Get Market Metrics By Symbols

getMarketMetricsIndex

get/market-metrics

Base URL: https://api.cert.tastyworks.com (Sandbox) · https://api.tastyworks.com (Production)

Returns volatility and liquidity metrics for one or more underlyings in a single read-only request. Pass a comma-separated `symbols` query list (e.g. `?symbols=AAPL,FB,BRK%2FB`); each underlying is returned as a `MarketMetricInfo` object including IV index, IV rank/percentile, liquidity ratings, and per-expiration option implied volatilities. This is a snapshot endpoint.

Code samples

curl -X GET 'https://api.cert.tastyworks.com/market-metrics?symbols=AAPL%2CFB%2CBRK%2FB' \
  -H 'Authorization: Bearer YOUR_ACCESS_TOKEN' \
  -H 'User-Agent: tastytrade-docs-example/1.0'

import requests

url = "https://api.cert.tastyworks.com/market-metrics?symbols=AAPL%2CFB%2CBRK%2FB"
headers = {
    "Authorization": "Bearer YOUR_ACCESS_TOKEN",
    "User-Agent": "tastytrade-docs-example/1.0",
}
resp = requests.get(url, headers=headers)
print(resp.status_code, resp.json())

const resp = await fetch("https://api.cert.tastyworks.com/market-metrics?symbols=AAPL%2CFB%2CBRK%2FB", {
  method: "GET",
  headers: {
    "Authorization": "Bearer YOUR_ACCESS_TOKEN",
    "User-Agent": "tastytrade-docs-example/1.0",
  },
})
const data = await resp.json()
console.log(resp.status, data)

package main

import (
	"net/http"
	"io"
	"fmt"
)

func main() {
	req, _ := http.NewRequest("GET", "https://api.cert.tastyworks.com/market-metrics?symbols=AAPL%2CFB%2CBRK%2FB", nil)
	req.Header.Set("Authorization", "Bearer YOUR_ACCESS_TOKEN")
	req.Header.Set("User-Agent", "tastytrade-docs-example/1.0")
	resp, _ := http.DefaultClient.Do(req)
	defer resp.Body.Close()
	out, _ := io.ReadAll(resp.Body)
	fmt.Println(resp.Status, string(out))
}

import java.net.URI;
import java.net.http.*;

HttpClient client = HttpClient.newHttpClient();
HttpRequest req = HttpRequest.newBuilder()
    .uri(URI.create("https://api.cert.tastyworks.com/market-metrics?symbols=AAPL%2CFB%2CBRK%2FB"))
    .header("Authorization", "Bearer YOUR_ACCESS_TOKEN")
    .header("User-Agent", "tastytrade-docs-example/1.0")
    .method("GET", HttpRequest.BodyPublishers.noBody())
    .build();
HttpResponse<String> resp = client.send(req, HttpResponse.BodyHandlers.ofString());
System.out.println(resp.statusCode() + " " + resp.body());

Parameters

Name	In	Type	Description
symbols*	query	string	Comma separated list of symbols i.e. ?symbols=AAPL,FB,BRK%2FB e.g. "AAPL,FB,BRK/B"

Responses

200An array of volatility and liquidity metrics, one entry per requested symbol.application/json

