> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Retrieve SpiderRock equity option volatilities.

> Use this operation to retrieve SpiderRock option quote points for all equity volatility definitions available
in the selected provider scope on one market date. The action does not accept an individual equity identifier.
It can return points for available assets while reporting per-asset reference, equity, or volatility gaps.
Returned volatility values use decimal-rate conventions. The operation is read-only and completes before returning.



## OpenAPI

````yaml /risk-and-pricing/atoti-risk-services/apis-endpoints/openapi/openapi.mintlify.json post /api/Equity/GetSpiderRockVolData
openapi: 3.0.4
info:
  title: Derivitec Api 1.0
  version: '1.0'
servers:
  - url: https://api.riskportal.activeviam.com
security:
  - oauth2: []
  - apikey: []
tags:
  - name: AdminUser
  - name: AtotiReport
  - name: AtotiSession
  - name: BloombergOAuth
  - name: Bond
  - name: BondYieldCurvePage
  - name: BookAccess
  - name: Books
  - name: Commodity
  - name: Counterparties
  - name: Currencies
  - name: Equity
  - name: EquityDividend
  - name: EquityPage
  - name: FeatureFlag
  - name: Fx
  - name: FxPage
  - name: GroupAccess
  - name: Home
  - name: LegacyPosition
  - name: MarketData
  - name: MarketDataProvider
  - name: MarketDataProviderAccess
  - name: Meta
  - name: Notification
  - name: Organisation
  - name: PnLReport
  - name: PortfolioAccess
  - name: Portfolios
  - name: Position
  - name: PositionFilter
  - name: PricingEnvironment
  - name: PricingEnvironmentAccess
  - name: RateAsset
  - name: RateAssetPage
  - name: Report
  - name: ReportDefinition
  - name: ReportHistoryLauncherQuery
  - name: ReportLauncher
  - name: ReportQuery
  - name: ReportQueryViewUser
  - name: ReportRestriction
  - name: ReportView
  - name: RiskReport
  - name: Tradable
  - name: TradeBooking
  - name: User
  - name: VarReport
  - name: VarReportQuery
  - name: YieldCurvePage
paths:
  /api/Equity/GetSpiderRockVolData:
    post:
      tags:
        - Equity
      summary: Retrieve SpiderRock equity option volatilities.
      description: >-
        Use this operation to retrieve SpiderRock option quote points for all
        equity volatility definitions available

        in the selected provider scope on one market date. The action does not
        accept an individual equity identifier.

        It can return points for available assets while reporting per-asset
        reference, equity, or volatility gaps.

        Returned volatility values use decimal-rate conventions. The operation
        is read-only and completes before returning.
      operationId: GetSpiderRockVolData
      requestBody:
        description: >-
          A date-only `MarketDate` and one authorised provider-selector form; no
          individual equity identifier is accepted.
        content:
          application/json-patch+json:
            schema:
              $ref: '#/components/schemas/ApiGetSpiderRockVolDataRequest'
          application/json:
            schema:
              $ref: '#/components/schemas/ApiGetSpiderRockVolDataRequest'
          text/json:
            schema:
              $ref: '#/components/schemas/ApiGetSpiderRockVolDataRequest'
          application/*+json:
            schema:
              $ref: '#/components/schemas/ApiGetSpiderRockVolDataRequest'
      responses:
        '200':
          description: >-
            Returns available option identifiers, expiries, strikes, bid/ask and
            marked volatilities, plus per-asset errors; `IsSuccess` is false if
            any asset failed.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiGetSpiderRockVolDataResponse'
        '400':
          description: BadRequest
        '401':
          description: Unauthorized
        '403':
          description: Forbidden
      security:
        - oauth2: []
        - apikey: []
components:
  schemas:
    ApiGetSpiderRockVolDataRequest:
      required:
        - $type
      type: object
      additionalProperties: false
      description: >-
        Selects a market date and provider scope for SpiderRock equity-option
        volatilities; no individual asset selector is accepted.
      properties:
        market_date:
          type: string
          description: Market date used by the derived request.
          format: date-time
        provider_id:
          type: string
          description: >-
            Opaque identifier of a single market-data provider to use instead of
            either environment-name option.
          nullable: true
        entity_access_type:
          enum:
            - view
            - edit
            - owner
            - blocked
          type: string
          description: >-
            Access classification associated with the selected market-data
            environment.
        market_data_environment_names:
          type: array
          items:
            type: string
          description: >-
            Names of the market-data environments to use. Do not combine this
            list with the single-name or provider-ID alternatives.
          nullable: true
        market_data_environment_name:
          type: string
          description: >-
            Single market-data environment name to use instead of
            `market_data_environment_names` or `provider_id`.
          nullable: true
          example: Example market data
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataRequest,
              Derivitec.Web.Core
    ApiGetSpiderRockVolDataResponse:
      required:
        - $type
      type: object
      properties:
        is_success:
          type: boolean
          description: >-
            Whether the operation completed successfully. The default is `true`;
            error outcomes set it to `false`.
          example: true
        error_messages:
          type: array
          items:
            type: string
          description: >-
            Messages explaining operation-level failures. The collection is
            empty by default.
          nullable: true
        vol_data:
          type: array
          items:
