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Definition

This endpoint compares the model “At-The-Money” volatility versus the implied volatility found on Deribit, in order to validate our proprietary “modelAtm”. The payload will include various daysToExpiraton so users can see the term-structure.

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Details

Our model uses dynamic weighting of the realized volatility term-structure in order to mimic mean-reversion typically found in the implied volatility markets. Therefore the “modelAtm” is a representation of implied volatility.

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API Endpoints

/Deribit VS Altcoin Model hourly

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Availability

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