Example response

{
  "data": {
    "items": [
      {
        "symbol": "AAPL",
        "implied-volatility-index": "0.3125",
        "implied-volatility-index-5-day-change": "-0.0182",
        "implied-volatility-percentile": "0.5210",
        "liquidity-rank": "0.8123",
        "liquidity-rating": 4,
        "option-expiration-implied-volatilities": [
          {
            "expiration-date": "2025-02-14",
            "settlement-type": "PM",
            "option-chain-type": "Standard",
            "implied-volatility": "0.3011",
            "option-root-symbol": "EX3"
          }
        ],
        "implied-volatility-index-15-day": "0.2980",
        "implied-volatility-index-rank": "0.4567",
        "tos-implied-volatility-index-rank": "0.4567",
        "tw-implied-volatility-index-rank": "0.4021",
        "tos-implied-volatility-index-rank-updated-at": "2025-02-10T15:36:32.792Z",
        "implied-volatility-index-rank-source": "tos",
        "implied-volatility-updated-at": "2025-02-10T14:48:43.831Z",
        "liquidity-value": "12345.67",
        "created-at": "2025-01-20T18:02:42.831Z",
        "updated-at": "2025-02-10T15:36:32.971Z",
        "liquidity-running-state": {
          "sum": "234567.73",
          "count": 19,
          "started-at": "2025-02-03T10:00:17.388Z",
          "updated-at": "2025-02-10T14:48:43.831Z"
        },
        "beta": "1.2544",
        "beta-updated-at": "2025-02-04T17:00:47.320Z",
        "corr-spy-3month": "0.55",
        "dividend-rate-per-share": "0.25",
        "annual-dividend-per-share": "1.00",
        "dividend-yield": "0.0045",
        "dividend-ex-date": "2025-02-10",
        "dividend-next-date": "2025-05-12",
        "dividend-pay-date": "2025-02-13",
        "dividend-updated-at": "2025-02-10T09:00:00.000Z",
        "earnings": {
          "visible": true,
          "expected-report-date": "2025-04-24",
          "estimated": false,
          "time-of-day": "AMC",
          "late-flag": 0,
          "quarter-end-date": "2025-03-29",
          "actual-eps": "1.64",
          "consensus-estimate": "1.60",
          "updated-at": "2025-01-30T13:00:16.249Z"
        },
        "listed-market": "XNAS",
        "lendability": "Easy To Borrow",
        "borrow-rate": "0.25",
        "market-cap": 3400000000000,
        "implied-volatility-30-day": "31.40",
        "historical-volatility-30-day": "24.17",
        "historical-volatility-60-day": "26.82",
        "historical-volatility-90-day": "27.08",
        "iv-hv-30-day-difference": "7.23",
        "price-earnings-ratio": "34.20",
        "earnings-per-share": "6.43",
        "sector": "Technology",
        "industry": "Consumer Electronics"
      }
    ]
  },
  "context": "/market-metrics",
  "pagination": {
    "per-page": 0,
    "page-offset": 0,
    "item-offset": 0,
    "total-items": 0,
    "total-pages": 0,
    "current-item-count": 0
  }
}

Schema

datarequiredobject
- itemsrequiredarray<object>{42 fields}
contextrequiredstring
example: "/market-metrics"
paginationobject
Paging metadata, present on paginated list responses.
- per-pageinteger
- page-offsetinteger
- item-offsetinteger
- total-itemsinteger
- total-pagesinteger
- current-item-countinteger

401Missing or invalid `Authorization` bearer token (tokens expire after 15 minutes), or a missing/malformed `User-Agent` header. Send `Authorization: Bearer <token>` and a `User-Agent` like `my-app/1.0`.application/json

Example response

{
  "error": {
    "code": "unauthorized",
    "message": "No valid access token was provided; access tokens expire after 15 minutes."
  }
}

Schema

errorrequiredobject
- coderequiredstring
  Machine-readable error code (see the Error reference).
- messagerequiredstring
  Human-readable explanation.
- errorsarray<object>{3 fields}
  Present for multi-error / validation failures; one entry per problem.

403Authenticated, but not authorized to access this resource.application/json

Example response

{
  "error": {
    "code": "not_permitted",
    "message": "User not permitted access"
  }
}

Schema

errorrequiredobject
- coderequiredstring
  Machine-readable error code (see the Error reference).
- messagerequiredstring
  Human-readable explanation.
- errorsarray<object>{3 fields}
  Present for multi-error / validation failures; one entry per problem.

422Unprocessable content — the request was invalid for this endpoint; the reason is returned in `error.message`.application/json

Example response

{
  "error": {
    "code": "preflight_check_failure",
    "message": "One or more preflight checks failed",
    "errors": [
      {
        "code": "preflight_check_failure",
        "message": "A specific validation failed for this order."
      }
    ]
  }
}

Schema

errorrequiredobject
- coderequiredstring
  Machine-readable error code (see the Error reference).
- messagerequiredstring
  Human-readable explanation.
- errorsarray<object>{3 fields}
  Present for multi-error / validation failures; one entry per problem.

429Request rate exceeded reasonable thresholds. Back off exponentially and retry.application/json

Example response

{
  "error": {
    "code": "string",
    "message": "string",
    "errors": [
      {
        "code": "string",
        "message": "string",
        "domain": "string"
      }
    ]
  }
}

Schema

errorrequiredobject
- coderequiredstring
  Machine-readable error code (see the Error reference).
- messagerequiredstring
  Human-readable explanation.
- errorsarray<object>{3 fields}
  Present for multi-error / validation failures; one entry per problem.

Rate-limit class: read · idempotent — Rate limits & backoff
Error reference — codes, causes, and fixes

Agents: this page is also Markdown (with the embedded OpenAPI definition) — append .md or send Accept: text/markdown. Index at /llms.txt.

Get Market Metrics By Symbols

Code samples

Parameters

Responses

Related