GET
/
analytics
/
volatility
/
delta-surfaces
/
constant
Delta Surfaces Constant
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 1,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 67705.12295613403,
        "deltaPut05": 61.74642086443924,
        "deltaPut10": 55.53818485393243,
        "deltaPut15": 52.658918369077824,
        "deltaPut20": 51.710053821137,
        "deltaPut25": 51.0380556951279,
        "deltaPut30": 50.343172767239125,
        "deltaPut35": 49.61699968797451,
        "deltaPut40": 49.058866036362566,
        "deltaPut45": 48.60635133118344,
        "delta50": 48.342558408575705,
        "atm": 48.35922628296513,
        "deltaCall45": 48.08209589684314,
        "deltaCall40": 48.03526955978175,
        "deltaCall35": 48.3442493117703,
        "deltaCall30": 48.86930818165259,
        "deltaCall25": 49.39921297121263,
        "deltaCall20": 50.1364167981334,
        "deltaCall15": 51.14337792820058,
        "deltaCall10": 53.188909174136136,
        "deltaCall05": 57.66628850371039
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 2,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 67727.11351980423,
        "deltaPut05": 58.961839624949704,
        "deltaPut10": 52.44451988176003,
        "deltaPut15": 49.4895895570423,
        "deltaPut20": 48.127596313460025,
        "deltaPut25": 47.328067553736716,
        "deltaPut30": 46.47081871271931,
        "deltaPut35": 45.978664407563826,
        "deltaPut40": 45.68802246780816,
        "deltaPut45": 45.479888054970765,
        "delta50": 45.43496181164131,
        "atm": 45.43736221438332,
        "deltaCall45": 45.41211031085229,
        "deltaCall40": 45.58769400889823,
        "deltaCall35": 45.83625455581447,
        "deltaCall30": 46.2438019682736,
        "deltaCall25": 46.85398099240384,
        "deltaCall20": 47.34019073927016,
        "deltaCall15": 48.168867447524235,
        "deltaCall10": 49.70758450929698,
        "deltaCall05": 52.99358426388931
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 3,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 67749.02000650148,
        "deltaPut05": 56.8641803574031,
        "deltaPut10": 50.25773141134093,
        "deltaPut15": 47.71634460882091,
        "deltaPut20": 46.18326176886874,
        "deltaPut25": 45.35320856835502,
        "deltaPut30": 44.42110531951976,
        "deltaPut35": 44.04086841586389,
        "deltaPut40": 43.795300252560494,
        "deltaPut45": 43.66658308317408,
        "delta50": 43.692057253849065,
        "atm": 43.68325184564065,
        "deltaCall45": 43.74426772405469,
        "deltaCall40": 43.874735837862914,
        "deltaCall35": 44.11561890437794,
        "deltaCall30": 44.50291548371649,
        "deltaCall25": 45.2181886747531,
        "deltaCall20": 45.74026781149586,
        "deltaCall15": 46.64322378197519,
        "deltaCall10": 48.19809419618311,
        "deltaCall05": 51.52251296160547
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 7,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 67835.8989801005,
        "deltaPut05": 58.316048895409274,
        "deltaPut10": 51.62133999594994,
        "deltaPut15": 49.38159604382885,
        "deltaPut20": 47.82162589057787,
        "deltaPut25": 47.060630358458845,
        "deltaPut30": 46.573396091878095,
        "deltaPut35": 46.254078210273946,
        "deltaPut40": 46.077011518751995,
        "deltaPut45": 46.10065961084652,
        "delta50": 46.19512187301013,
        "atm": 46.16990851827613,
        "deltaCall45": 46.27320290673427,
        "deltaCall40": 46.40470153665462,
        "deltaCall35": 46.68816002907565,
        "deltaCall30": 47.241625860643026,
        "deltaCall25": 48.01663083414735,
        "deltaCall20": 49.00834933841106,
        "deltaCall15": 50.603805705927876,
        "deltaCall10": 52.753765927883535,
        "deltaCall05": 57.361762331077486
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 14,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 68022.06667420718,
        "deltaPut05": 57.17034310897929,
        "deltaPut10": 52.44074165152702,
        "deltaPut15": 50.51261916512439,
        "deltaPut20": 49.341450525674084,
        "deltaPut25": 48.78021327466204,
        "deltaPut30": 48.45717644332596,
        "deltaPut35": 48.24638043693386,
        "deltaPut40": 48.17321840379543,
        "deltaPut45": 48.28134442565964,
        "delta50": 48.59723925852845,
        "atm": 48.41110278679033,
        "deltaCall45": 49.03188444623182,
        "deltaCall40": 49.32769043763367,
        "deltaCall35": 49.70226637595223,
        "deltaCall30": 50.243864656865256,
        "deltaCall25": 50.941695401793346,
        "deltaCall20": 51.93645876088151,
        "deltaCall15": 53.399139115897015,
        "deltaCall10": 55.3880568904,
        "deltaCall05": 59.16013634828723
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 21,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 68209.62306964032,
        "deltaPut05": 57.38655322278549,
        "deltaPut10": 53.13963656777522,
        "deltaPut15": 51.73128540127313,
        "deltaPut20": 50.86596095231635,
        "deltaPut25": 50.429739574770025,
        "deltaPut30": 50.16911048051458,
        "deltaPut35": 50.045669126963276,
        "deltaPut40": 50.05634227243185,
        "deltaPut45": 50.29967264302409,
        "delta50": 50.69897753444406,
        "atm": 50.49107793015334,
        "deltaCall45": 51.05651296847828,
        "deltaCall40": 51.403463113864355,
