GET
/
analytics
/
volatility
/
delta-surfaces
/
floating
Delta Surfaces Floating
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-24T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 0.4131944444444444,
        "openInterest": 21055.7,
        "indexPrice": 67734.43058139535,
        "underlyingPrice": 67780.36081395349,
        "deltaPut05": 61.39959340175343,
        "deltaPut10": 56.30781817193095,
        "deltaPut15": 53.45849723437246,
        "deltaPut20": 52.64463892260238,
        "deltaPut25": 51.817999652871165,
        "deltaPut30": 50.90319062453815,
        "deltaPut35": 49.97089861191663,
        "deltaPut40": 49.0486465238566,
        "deltaPut45": 48.7695487792514,
        "delta50": 48.489762188644164,
        "atm": 48.50340115084713,
        "deltaCall45": 48.20925633355101,
        "deltaCall40": 48.15101985000829,
        "deltaCall35": 48.34329237079542,
        "deltaCall30": 48.53480320244968,
        "deltaCall25": 48.88254512454673,
        "deltaCall20": 49.72037140473578,
        "deltaCall15": 50.544311721462655,
        "deltaCall10": 52.98379448135382,
        "deltaCall05": 57.36799141448832
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-25T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 1.4131944444444444,
        "openInterest": 1526.8,
        "indexPrice": 67733.94921875,
        "underlyingPrice": 67802.7644,
        "deltaPut05": 63.390286432227846,
        "deltaPut10": 56.29576903590768,
        "deltaPut15": 53.12575046209823,
        "deltaPut20": 51.76409142123977,
        "deltaPut25": 50.95481184971337,
        "deltaPut30": 50.20073750093303,
        "deltaPut35": 49.50489681900088,
        "deltaPut40": 49.164774493035885,
        "deltaPut45": 48.90232500465648,
        "delta50": 48.84064013733462,
        "atm": 48.84811081344292,
        "deltaCall45": 48.86443026839201,
        "deltaCall40": 49.05388549155084,
        "deltaCall35": 49.312312228721424,
        "deltaCall30": 49.641112437027815,
        "deltaCall25": 50.16111968727644,
        "deltaCall20": 50.803694637826325,
        "deltaCall15": 51.7108666373141,
        "deltaCall10": 53.363801221905696,
        "deltaCall05": 56.801089848001965
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-26T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 2.4131944444444446,
        "openInterest": 489.9,
        "indexPrice": 67734.27045454546,
        "underlyingPrice": 67825.26847272727,
        "deltaPut05": 56.834686003746654,
        "deltaPut10": 50.458872111470036,
        "deltaPut15": 47.90347000654219,
        "deltaPut20": 46.332153433028374,
        "deltaPut25": 45.32876203006834,
        "deltaPut30": 44.570007231379364,
        "deltaPut35": 44.21165847490096,
        "deltaPut40": 43.955458578677685,
        "deltaPut45": 43.79311939412817,
        "delta50": 43.90965985740304,
        "atm": 43.892509878057325,
        "deltaCall45": 44.0159523047188,
        "deltaCall40": 44.1148439437125,
        "deltaCall35": 44.365315702444676,
        "deltaCall30": 44.67138352269049,
        "deltaCall25": 45.067756186253064,
        "deltaCall20": 45.67118454013513,
        "deltaCall15": 46.50494284917901,
        "deltaCall10": 47.91715309039977,
        "deltaCall05": 51.26054763042049
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-31T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 7.413194444444445,
        "openInterest": 63324.6,
        "indexPrice": 67734.5231147541,
        "underlyingPrice": 67937.22098360656,
        "deltaPut05": 58.870260411990785,
        "deltaPut10": 51.89529805471867,
        "deltaPut15": 49.36838569476291,
        "deltaPut20": 47.87177421601838,
        "deltaPut25": 46.89660451381713,
        "deltaPut30": 46.47065517195636,
        "deltaPut35": 46.18467519143885,
        "deltaPut40": 45.983509563138966,
        "deltaPut45": 45.97522950570481,
        "delta50": 46.0020569057243,
        "atm": 45.97936811437821,
        "deltaCall45": 46.150288747173164,
