tastytradeDeveloper Docs
Legacy ↗

API Reference / Market Metrics

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'

Parameters

NameInTypeDescription
symbols*querystringComma 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-rank": "0.4567",
        "implied-volatility-percentile": "0.5210",
        "liquidity": "12345.67",
        "liquidity-rank": "0.8123",
        "liquidity-rating": "4",
        "option-expiration-implied-volatilities": [
          {
            "expiration-date": "2024-01-15T14:30:00.000Z",
            "settlement-type": "string",
            "option-chain-type": "string",
            "implied-volatility": "string"
          }
        ]
      }
    ]
  },
  "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>{9 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.

Related

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