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IV Periods Time-series

šŸšØ Important:SF_OPTIONS_PRO() requires an active Options subscription. If you only have access to the standard options dataset, use SF_OPTIONS() instead or upgrade on our Pricing page.

Use this workflow when you want a historical time-series of ivPeriods data between a tradeDate and an endDate. This is useful for tracking how term structure, contango, or earnings-adjusted IV changed over time.

For a complete function overview, parameter guide, and dataset map, see Options.

=SF_OPTIONS_PRO(symbol, "ivPeriods", "", "", tradeDate, endDate, metrics, options)

  • symbol is the underlying ticker symbol, for example "AAPL".

  • dataType must be "ivPeriods".

  • tradeDate sets the historical start date. Use YYYY-MM-DD format, an Excel date serial or Google Sheets date formatted cell.

  • endDate sets the historical end date. Use YYYY-MM-DD format, an Excel date serial or Google Sheets date formatted cell. It must be after tradeDate.

  • metrics selects the IV summary fields to return. Leave blank or use "all" to output the full dataset. Chain multiple metrics together with & such as "tradeDate&iv30d&iv60d&iv90d&contango". See full list of available metrics in the Metrics section below.

  • options allows additional request or output options to be chained together with &.

Parameters

Symbol (symbol)

Use the underlying ticker symbol you want to analyze over time, for example "AAPL".

Data Type (dataType)

Must be set to "ivPeriods".

Trade Date (tradeDate)

tradeDate is the start date of the IV periods time-series. Use YYYY-MM-DD format, an Excel date serial or Google Sheets date formatted cell.

End Date (endDate)

endDate is the end date of the IV periods time-series and must be after tradeDate. Use YYYY-MM-DD format, an Excel date serial or Google Sheets date formatted cell.

Metrics (metrics)

The available IV periods metrics are:

  • All ("all")

  • Ticker ("ticker")

  • Trade Date ("tradeDate")

  • IV 10D ("iv10d")

  • IV 20D ("iv20d")

  • IV 30D ("iv30d")

  • IV 60D ("iv60d")

  • IV 90D ("iv90d")

  • IV 6M ("iv6m")

  • IV 1Y ("iv1yr")

  • ATM IV M1 ("atmIvM1")

  • ATM IV M2 ("atmIvM2")

  • ATM IV M3 ("atmIvM3")

  • ATM IV M4 ("atmIvM4")

  • Days To Exp M1 ("dtExM1")

  • Days To Exp M2 ("dtExM2")

  • Days To Exp M3 ("dtExM3")

  • Days To Exp M4 ("dtExM4")

  • Contango ("contango")

  • Last Earnings ("lastErn")

  • Implied Earnings Move ("impErnMv")

  • Average Absolute Earnings Move ("absAvgErnMv")

  • Earnings Move Stdev ("ernMvStdv")

  • IV 10D (Excld. Earnings Effect) ("exErnIv10d")

  • IV 20D (Excld. Earnings Effect) ("exErnIv20d")

  • IV 30D (Excld. Earnings Effect) ("exErnIv30d")

  • IV 60D (Excld. Earnings Effect) ("exErnIv60d")

  • IV 90D (Excld. Earnings Effect) ("exErnIv90d")

  • IV 6M (Excld. Earnings Effect) ("exErnIv6m")

  • IV 1Y (Excld. Earnings Effect) ("exErnIv1yr")

  • Updated At ("updatedAt")

Options (options)

Use options for output formatting modifiers. Chain multiple options together with &.

Formatting options:

  • "NH" removes the header row.

  • "-" reverses the output order.

Examples

Example 1 - Track core IV term structure over time

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "2026-01-01", "2026-04-09", "tradeDate&iv10d&iv30d&iv60d&iv90d&iv1yr&contango")
Options IV Periods Time-series Example 1

Example 2 - Track earnings-adjusted IV history

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "2026-01-01", "2026-03-01", "tradeDate&iv30d&exErnIv30d&lastErn&impErnMv&absAvgErnMv&ernMvStdv")
Options IV Periods Time-series Example 2

Example 3 - Return a compact historical IV periods series and reverse order for chronological charting

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "2026-01-01", "2026-04-09", "tradeDate&iv30d&iv60d", "-")
Options IV Periods Time-series Example 3

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