curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-altcoins-strikes \
--header 'x-api-key: <api-key>'
{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"askIv": 62.2,
"bidIv": 52.5,
"indexPrice": 621.86,
"markIv": 57.35,
"strike": 520,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 59.3,
"bidIv": 50,
"indexPrice": 621.86,
"markIv": 54.63,
"strike": 530,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 56.5,
"bidIv": 47.6,
"indexPrice": 621.86,
"markIv": 52.07,
"strike": 540,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 54,
"bidIv": 45.5,
"indexPrice": 621.86,
"markIv": 49.73,
"strike": 550,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 51.8,
"bidIv": 43.6,
"indexPrice": 621.86,
"markIv": 47.7,
"strike": 560,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 50,
"bidIv": 42.2,
"indexPrice": 621.86,
"markIv": 46.07,
"strike": 570,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 48.7,
"bidIv": 41.1,
"indexPrice": 621.86,
"markIv": 44.9,
"strike": 580,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 48,
"bidIv": 40.5,
"indexPrice": 621.86,
"markIv": 44.25,
"strike": 590,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 47.9,
"bidIv": 40.4,
"indexPrice": 621.86,
"markIv": 44.11,
"strike": 600,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 48.2,
"bidIv": 40.7,
"indexPrice": 621.86,
"markIv": 44.44,
"strike": 610,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 49,
"bidIv": 41.3,
"indexPrice": 621.86,
"markIv": 45.18,
"strike": 620,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 50.2,
"bidIv": 42.3,
"indexPrice": 621.86,
"markIv": 46.23,
"strike": 630,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 51.6,
"bidIv": 43.5,
"indexPrice": 621.86,
"markIv": 47.52,
"strike": 640,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 53.1,
"bidIv": 44.8,
"indexPrice": 621.86,
"markIv": 48.96,
"strike": 650,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 54.8,
"bidIv": 46.2,
"indexPrice": 621.86,
"markIv": 50.52,
"strike": 660,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 56.6,
"bidIv": 47.7,
"indexPrice": 621.86,
"markIv": 52.13,
"strike": 670,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 58.4,
"bidIv": 49.2,
"indexPrice": 621.86,
"markIv": 53.78,
"strike": 680,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 60.1,
"bidIv": 50.7,
"indexPrice": 621.86,
"markIv": 55.43,
"strike": 690,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 61.9,
"bidIv": 52.2,
"indexPrice": 621.86,
"markIv": 57.08,
"strike": 700,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 63.7,
"bidIv": 53.7,
"indexPrice": 621.86,
"markIv": 58.72,
"strike": 710,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 65.4,
"bidIv": 55.2,
"indexPrice": 621.86,
"markIv": 60.32,
"strike": 720,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 67.2,
"bidIv": 56.6,
"indexPrice": 621.86,
"markIv": 61.9,
"strike": 730,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 79.2,
"bidIv": 66.8,
"indexPrice": 621.86,
"markIv": 72.98,
"strike": 390,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 76.3,
"bidIv": 64.3,
"indexPrice": 621.86,
"markIv": 70.29,
"strike": 400,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 73.5,
"bidIv": 62,
"indexPrice": 621.86,
"markIv": 67.72,
"strike": 410,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 70.8,
"bidIv": 59.7,
"indexPrice": 621.86,
"markIv": 65.27,
"strike": 420,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 68.3,
"bidIv": 57.6,
"indexPrice": 621.86,
"markIv": 62.96,
"strike": 430,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 66,
"bidIv": 55.6,
"indexPrice": 621.86,
"markIv": 60.79,
"strike": 440,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 63.8,
"bidIv": 53.8,
"indexPrice": 621.86,
"markIv": 58.78,
"strike": 450,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 61.8,
"bidIv": 52.1,
"indexPrice": 621.86,
"markIv": 56.94,
"strike": 460,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 60,
"bidIv": 50.6,
"indexPrice": 621.86,
"markIv": 55.26,
"strike": 470,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 58.3,
"bidIv": 49.2,
"indexPrice": 621.86,
"markIv": 53.75,
"strike": 480,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 56.9,
"bidIv": 48,
"indexPrice": 621.86,
"markIv": 52.42,
"strike": 490,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 55.6,
"bidIv": 46.9,
"indexPrice": 621.86,
"markIv": 51.26,
"strike": 500,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 54.5,
"bidIv": 46,
"indexPrice": 621.86,
"markIv": 50.27,
"strike": 510,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 53.7,
"bidIv": 45.2,
"indexPrice": 621.86,
"markIv": 49.45,
"strike": 520,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.9,
"bidIv": 44.6,
"indexPrice": 621.86,
"markIv": 48.78,
