> ## Documentation Index > Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt > Use this file to discover all available pages before exploring further. # Delta Surfaces Floating > This endpoint returns the option delta surface with floating maturities (exchange listed expirations). ## OpenAPI ````yaml get /analytics/volatility/delta-surfaces/floating openapi: 3.1.0 info: title: derivatives-api version: '2' servers: - url: https://api.amberdata.com/markets/derivatives security: - sec0: [] paths: /analytics/volatility/delta-surfaces/floating: get: summary: Delta Surfaces Floating description: >- This endpoint returns the option delta surface with floating maturities (exchange listed expirations). operationId: derivatives-volatility-delta-surfaces-floating parameters: - name: exchange in: query description: >- **[Required]** The exchange for which to retrieve the listed option level 1 quotes. **[Examples]** ` deribit | okex | bybit` required: true schema: type: string default: deribit - name: currency in: query description: >- **[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) required: true schema: type: string default: BTC - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00` schema: type: string format: date-time - name: endDate in: query description: >- **[Optional]** Payload only includes data before this date (exclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00` schema: type: string format: date-time - name: daysToExpirationStart in: query description: >- **[Optional]** Users can pass a days to expiration filter lower bound, to return only a subset of the delta surface. **[Examples]** ` 0 | 7 | 60 ` schema: type: integer format: int32 - name: daysToExpirationEnd in: query description: >- **[Optional]** Users can pass a days to expiration filter upper bound, to return only a subset of the delta surface. **[Examples]** ` 1 | 30 | 180 ` schema: type: integer format: int32 - name: timeInterval in: query description: >- **[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. schema: type: string - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string responses: '200': description: '200' content: application/json: examples: Result: value: 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' schema: type: object properties: status: type: integer example: 200 default: 0 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: timestamp: type: string example: '2024-05-23T22:05:00.000Z' exchange: type: string example: deribit currency: type: string example: BTC expirationTimestamp: type: string example: '2024-05-24T08:00:00.000Z' multiplier: type: integer example: 1 default: 0 daysToExpiration: type: number example: 0.4131944444444444 default: 0 openInterest: type: number example: 21055.7 default: 0 indexPrice: type: number example: 67734.43058139535 default: 0 underlyingPrice: type: number example: 67780.36081395349 default: 0 deltaPut05: type: number example: 61.39959340175343 default: 0 deltaPut10: type: number example: 56.30781817193095 default: 0 deltaPut15: type: number example: 53.45849723437246 default: 0 deltaPut20: type: number example: 52.64463892260238 default: 0 deltaPut25: type: number example: 51.817999652871165 default: 0 deltaPut30: type: number example: 50.90319062453815 default: 0 deltaPut35: type: number example: 49.97089861191663 default: 0 deltaPut40: type: number example: 49.0486465238566 default: 0 deltaPut45: type: number example: 48.7695487792514 default: 0 delta50: type: number example: 48.489762188644164 default: 0 atm: type: number example: 48.50340115084713 default: 0 deltaCall45: type: number example: 48.20925633355101 default: 0 deltaCall40: type: number example: 48.15101985000829 default: 0 deltaCall35: type: number example: 48.34329237079542 default: 0 deltaCall30: type: number example: 48.53480320244968 default: 0 deltaCall25: type: number example: 48.88254512454673 default: 0 deltaCall20: type: number example: 49.72037140473578 default: 0 deltaCall15: type: number example: 50.544311721462655 default: 0 deltaCall10: type: number example: 52.98379448135382 default: 0 deltaCall05: type: number example: 57.36799141448832 default: 0 metadata: type: object properties: api-version: type: string example: '2023-09-30' '400': description: '400' content: application/json: examples: Result: value: {} schema: type: object properties: {} deprecated: false security: - ApiKeyAuth: [] components: securitySchemes: ApiKeyAuth: type: apiKey in: header name: x-api-key ````