GET
/
analytics
/
realized-volatility
/
implied-vs-realized
Implied (vs) Realized
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": 1717196400000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.07136952487065,
        "indexPrice": 67467.2625862069,
        "realizedVolatility7": 34.3703605121272,
        "realizedVolatility30": 43.18781667949284
      },
      {
        "timestamp": 1717192800000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.342093330604044,
        "indexPrice": 67497.18362068966,
        "realizedVolatility7": 34.64484778160513,
        "realizedVolatility30": 43.18780597002004
      },
      {
        "timestamp": 1717189200000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.26759282303395,
        "indexPrice": 67630.19172413793,
        "realizedVolatility7": 34.74106116948189,
        "realizedVolatility30": 43.29780207914846
      },
      {
        "timestamp": 1717185600000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.752479678719894,
        "indexPrice": 67577.36913793103,
        "realizedVolatility7": 34.810606097346145,
        "realizedVolatility30": 43.365305949478305
      },
      {
        "timestamp": 1717182000000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.54544438742615,
        "indexPrice": 67338.2125862069,
        "realizedVolatility7": 34.77334686626163,
        "realizedVolatility30": 45.01111142559468
      },
      {
        "timestamp": 1717178400000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 43.58550179028271,
        "indexPrice": 67278.44379310345,
        "realizedVolatility7": 34.77483463827298,
        "realizedVolatility30": 45.88253030236198
      },
      {
        "timestamp": 1717174800000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.65212320443574,
        "indexPrice": 67135.22103448276,
        "realizedVolatility7": 34.81151928224687,
        "realizedVolatility30": 45.94101096369127
      },
      {
        "timestamp": 1717171200000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.05292487776283,
        "indexPrice": 67150.05120689655,
        "realizedVolatility7": 35.16901173446312,
        "realizedVolatility30": 45.95035609919127
      },
      {
        "timestamp": 1717167600000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.62193308928349,
        "indexPrice": 67420.9175862069,
        "realizedVolatility7": 35.101964176000635,
        "realizedVolatility30": 46.09187643963553
      },
      {
        "timestamp": 1717164000000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 40.85719429064001,
        "indexPrice": 68045.02189655173,
        "realizedVolatility7": 32.83801992230775,
        "realizedVolatility30": 45.985923248467046
      },
      {
        "timestamp": 1717160400000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.0914175946095,
        "indexPrice": 68602.44586206897,
        "realizedVolatility7": 30.969377533815834,
        "realizedVolatility30": 46.08475823154777
      },
      {
        "timestamp": 1717156800000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 40.393181822080805,
        "indexPrice": 68316.85275862069,
        "realizedVolatility7": 30.86787037320451,
        "realizedVolatility30": 46.06726412669179
      },
      {
        "timestamp": 1717153200000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 40.24332779352483,
        "indexPrice": 68276.985,
        "realizedVolatility7": 30.897628942222365,
        "realizedVolatility30": 46.07116421016948
      },
      {
        "timestamp": 1717149600000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.24436534443753,
        "indexPrice": 67913.43862068966,
        "realizedVolatility7": 30.079126376041657,
        "realizedVolatility30": 46.2023392513109
      },
      {
        "timestamp": 1717146000000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 40.79376804695732,
        "indexPrice": 68125.70551724138,
        "realizedVolatility7": 29.830102310200598,
        "realizedVolatility30": 46.187515019914514
      },
      {
        "timestamp": 1717142400000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.677109682894276,
        "indexPrice": 68158.96206896551,
        "realizedVolatility7": 31.804216592926508,
        "realizedVolatility30": 46.24757357019454
      },
      {
        "timestamp": 1717138800000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.61505707430359,
        "indexPrice": 68254.57507462687,
        "realizedVolatility7": 31.789265050895736,
        "realizedVolatility30": 47.836871006227724
      },
      {
        "timestamp": 1717135200000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 41.56870674044439,
        "indexPrice": 68420.31686567163,
        "realizedVolatility7": 31.936468023680746,
        "realizedVolatility30": 47.91940178993071
      },
      {
        "timestamp": 1717131600000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.092361109357356,
        "indexPrice": 68494.27873134328,
        "realizedVolatility7": 31.911794908220145,
        "realizedVolatility30": 47.93992301936472
      },
      {
        "timestamp": 1717128000000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.41582040999914,
        "indexPrice": 68526.27335820896,
        "realizedVolatility7": 32.013047017286496,
        "realizedVolatility30": 47.93953461667026
      },
      {
        "timestamp": 1717124400000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.5444366337161,
        "indexPrice": 68515.56253731344,
        "realizedVolatility7": 32.08749894871356,
        "realizedVolatility30": 47.972061490871624
      },
      {
        "timestamp": 1717120800000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.608036734124184,
        "indexPrice": 68424.391119403,
        "realizedVolatility7": 32.07903446336882,
        "realizedVolatility30": 47.987255244078945
      },
      {
        "timestamp": 1717117200000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 42.935524727386145,
        "indexPrice": 68443.67858208955,
        "realizedVolatility7": 32.128317584223424,
        "realizedVolatility30": 47.99252257051946
      },
      {
        "timestamp": 1717113600000,
        "exchange": "deribit",
        "currency": "BTC",
        "atm": 43.765025163964545,
        "indexPrice": 68343.93768656715,
        "realizedVolatility7": 32.34504133182403,
        "realizedVolatility30": 48.05918073485389
      }
    ],
    "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>
default:2024-05-01
required

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

​
endDate
string
default:2024-06-01
required

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

​
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.