"strike": 530,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.4,
"bidIv": 44.2,
"indexPrice": 621.86,
"markIv": 48.27,
"strike": 540,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52,
"bidIv": 43.8,
"indexPrice": 621.86,
"markIv": 47.9,
"strike": 550,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.7,
"bidIv": 43.6,
"indexPrice": 621.86,
"markIv": 47.67,
"strike": 560,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.6,
"bidIv": 43.5,
"indexPrice": 621.86,
"markIv": 47.55,
"strike": 570,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.6,
"bidIv": 43.5,
"indexPrice": 621.86,
"markIv": 47.54,
"strike": 580,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.7,
"bidIv": 43.6,
"indexPrice": 621.86,
"markIv": 47.64,
"strike": 590,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.9,
"bidIv": 43.8,
"indexPrice": 621.86,
"markIv": 47.82,
"strike": 600,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.2,
"bidIv": 44,
"indexPrice": 621.86,
"markIv": 48.08,
"strike": 610,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.5,
"bidIv": 44.3,
"indexPrice": 621.86,
"markIv": 48.4,
"strike": 620,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.9,
"bidIv": 44.6,
"indexPrice": 621.86,
"markIv": 48.79,
"strike": 630,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 53.4,
"bidIv": 45,
"indexPrice": 621.86,
"markIv": 49.23,
"strike": 640,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 53.9,
"bidIv": 45.5,
"indexPrice": 621.86,
"markIv": 49.71,
"strike": 650,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 54.5,
"bidIv": 46,
"indexPrice": 621.86,
"markIv": 50.23,
"strike": 660,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 55.1,
"bidIv": 46.5,
"indexPrice": 621.86,
"markIv": 50.79,
"strike": 670,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 55.7,
"bidIv": 47,
"indexPrice": 621.86,
"markIv": 51.37,
"strike": 680,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 56.4,
"bidIv": 47.6,
"indexPrice": 621.86,
"markIv": 51.97,
"strike": 690,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
}
]
}
}
This endpoint provides theoretical synthetic options with various strikes and option marks. We use the SVI Altcoin parameters from bootstrapped volatility surface and convert them into a list of synthetic option instruments, in order to easily represent theoretically tradable instruments.
Exchanges, OTC desks and buy-side clients use this endpoint to find fair value for these “tail” assets.
The model calibrates every 24hr hours for 7-dte and 30-dte expirations.
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-altcoins-strikes \
--header 'x-api-key: <api-key>'
{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"askIv": 62.2,
"bidIv": 52.5,
"indexPrice": 621.86,
"markIv": 57.35,
"strike": 520,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 59.3,
"bidIv": 50,
"indexPrice": 621.86,
"markIv": 54.63,
"strike": 530,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 56.5,
"bidIv": 47.6,
"indexPrice": 621.86,
"markIv": 52.07,
"strike": 540,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 54,
"bidIv": 45.5,
"indexPrice": 621.86,
"markIv": 49.73,
"strike": 550,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 51.8,
"bidIv": 43.6,
"indexPrice": 621.86,
"markIv": 47.7,
"strike": 560,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 50,
"bidIv": 42.2,
"indexPrice": 621.86,
"markIv": 46.07,
"strike": 570,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 48.7,
"bidIv": 41.1,
"indexPrice": 621.86,
"markIv": 44.9,
"strike": 580,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 48,
"bidIv": 40.5,
"indexPrice": 621.86,
"markIv": 44.25,
"strike": 590,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 47.9,
"bidIv": 40.4,
"indexPrice": 621.86,
"markIv": 44.11,
"strike": 600,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 48.2,
"bidIv": 40.7,
"indexPrice": 621.86,
"markIv": 44.44,
"strike": 610,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 49,
"bidIv": 41.3,
"indexPrice": 621.86,
"markIv": 45.18,
"strike": 620,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 50.2,
"bidIv": 42.3,
"indexPrice": 621.86,
"markIv": 46.23,
"strike": 630,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 51.6,
"bidIv": 43.5,
"indexPrice": 621.86,
"markIv": 47.52,
"strike": 640,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 53.1,
"bidIv": 44.8,
"indexPrice": 621.86,
"markIv": 48.96,
"strike": 650,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 54.8,
"bidIv": 46.2,
"indexPrice": 621.86,
"markIv": 50.52,
"strike": 660,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 56.6,
"bidIv": 47.7,
"indexPrice": 621.86,
"markIv": 52.13,
"strike": 670,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 58.4,
"bidIv": 49.2,
"indexPrice": 621.86,
"markIv": 53.78,
"strike": 680,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 60.1,