        "deltaCall40": 46.36401223277932,
        "deltaCall35": 46.677760977005086,
        "deltaCall30": 47.28091268547077,
        "deltaCall25": 48.10220819244883,
        "deltaCall20": 49.19593328603236,
        "deltaCall15": 50.76142192431082,
        "deltaCall10": 53.04164395284462,
        "deltaCall05": 57.425294198113576
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-07T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 14.413194444444445,
        "openInterest": 5793.400000000001,
        "indexPrice": 67734.14734375001,
        "underlyingPrice": 68123.285078125,
        "deltaPut05": 57.946895451040284,
        "deltaPut10": 53.22380925973947,
        "deltaPut15": 51.078146968534774,
        "deltaPut20": 49.85689931234503,
        "deltaPut25": 49.26852977791655,
        "deltaPut30": 48.86000752140726,
        "deltaPut35": 48.646002521442725,
        "deltaPut40": 48.57508398511976,
        "deltaPut45": 48.744264959555686,
        "delta50": 49.01281105019236,
        "atm": 48.90128361066813,
        "deltaCall45": 49.3032545384544,
        "deltaCall40": 49.61493645317241,
        "deltaCall35": 49.99714222534878,
        "deltaCall30": 50.469457314881744,
        "deltaCall25": 51.184314481130116,
        "deltaCall20": 52.065291669408985,
        "deltaCall15": 53.46452773188444,
        "deltaCall10": 55.32589917576804,
        "deltaCall05": 59.009439372527616
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-14T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 21.413194444444443,
        "openInterest": 804.3,
        "indexPrice": 67734.14816666667,
        "underlyingPrice": 68309.622,
        "deltaPut05": 57.988951915761334,
        "deltaPut10": 53.85848101245794,
        "deltaPut15": 52.26707528214889,
        "deltaPut20": 51.31990485356478,
        "deltaPut25": 50.873925208414846,
        "deltaPut30": 50.55217499455882,
        "deltaPut35": 50.381288241246416,
        "deltaPut40": 50.33551701156658,
        "deltaPut45": 50.52328807319628,
        "delta50": 50.90492345042453,
        "atm": 50.70067599867382,
        "deltaCall45": 51.19964426025021,
        "deltaCall40": 51.53990194030642,
        "deltaCall35": 51.974274922475715,
        "deltaCall30": 52.482180671061315,
        "deltaCall25": 53.11941641373152,
        "deltaCall20": 54.003508590604234,
        "deltaCall15": 55.152023741858464,
        "deltaCall10": 56.840199939452745,
        "deltaCall05": 60.66555834944259
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-28T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 35.41319444444444,
        "openInterest": 82850.1,
        "indexPrice": 67734.26689393939,
        "underlyingPrice": 68682.01492424242,
        "deltaPut05": 60.83338293627758,
        "deltaPut10": 56.71902132512233,
        "deltaPut15": 55.078805592296206,
        "deltaPut20": 54.22881298826245,
        "deltaPut25": 53.82812056450078,
        "deltaPut30": 53.73283794528371,
        "deltaPut35": 53.69674317999913,
        "deltaPut40": 53.884997776551224,
        "deltaPut45": 54.13818974327869,
        "delta50": 54.47684105021505,
        "atm": 54.246842265186274,
        "deltaCall45": 54.854839873036696,
        "deltaCall40": 55.289431483118136,
        "deltaCall35": 55.81711331114293,
        "deltaCall30": 56.46947524305163,
        "deltaCall25": 57.17311457554652,
        "deltaCall20": 58.161152879228226,
        "deltaCall15": 59.32216305272164,
        "deltaCall10": 61.278386093889814,
        "deltaCall05": 65.46918482518328
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-07-26T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 63.41319444444444,
        "openInterest": 14335.3,
        "indexPrice": 67734.2233,
        "underlyingPrice": 69392.957934,
        "deltaPut05": 62.39535434585565,
        "deltaPut10": 59.31305811315393,
        "deltaPut15": 58.2480045647517,
        "deltaPut20": 57.75106550419852,
        "deltaPut25": 57.612651719309845,
