Variance risk premium for all four markets, ranked

Codefragmenten

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

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

$ch = curl_init("https://api.oanor.com/vrp-api/v1/premium");
curl_setopt($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/premium",
    headers={"x-oanor-key": "oanor_test_..."}
)

Voorbeeldrespons

Een echte respons van dit endpoint, vastgelegd bij de laatste health check.

{
    "data": {
        "note": "Variance risk premium = implied vol (the index) minus 21-day realised vol of the underlying, in annualised volatility points. Positive = options rich (the normal premium short-vol earns); negative = options cheap vs recent moves (stress signal). Read fresh per call, lightly cached.",
        "count": 4,
        "source": "Yahoo Finance",
        "markets": [
            {
                "name": "Crude Oil",
                "rank": 1,
                "read": "very rich — implied well above realised, sellers richly paid",
                "market": "oil",
                "underlying": "Crude Oil ETF (USO)",
                "implied_index": "OVX",
                "implied_vol_pct": 56.3,
                "realised_vol_21d_pct": 45.48,
                "realised_vol_30d_pct": 49.2,
                "implied_realised_ratio": 1.238,
                "variance_risk_premium_pts": 10.82
            },
            {
                "name": "Nasdaq 100",
                "rank": 2,
                "read": "rich — the normal positive variance risk premium",
                "market": "ndx",
                "underlying": "Nasdaq 100",
                "implied_index": "VXN",
                "implied_vol_pct": 30.44,
                "realised_vol_21d_pct": 26.17,
                "realised_vol_30d_pct": 24.02,
                "implied_realised_ratio": 1.163,
                "variance_risk_premium_pts": 4.27
            },
            {
                "name": "S&P 500",
                "rank": 3,
                "read": "rich — the normal positive variance risk premium",
                "market": "spx",
                "underlying": "S&P 500",
                "implied_index": "VIX",
                "implied_vol_pct": 18.87,
                "realised_vol_21d_pct": 15.39,
                "realised_vol_30d_pct": 14.24,
                "implied_realised_ratio": 1.226,
                "variance_risk_premium_pts": 3.48
            },
            {
                "name": "Gold",
                "rank": 4,
                "read": "fair — implied near realised",
                "market": "gold",
                "underlying": "Gold ETF (GLD)",
                "implied_index": "GVZ",
                "implied_vol_pct": 28.33,
                "realised_vol_21d_pct": 26.92,
                "realised_vol_30d_pct": 26.06,
                "implied_realised_ratio": 1.052,
                "variance_risk_premium_pts": 1.41
            }
        ],
        "richest": {
            "vrp": 10.82,
            "market": "oil"
        },
        "cheapest": {
            "vrp": 1.41,
            "market": "gold"
        }
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:35.436Z",
        "request_id": "23945bf3-cb14-47af-85ff-2eced5551a50"
    },
    "status": "ok",
    "message": "Variance risk premium retrieved successfully",
    "success": true
}