"bidIv": 50.7,
"indexPrice": 621.86,
"markIv": 55.43,
"strike": 690,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 61.9,
"bidIv": 52.2,
"indexPrice": 621.86,
"markIv": 57.08,
"strike": 700,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 63.7,
"bidIv": 53.7,
"indexPrice": 621.86,
"markIv": 58.72,
"strike": 710,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 65.4,
"bidIv": 55.2,
"indexPrice": 621.86,
"markIv": 60.32,
"strike": 720,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 67.2,
"bidIv": 56.6,
"indexPrice": 621.86,
"markIv": 61.9,
"strike": 730,
"timestamp": 1732281000000,
"underlyingPrice": 624.8
},
{
"askIv": 79.2,
"bidIv": 66.8,
"indexPrice": 621.86,
"markIv": 72.98,
"strike": 390,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 76.3,
"bidIv": 64.3,
"indexPrice": 621.86,
"markIv": 70.29,
"strike": 400,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 73.5,
"bidIv": 62,
"indexPrice": 621.86,
"markIv": 67.72,
"strike": 410,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 70.8,
"bidIv": 59.7,
"indexPrice": 621.86,
"markIv": 65.27,
"strike": 420,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 68.3,
"bidIv": 57.6,
"indexPrice": 621.86,
"markIv": 62.96,
"strike": 430,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 66,
"bidIv": 55.6,
"indexPrice": 621.86,
"markIv": 60.79,
"strike": 440,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 63.8,
"bidIv": 53.8,
"indexPrice": 621.86,
"markIv": 58.78,
"strike": 450,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 61.8,
"bidIv": 52.1,
"indexPrice": 621.86,
"markIv": 56.94,
"strike": 460,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 60,
"bidIv": 50.6,
"indexPrice": 621.86,
"markIv": 55.26,
"strike": 470,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 58.3,
"bidIv": 49.2,
"indexPrice": 621.86,
"markIv": 53.75,
"strike": 480,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 56.9,
"bidIv": 48,
"indexPrice": 621.86,
"markIv": 52.42,
"strike": 490,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 55.6,
"bidIv": 46.9,
"indexPrice": 621.86,
"markIv": 51.26,
"strike": 500,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 54.5,
"bidIv": 46,
"indexPrice": 621.86,
"markIv": 50.27,
"strike": 510,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 53.7,
"bidIv": 45.2,
"indexPrice": 621.86,
"markIv": 49.45,
"strike": 520,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.9,
"bidIv": 44.6,
"indexPrice": 621.86,
"markIv": 48.78,
"strike": 530,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.4,
"bidIv": 44.2,
"indexPrice": 621.86,
"markIv": 48.27,
"strike": 540,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52,
"bidIv": 43.8,
"indexPrice": 621.86,
"markIv": 47.9,
"strike": 550,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.7,
"bidIv": 43.6,
"indexPrice": 621.86,
"markIv": 47.67,
"strike": 560,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.6,
"bidIv": 43.5,
"indexPrice": 621.86,
"markIv": 47.55,
"strike": 570,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.6,
"bidIv": 43.5,
"indexPrice": 621.86,
"markIv": 47.54,
"strike": 580,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.7,
"bidIv": 43.6,
"indexPrice": 621.86,
"markIv": 47.64,
"strike": 590,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 51.9,
"bidIv": 43.8,
"indexPrice": 621.86,
"markIv": 47.82,
"strike": 600,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.2,
"bidIv": 44,
"indexPrice": 621.86,
"markIv": 48.08,
"strike": 610,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.5,
"bidIv": 44.3,
"indexPrice": 621.86,
"markIv": 48.4,
"strike": 620,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 52.9,
"bidIv": 44.6,
"indexPrice": 621.86,
"markIv": 48.79,
"strike": 630,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 53.4,
"bidIv": 45,
"indexPrice": 621.86,
"markIv": 49.23,
"strike": 640,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 53.9,
"bidIv": 45.5,
"indexPrice": 621.86,
"markIv": 49.71,
"strike": 650,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 54.5,
"bidIv": 46,
"indexPrice": 621.86,
"markIv": 50.23,
"strike": 660,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 55.1,
"bidIv": 46.5,
"indexPrice": 621.86,
"markIv": 50.79,
"strike": 670,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 55.7,
"bidIv": 47,
"indexPrice": 621.86,
"markIv": 51.37,
"strike": 680,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
},
{
"askIv": 56.4,
"bidIv": 47.6,
"indexPrice": 621.86,
"markIv": 51.97,
"strike": 690,
"timestamp": 1732281000000,
"underlyingPrice": 632.19
}
]
}
}
[Required] The underlying currency for which calibration occurs.
[Examples] ADA| MKR | UNI
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
200
The response is of type object
.
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