TradFi: ETFs and Crypto-Related Equities
Term Structure Constant
Definition
The Term Structure Constant endpoint displays the at-the-money (ATM) implied volatility for fixed, standardized maturities, regardless of the actual expiration dates of the options for ETFs and crypto-related equities. This standardization allows for consistent comparisons across different assets and time horizons.Details
- Displays at-the-money (ATM) implied volatility for fixed, standardized time-to-expiration (DTE) values, such as 30 days, 60 days, 90 days, and more.
- Enables standardized comparisons of volatility across different time horizons, as the maturities remain constant regardless of actual expiration dates.
- Useful for analyzing the overall term structure of implied volatility and identifying potential mispricing or arbitrage opportunities in ETFs and crypto-related equities options markets.
API Endpoints
/TradFi Term Structures ConstantAvailability
| Coverage | Start Date | Granularity |
|---|---|---|
| BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, IBIT, SBET, BMNR, ETHA | 2024-11-01 | 5 min |
| BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, IBIT, SBET, BMNR, ETHA | 2021-12-01 | Daily |