        "deltaCall35": 51.828944790954665,
        "deltaCall30": 52.34377200543621,
        "deltaCall25": 53.00698862569303,
        "deltaCall20": 53.8581687569997,
        "deltaCall15": 54.96880547307005,
        "deltaCall10": 57.07898417193944,
        "deltaCall05": 60.695817454020364
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 30,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 68451.34739488705,
        "deltaPut05": 58.94647361804241,
        "deltaPut10": 54.710974176042505,
        "deltaPut15": 53.20690235128806,
        "deltaPut20": 52.50070358281232,
        "deltaPut25": 52.179367555607705,
        "deltaPut30": 52.04893626331783,
        "deltaPut35": 51.98967825829559,
        "deltaPut40": 52.12449823337431,
        "deltaPut45": 52.39762729919654,
        "delta50": 52.83284405783581,
        "atm": 52.56344667911033,
        "deltaCall45": 53.23611955003374,
        "deltaCall40": 53.666254921883436,
        "deltaCall35": 54.18915880129046,
        "deltaCall30": 54.793850139946656,
        "deltaCall25": 55.49278857870381,
        "deltaCall20": 56.48853038089359,
        "deltaCall15": 57.66369255011505,
        "deltaCall10": 59.73917243437933,
        "deltaCall05": 63.836240932602436
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 60,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 69227.95475865874,
        "deltaPut05": 61.86527108037012,
        "deltaPut10": 58.523835420274985,
        "deltaPut15": 57.467959635540986,
        "deltaPut20": 56.96950924954715,
        "deltaPut25": 56.86129641067658,
        "deltaPut30": 56.85505924725425,
        "deltaPut35": 56.82929354990495,
        "deltaPut40": 57.320358142979245,
        "deltaPut45": 57.69312377563915,
        "delta50": 58.271090511081724,
        "atm": 57.73201821661908,
        "deltaCall45": 58.74102070717085,
        "deltaCall40": 59.256924071093295,
        "deltaCall35": 59.803367883500016,
        "deltaCall30": 60.43768568879352,
        "deltaCall25": 61.11788339589829,
        "deltaCall20": 62.00963564949883,
        "deltaCall15": 63.16077261311354,
        "deltaCall10": 64.92499074740407,
        "deltaCall05": 68.39541165559056
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 90,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 70002.942485424,
        "deltaPut05": 63.74614658550014,
        "deltaPut10": 60.900488205457826,
        "deltaPut15": 59.96212755511173,
        "deltaPut20": 59.55560414913142,
        "deltaPut25": 59.49899356019332,
        "deltaPut30": 59.51551569673639,
        "deltaPut35": 59.61224953267975,
        "deltaPut40": 60.0696012850056,
        "deltaPut45": 60.457655249654216,
        "delta50": 60.989457044700714,
        "atm": 60.38590165981284,
        "deltaCall45": 61.5071671389626,
        "deltaCall40": 62.06099573457383,
        "deltaCall35": 62.661280601882176,
        "deltaCall30": 63.34602361797058,
        "deltaCall25": 64.07500467188977,
        "deltaCall20": 64.98219755732717,
        "deltaCall15": 66.17229269755295,
        "deltaCall10": 67.98173523199821,
        "deltaCall05": 71.28870095753608
      },
      {
        "timestamp": "2024-05-23T22:22:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "daysToExpiration": 180,
        "multiplier": 1,
        "openInterest": 250762.9,
        "indexPrice": 67652.42976744186,
        "underlyingPrice": 72259.35684619063,
        "deltaPut05": 67.77456107077467,
        "deltaPut10": 65.52266619753787,
        "deltaPut15": 64.88362380987313,
        "deltaPut20": 64.76043743173972,
        "deltaPut25": 64.75422582388954,
        "deltaPut30": 64.76666687326741,
        "deltaPut35": 65.02821138344797,
        "deltaPut40": 65.44216659926938,
        "deltaPut45": 65.90934004221623,
        "delta50": 66.49546677169431,
        "atm": 65.50760799181039,
        "deltaCall45": 67.15773024733275,
        "deltaCall40": 67.80641306938185,
        "deltaCall35": 68.5216339864837,
        "deltaCall30": 69.3161044286848,
        "deltaCall25": 70.20101568369962,
        "deltaCall20": 71.20626066962981,
        "deltaCall15": 72.5444417841464,
        "deltaCall10": 74.5903649882513,
        "deltaCall05": 77.73691379435117
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit

​
currency
string
default:BTC
required

[Required] The underlying currency for which there are listed option instruments. [Examples] BTC | SOL_USDC
Note: inverse options have underlying currencies formatted as (BTC, ETH) while linear option currency formats include the stable coin in the same (SOL_USDC)

​
startDate
string<date-time>

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-04-03T08:00:00

​
endDate
string<date-time>

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-04-12T08:00:00

​
daysToExpirationStart
integer

[Optional] Users can pass a days to expiration filter lower bound, to return only a subset of the delta surface. [Examples] 0 | 7 | 60

​
daysToExpirationEnd
integer

[Optional] Users can pass a days to expiration filter upper bound, to return only a subset of the delta surface. [Examples] 1 | 30 | 180

​
timeInterval
string

[Optional] Time interval of data frequency for the selected date range. [Examples] minute | hour | day [Note] Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call.

​
timeFormat
string

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Response

200
application/json

200

The response is of type object.