This endpoint compares the model “At-The-Money” volatility versus the implied volatility found on Deribit, in order to validate our proprietary “modelAtm”. The payload will include various daysToExpiraton so users can see the term-structure.
[Required] The underlying currency to compare model ATM vs deribit ATM IV.
[Examples] BTC | ETH | SOL
[Required] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-08-01T01:00:00
[Required] Payload only includes data up-to this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Time interval of data frequency for the selected date range.
[Examples] minute | hour