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This endpoint returns the “At-The-Money” volatility profile for a specified altcoin pair. The payload will include various daysToExpiraton so users can see the term-structure.
Details
The endpoint has hourly granularity. Amberdata uses a proprietary model to determined the “modelATM”, the model uses various realized volatility weightings and dynamically adjusts the weightings to incorporate term-structure “Contango” and “Backwardation” dynamics.
This “modelATM” is meant to represent theoretical implied volatility.
API Endpoints
/Altcoin ATM hourly
Availability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|
| All Exchanges | 2023-06-01 | Hourly |
