Volatility
Deribit VS Model Hourly
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.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.API Endpoints
/Deribit VS Altcoin Model hourlyAvailability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|---|---|
| Deribit (BTC, ETH) | 2023-06-01 | Hourly |
| Deribit (SOL) | 2023-06-01 | Hourly |