Volatility
Altcoin ATM hourly
Definition
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 hourlyAvailability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|---|---|
| All Exchanges | 2023-06-01 | Hourly |