This endpoint provides a very novel endpoint. We bootstrap volatility curves for altcoins without a listed options market. This is a complex volatility model bootstrap that provides theoretical marks for assets without actively traded options yet.
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.
[Required] The underlying currency for which calibration occurs.
[Examples] ADA| MKR | UNI
[Optional] This parameter allows for users to get a verifiable signature using the ECDSA format.
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[Optional] This parameter can be either blank (default) or "TAU" which returns the SVI parameters and days to expiration as a decimal to years.
200
The response is of type object
.