IPA Volatility Contracts Service

The Volatility Surfaces API provides you with an easy way to:

  • Compute the volatility level for a specific expiry and strike.
  • Derive volatility slices based on specific strikes or expiries.
  • Analyze the volatility surface of an asset.

To compute a volatility surface, all you need to do is define the underlying instrument. For more advanced usage, you can easily apply different calculation parameters or adjust the surface layout to match your needs.

“ To get started, visit the Refinitiv Data Platform APIs for instructions on how to access the platform services”. In addition, the “Documentation” tab on this page includes a guide that provides details on the News API working environment and supporting resources. It is intended for software engineers and users of RDP who are familiar with the general principles of APIs.

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