                "vrp_pts": 6.51,
                "implied_vol_pct": 18.02,
                "realised_vol_pct": 11.51
            },
            {
                "date": "2025-06-13",
                "vrp_pts": 8.5,
                "implied_vol_pct": 20.82,
                "realised_vol_pct": 12.32
            },
            {
                "date": "2025-06-16",
                "vrp_pts": 6.48,
                "implied_vol_pct": 19.11,
                "realised_vol_pct": 12.63
            },
            {
                "date": "2025-06-17",
                "vrp_pts": 8.78,
                "implied_vol_pct": 21.6,
                "realised_vol_pct": 12.82
            },
            {
                "date": "2025-06-18",
                "vrp_pts": 7.32,
                "implied_vol_pct": 20.14,
                "realised_vol_pct": 12.82
            },
            {
                "date": "2025-06-20",
                "vrp_pts": 7.85,
                "implied_vol_pct": 20.62,
                "realised_vol_pct": 12.77
            },
            {
                "date": "2025-06-23",
                "vrp_pts": 8.18,
                "implied_vol_pct": 19.83,
                "realised_vol_pct": 11.65
            },
            {
                "date": "2025-06-24",
                "vrp_pts": 5.39,
                "implied_vol_pct": 17.48,
                "realised_vol_pct": 12.09
            },
            {
                "date": "2025-06-25",
                "vrp_pts": 5.06,
                "implied_vol_pct": 16.76,
                "realised_vol_pct": 11.7
            },
            {
                "date": "2025-06-26",
                "vrp_pts": 6.62,
                "implied_vol_pct": 16.59,
                "realised_vol_pct": 9.97
            },
            {
                "date": "2025-06-27",
                "vrp_pts": 6.65,
                "implied_vol_pct": 16.32,
                "realised_vol_pct": 9.67
            },
            {
                "date": "2025-06-30",
                "vrp_pts": 7.03,
                "implied_vol_pct": 16.73,
                "realised_vol_pct": 9.7
            },
            {
                "date": "2025-07-01",
                "vrp_pts": 7.09,
  
…