Term Structure Floating

This endpoint returns the term structure (for exchange listed expirations) with forward volatility calculations, for active exchange listed maturities.

RESPONSE DATA
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].currencystringThe currency
payload.data[index].exchangestringThe name of the exchange.
payload.data[index].timestampnumber | stringThe timestamp of the term structure.
payload.data[index].daysToExpirationnumberThe remaining days before expiration.
payload.data[index].atmnumberThe at-the-money implied volatility.
payload.data[index].fwdAtmnumberThe forward at-the-money implied volatility.

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