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

/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant/tradfi

Availability

	Start Date	Granularity
BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, IBIT	2024-11-11	30 m
BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, IBIT	2021-01-01	5 m

Frequently Asked Questions