Volatility risk premium

Quantitative factors for systematic traders

Daily VRP, regime detection and IV surface data, in the browser and over an authenticated API.

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  • Implied minus realized volatility, per symbol, per day
  • Every market feature lagged one trading day
  • Same data in the dashboard and over HTTP
Frozen capture, SPY, 2026-08-22

What you get

VRP

SPY, 252 days to 2026-08-21, frozen capture

Implied minus realized volatility, per symbol, per day.

VRP docs

Regime

SPY VRP z-score, 252 days to 2026-08-21, frozen capture

A z-score of VRP against its own history sorts each day into a regime.

Macro board docs

IV surface

SPY 30-day IV, 252 days to 2026-08-21, frozen capture

Implied volatility by tenor and delta for every symbol, every day.

IV surface docs

How it works

  1. Sign in

    Enter your email address and the six-character code we mail you.

  2. Create an API token

    Open Settings, choose API tokens, and create a token; it shows once.

  3. Read factors

    Read daily VRP, regime and IV surface factors in the dashboard or over HTTP.

Step 3 over HTTP 
curl -H "Authorization: Bearer $TP_TOKEN" \
  "https://tickplunge.com/api/v1/vrp/SPY"

Sign in with a one-time code, create a token, and read daily VRP for every symbol.

Get started