        "deltaPut30": 57.61,
        "deltaPut35": 57.596686573860445,
        "deltaPut40": 58.06031931489327,
        "deltaPut45": 58.398635212827536,
        "delta50": 58.959363766503074,
        "atm": 58.421980135314826,
        "deltaCall45": 59.39494965712675,
        "deltaCall40": 59.88876080494404,
        "deltaCall35": 60.41450456881263,
        "deltaCall30": 61.001211851887376,
        "deltaCall25": 61.679934480035584,
        "deltaCall20": 62.494894499492304,
        "deltaCall15": 63.57717053178149,
        "deltaCall10": 65.42048873550664,
        "deltaCall05": 68.60663609272727
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-09-27T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 126.41319444444444,
        "openInterest": 30580.6,
        "indexPrice": 67734.2246923077,
        "underlyingPrice": 70993.09199999999,
        "deltaPut05": 66.11561872609893,
        "deltaPut10": 63.66174873385,
        "deltaPut15": 62.77264733882836,
        "deltaPut20": 62.51535273969918,
        "deltaPut25": 62.51,
        "deltaPut30": 62.51837728340839,
        "deltaPut35": 62.64531599459715,
        "deltaPut40": 62.98239169107485,
        "deltaPut45": 63.36936789951827,
        "delta50": 63.83971061342066,
        "atm": 63.17562454216025,
        "deltaCall45": 64.45202920906671,
        "deltaCall40": 65.01324611908518,
        "deltaCall35": 65.68999225658902,
        "deltaCall30": 66.42869451713725,
        "deltaCall25": 67.24646311569613,
        "deltaCall20": 68.22605145582811,
        "deltaCall15": 69.45763029923503,
        "deltaCall10": 71.40596243758807,
        "deltaCall05": 74.81186013167752
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-12-27T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 217.41319444444446,
        "openInterest": 25794.7,
        "indexPrice": 67734.08548387098,
        "underlyingPrice": 73253.06016129033,
        "deltaPut05": 69.04092265018153,
        "deltaPut10": 66.89520001724371,
        "deltaPut15": 66.42,
        "deltaPut20": 66.42,
        "deltaPut25": 66.42,
        "deltaPut30": 66.42,
        "deltaPut35": 66.68637600781888,
        "deltaPut40": 67.08314821014369,
        "deltaPut45": 67.55861812913355,
        "delta50": 68.29477142583502,
        "atm": 67.06352914543045,
        "deltaCall45": 68.988382386502,
        "deltaCall40": 69.7038170595409,
        "deltaCall35": 70.39314289700721,
        "deltaCall30": 71.26767392128686,
        "deltaCall25": 72.16689958159897,
        "deltaCall20": 73.16537527990698,
        "deltaCall15": 74.51441726660481,
        "deltaCall10": 76.641946096485,
        "deltaCall05": 79.82239696284384
      },
      {
        "timestamp": "2024-05-23T22:05:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2025-03-28T08:00:00.000Z",
        "multiplier": 1,
        "daysToExpiration": 308.41319444444446,
        "openInterest": 4102.5,
        "indexPrice": 67734.21333333333,
        "underlyingPrice": 75226.43604166668,
        "deltaPut05": 68.95889224078658,
        "deltaPut10": 68.29,
        "deltaPut15": 68.29,
        "deltaPut20": 68.29,
        "deltaPut25": 68.29,
        "deltaPut30": 68.30842826432509,
        "deltaPut35": 68.48906874243397,
        "deltaPut40": 68.87961751988607,
        "deltaPut45": 69.42077201210684,
        "delta50": 70.13429629107888,
        "atm": 68.65634990131066,
        "deltaCall45": 70.8560111618152,
        "deltaCall40": 71.56438174477809,
        "deltaCall35": 72.28794537900006,
        "deltaCall30": 73.04883904881113,
        "deltaCall25": 73.74150915866461,
        "deltaCall20": 74.63982505162018,
        "deltaCall15": 75.77043953594907,
        "deltaCall10": 77.52207506300807,
        "deltaCall05": null
      }
    ],
    "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 | 2020-09-01T01:00:00

​
endDate
string<date-time>

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
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.