Build a VRP Dashboard with Python: Volatility Risk Premium Monitor in One API Call

If you've ever tried to compute the volatility risk premium yourself, you know the pain: source options chains, compute ATM IV, calculate realized vol across multiple windows, fit a term structure, decompose put vs call wing premiums, condition on dealer positioning, score strategy suitability. That's 3-6 months of engineering before you display a single number on a dashboard. One API call replaces all of it. What the Endpoint Returns GET /v1/vrp/{symbol} returns the full VRP picture in a single JSON response: Section What It Tells You VRP core ATM IV, realized vol (5d/10d/20d/30d), VRP spread per window, z-score, percentile Directional Put-wing vs call-wing IV, downside VRP vs upside VRP Term structure VRP by DTE bucket (7d, 14d, 30d) — which expiration is richest GEX-conditioned Gamma regime, harvest score (0-1), interpretation Strategy scores Short straddle, strangle, iron condor, calendar, jade lizard scored 0-100 Regime Positive/negative gamma, VRP regime, net GEX, gamma flip Macr