IV Periods

The "ivPeriods"dataType returns term-structure style implied volatility metrics, month-level ATM IV values, ex-earnings IV fields, and earnings-related summary values for the underlying. It is useful when you want a compact volatility summary without pulling a full options chain.

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

The function returns, by default, the current IV periods snapshot but the inclusion of a tradeDate allows you to pull historical IV periods data for a specific moment in time. When you also include endDate, you can pull a historical time-series range to see how IV metrics evolve over time, see IV Periods Time-series.

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

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

• dataType must be "ivPeriods".

• tradeDate is optional and requests historical IV periods data when supplied. If omitted, the function returns the current IV periods snapshot.

• endDate is optional and can be used with tradeDate for historical date ranges. It sets the end of the time-series and 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 output formatting or sorting options. Options can be chained together with &.

Parameters

Symbol (symbol)

Use the underlying ticker symbol you want to analyse, for example "AAPL". This function does not accept OCC contract symbols because IV periods data is only available at the underlying level.

Data Type (dataType)

Must be set to "ivPeriods".

Trade Date (tradeDate)

tradeDate is the optional historical moment-in-time date for the IV periods snapshot. If omitted, the function returns the current IV periods snapshot. If you also supply endDate, it becomes the start date for a historical time-series range.

End Date (endDate)

endDate is optional and only applies when you want a historical IV periods range. It sets the end of the time-series and must be after tradeDate. Use YYYY-MM-DD format, an Excel date serial or Google Sheets date formatted cell. See IV Periods Time-series for more details on building historical IV periods requests.

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")

• IV 200MA ("iv200Ma")

• 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 - Pull a compact live IV term structure view

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "", "", "tradeDate&iv10d&iv30d&iv60d&iv90d&iv1yr&iv200Ma")

Example 2 - Pull earnings-aware IV summary metrics

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "", "", "tradeDate&iv30d&exErnIv30d&lastErn&impErnMv&absAvgErnMv&ernMvStdv")

Example 3 - Pull a historical IV periods snapshot for a specific date

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "2026-03-01", "", "tradeDate&iv30d&iv60d&iv90d&contango")

Example 4 - Pull a historical IV periods date range

See more detailed instructions on building historical IV periods requests in the IV Periods Time-series documentation.

=SF_OPTIONS_PRO("AAPL", "ivPeriods", "", "", "2026-03-01", "2026-04-02", "tradeDate&iv30d&iv60d&iv90d&contango")