volatility / wire operation
IV rank / percentile / stats
totalfinance.volatility.metrics
Where does the current implied volatility sit against its history? Returns IV rank (min–max position, 0–100), IV percentile (share of history below current, 0–100), and summary statistics — the standard "is IV high?" read before selling or buying premium.
| Pack / profiles | volatility / default, full, options, strategies |
|---|---|
| Default discovery | Included |
| Required capabilities | None |
| Effects / authorization | none / none |
| Cost / cancellation | small / Do not assume inline interruption |
| Handle-eligible inputs | None |
| Idempotency | not-applicable |
Input schema
{
"type": "object",
"properties": {
"current": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Current implied volatility (decimal, e.g. 0.22)"
},
"history": {
"type": "array",
"items": {
"type": "number",
"exclusiveMinimum": 0
},
"description": "Historical IV series (decimals), e.g. 252 daily ATM IVs"
}
},
"additionalProperties": false,
"required": [
"current",
"history"
]
}Output schema
{
"type": "object",
"properties": {
"value": {
"description": "The computed result"
},
"assumptions": {
"type": "object",
"description": "Every applied convention, echoed"
},
"diagnostics": {
"type": "object",
"description": "Engine/method/warnings (+ convergence where iterative)"
}
},
"required": [
"value",
"assumptions",
"diagnostics"
]
}