            $ref: '#/components/schemas/OptionVolPoint'
          description: >-
            Option-volatility observations returned for available provider-scope
            equities.
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.ApiGetSpiderRockVolDataResponse,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Returns SpiderRock option-volatility observations for available equities
        in the selected provider scope, together with per-asset errors.
    OptionVolPoint:
      required:
        - $type
      type: object
      properties:
        ask_vol:
          type: number
          description: Optional ask implied-volatility observation.
          format: double
          nullable: true
        bid_vol:
          type: number
          description: Optional bid implied-volatility observation.
          format: double
          nullable: true
        close_vol:
          type: number
          description: Optional close implied-volatility observation.
          format: double
          nullable: true
        claim_type:
          type: string
          description: Option claim label carried with the observation.
          nullable: true
        expiry:
          type: string
          description: Expiry date of the option-volatility observation.
          format: date-time
        extra_expiry:
          type: string
          description: >-
            Additional expiry date; rate-option results use it for the swap
            maturity.
          format: date-time
        marked_vol:
          type: number
          description: Marked volatility returned for the point.
          format: double
        maturity:
          type: number
          description: Maturity coordinate carried with the observation.
          format: double
        strike:
          type: number
          description: Strike coordinate used when the point is presented by strike.
          format: double
        delta:
          type: number
          description: Delta coordinate carried with the observation.
          format: double
        call_delta:
          type: number
          description: Call-delta coordinate used when the point is presented by delta.
          format: double
        identifier:
          $ref: '#/components/schemas/InstrumentIdentifier'
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.OptionVolPoint, Derivitec.Web.Core
      additionalProperties: false
      description: >-
        One option-volatility observation expressed by strike or delta
        coordinates.
    InstrumentIdentifier:
      description: >-
        Instrument code qualified by an identifier namespace and optional market
        code.
      discriminator:
        propertyName: $type
        mapping:
          Derivitec.Web.Core.MarketData.InstrumentIdentifier, Derivitec.Web.Core: '#/components/schemas/InstrumentIdentifierMintlifyShape'
          Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core: '#/components/schemas/InstrumentInfo'
      oneOf:
        - $ref: '#/components/schemas/InstrumentIdentifierMintlifyShape'
        - $ref: '#/components/schemas/InstrumentInfo'
    InstrumentIdentifierMintlifyShape:
      required:
        - $type
      type: object
      properties:
        code:
          type: string
          description: Instrument code interpreted in the selected identifier namespace.
          nullable: true
        identifier_type:
          enum:
            - Derivitec
            - Ric
            - Bloomberg
            - Isin
            - Figi
            - Sedol
            - RedCode
            - RedPairCode
            - BloombergYellow
            - XIgniteCode
            - CBondsId
            - EdiSecId
            - EdiSymbol
            - Cusip
            - NotSet
          type: string
          description: Namespace that determines how the instrument code is interpreted.
        market_identification_code:
          type: string
          description: >-
            Optional market identification code that further qualifies the
            instrument code.
          nullable: true
        $type:
          type: string
          enum:
            - >-
              Derivitec.Web.Core.MarketData.InstrumentIdentifier,
              Derivitec.Web.Core
      additionalProperties: false
      description: >-
        Instrument code qualified by an identifier namespace and optional market
        code.
    InstrumentInfo:
      required:
        - $type
      type: object
      properties:
        code:
          type: string
          description: Instrument code interpreted in the selected identifier namespace.
          nullable: true
        identifier_type:
          enum:
            - Derivitec
            - Ric
            - Bloomberg
            - Isin
            - Figi
            - Sedol
            - RedCode
            - RedPairCode
            - BloombergYellow
            - XIgniteCode
            - CBondsId
            - EdiSecId
            - EdiSymbol
            - Cusip
            - NotSet
          type: string
          description: Namespace that determines how the instrument code is interpreted.
        market_identification_code:
          type: string
          description: >-
            Optional market identification code that further qualifies the
            instrument code.
          nullable: true
        name:
          type: string
          description: Human-readable name of the identified instrument.
          nullable: true
        $type:
          type: string
          enum:
            - Derivitec.Web.Core.MarketData.InstrumentInfo, Derivitec.Web.Core
      additionalProperties: false
      description: Instrument identifier with a human-readable instrument name.
  securitySchemes:
    oauth2:
      type: oauth2
      description: >-
        OAuth2 access-token requested from AWS Cognito and provided as a Auth
        Bearer header
      flows:
        implicit:
          authorizationUrl: https://auth.riskportal.derivitec.com/oauth2/authorize
          scopes: {}
    apikey:
      type: apiKey
      description: API-Key requested via the site and provided as a header
      name: x-api-key
      in: header

````