Delta Surfaces Constant
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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"
}
}
}{}Volatility
Delta Surfaces Constant
This endpoint returns the option delta surface with constant maturities.
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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
Query Parameters
[Required] The exchange for which to retrieve the listed option level 1 quotes.
[Examples] deribit | okex | bybit
[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)
[Optional] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2024-04-03T08:00:00
[Optional] Payload only includes data before this date (exclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2024-04-12T08:00:00
[Optional] Users can pass a days to expiration filter lower bound, to return only a subset of the delta surface.
[Examples] 0 | 7 | 60
[Optional] Users can pass a days to expiration filter upper bound, to return only a subset of the delta surface.
[Examples] 1 | 30 | 180
[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.
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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