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Financial Data x402 — Realized Volatility
x402
Financial Data x402 — Realized Volatility is a paid API for AI agents from x402financialdata.com, paid per call via x402, $0.005/call, status unknown (last checked 2026-10-12).
Returns annualized realized (historical) volatility for a stock ticker across multiple lookback windows (10d, 20d, 30d, 60d, 90d)
Price / call$0.005
Success—
StatusUnknown
How this service works
Pay-per-call stock, macro, on-chain, and crypto data over the x402 protocol. USDC on Base or Solana, no API keys, no subscriptions.
Output
A JSON object containing the ticker, the as-of date, and realized volatility expressed as an annualized percentage for five rolling windows: 10-day, 20-day, 30-day, 60-day, and 90-day. Windows with insufficient history (e.g. recent IPOs) are returned as null. Volatility is calculated as the annualized standard deviation of daily log returns (close-to-close), not options-implied volatility.
Example use cases
Options pricing pre-trade check
“Before I write a covered call on NVDA, can you pull the realized volatility across all windows — 10, 20, 30, 60, and 90 days — so I can compare it against the implied vol I'm seeing?”
Risk dashboard volatility snapshot
“I'm building a risk summary for my portfolio — can you fetch the annualized realized volatility for SPY at all available lookback windows so I can gauge current market choppiness?”
Earnings volatility regime analysis
“Tesla earnings are coming up — what has TSLA's realized volatility looked like over the last 10, 30, and 90 days? I want to know if we're in a high-vol regime heading into the announcement.”
Technical details
Endpoint
GEThttps://x402financialdata.com/volatility/%7Bticker%7D?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need backward-looking, realized (historical) volatility derived from actual price returns — not options-implied volatility. Ideal for quantitative risk models, options pricing comparisons, portfolio risk dashboards, or any workflow requiring multi-window vol term structure. Preferred when you want pay-per-call pricing with no API key or subscription setup, paying micro-amounts in USDC via x402.
Side effects
- Ticker not found or invalid symbol — likely returns an error or empty result
- Insufficient price history for a window (e.g. recent IPO) — that window returns null rather than a value
- Payment not received or USDC payment rejected — x402 protocol returns 402 Payment Required
- Network or upstream data provider outage — may return 5xx error
- Ticker passed as wrong case or with exchange suffix — may not resolve correctly
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| properties | string |
Output
Schema · Response
{
"type": "json",
"example": {
"note": "Annualized standard deviation of daily log returns (close-to-close), not options-implied volatility -- a backward-looking realized measure. A window is null if there isn't enough history to fill it (e.g. a recent IPO's 90d window).",
"as_of": "2026-07-31",
"ticker": "AAPL",
"realized_volatility_annualized_pct": {
"10d": 46.07,
"20d": 37.33,
"30d": 40.46,
"60d": 32.32,
"90d": 29.96
}
}
}Tags
x402
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