GET
/
analytics
/
volatility
/
level-1-quotes
Level 1 Quotes
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "ask": 0.0001,
        "askIv": 231.64,
        "askVolume": 15,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-118000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-118000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.86,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 2.1,
        "openInterestUSD": 202661.991,
        "putCall": "C",
        "rho": 0,
        "strike": 118000,
        "theta": 0,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0,
        "volume": 50,
        "volumeUSD": 4825285.5
      },
      {
        "ask": 0.0001,
        "askIv": 214.14,
        "askVolume": 7.8,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-116000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-116000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.86,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 11.6,
        "openInterestUSD": 1119466.236,
        "putCall": "C",
        "rho": 0,
        "strike": 116000,
        "theta": 0,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0,
        "volume": 0,
        "volumeUSD": 0
      },
      {
        "ask": 0.0001,
        "askIv": 196.17,
        "askVolume": 2.6,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-114000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-114000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.86,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 5.6,
        "openInterestUSD": 540431.976,
        "putCall": "C",
        "rho": 0,
        "strike": 114000,
        "theta": 0,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0,
        "volume": 0,
        "volumeUSD": 0
      },
      {
        "ask": 0.0001,
        "askIv": 177.67,
        "askVolume": 3.9,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-112000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-112000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.77,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 29.6,
        "openInterestUSD": 2856569.0160000003,
        "putCall": "C",
        "rho": 0,
        "strike": 112000,
        "theta": -0.00001,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0,
        "volume": 1.3,
        "volumeUSD": 125457.42300000001
      },
      {
        "ask": 0.0001,
        "askIv": 158.61,
        "askVolume": 4.8,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-110000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-110000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.31,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 30.4,
        "openInterestUSD": 2933773.5840000003,
        "putCall": "C",
        "rho": 0,
        "strike": 110000,
        "theta": -0.00021,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0.00007,
        "volume": 1.4,
        "volumeUSD": 135107.994
      },
      {
        "ask": 0.0001,
        "askIv": 138.92,
        "askVolume": 1,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-108000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-108000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 77.87,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 38.6,
        "openInterestUSD": 3725120.4060000004,
        "putCall": "C",
        "rho": 0,
        "strike": 108000,
        "theta": -0.00251,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0.00071,
        "volume": 23.3,
        "volumeUSD": 2248583.043
      },
      {
        "ask": 0.0001,
        "askIv": 128.82,
        "askVolume": 3,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0.00002,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-107000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-107000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 77.56,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 11.2,
        "openInterestUSD": 1080863.952,
        "putCall": "C",
        "rho": 0.00002,
        "strike": 107000,
        "theta": -0.01273,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96480.2093,
        "vega": 0.00311,
        "volume": 12,
        "volumeUSD": 1158068.52
      },
      {
        "ask": 0.0001,
        "askIv": 118.51,
        "askVolume": 1.7,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0.00011,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-106000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-106000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 77.51,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 63.6,
        "openInterestUSD": 6137763.156,
        "putCall": "C",
        "rho": 0.00011,
        "strike": 106000,
        "theta": -0.06261,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0.01307,
        "volume": 42.4,
        "volumeUSD": 4091842.1040000003
      },
      {
        "ask": 0.0001,
        "askIv": 108.01,
        "askVolume": 3,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0.00043,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-105000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-105000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 77.51,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 80.6,
        "openInterestUSD": 7778360.226,
        "putCall": "C",
        "rho": 0.00044,
        "strike": 105000,
        "theta": -0.27894,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96480.2093,
        "vega": 0.04876,
        "volume": 61.9,
        "volumeUSD": 5973703.449
      },
      {
        "ask": 0.0002,
        "askIv": 106.63,
        "askVolume": 2.9,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0.0015,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-104000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-104000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 77.15,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 39.7,
        "openInterestUSD": 3831276.6870000004,
        "putCall": "C",
        "rho": 0.00153,
        "strike": 104000,
        "theta": -1.05337,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0.15389,
        "volume": 66.3,
        "volumeUSD": 6398328.573
      },
      {
        "ask": 0.0003,
        "askIv": 100.86,
        "askVolume": 15.6,
        "bid": 0,
        "bidIv": 0,
        "bidVolume": 0,
        "currency": "BTC",
        "delta": 0.0048,
        "exchange": "deribit",
        "exchangeTimestamp": "2025-02-05T22:40:01.428Z",
        "expirationTimestamp": "2025-02-06T08:00:00.000Z",
        "gamma": 0.00001,
        "indexPrice": 96505.71,
        "instrument": "BTC-6FEB25-103000-C",
        "instrumentNormalized": "DERIBIT-BTC-06FEB25-103000.0-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 76.96,
        "markPrice": 0,
        "multiplier": 1,
        "openInterest": 53.8,
        "openInterestUSD": 5192007.198,
        "putCall": "C",
        "rho": 0.00489,
        "strike": 103000,
        "theta": -3.69384,
        "timestamp": "2025-02-05T22:40:00.000Z",
        "underlyingPrice": 96481.4645,
        "vega": 0.43891,
        "volume": 53.4,
        "volumeUSD": 5153404.914
      }
    ]
  }
}

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)

​
instrument
string

[Optional] Users can pass a single instrument in order to retrieve a time series of data for it. [Examples] BTC-26APR24-100000-C

​
isAtm
boolean

[Optional] Users can pass an isAtm flag in order to return only ATM (at-the-money) options [Examples] TRUE | FALSE

​
putCall
string

[Optional] The option type [Examples] C | P

​
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

​
strike
integer

[Optional] The option instrument subset with a given strike price. [Examples] 100000 | 3500

​
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

​
status
integer
Example:

200

​
title
string
Example:

"OK"

​
description
string
Example:

"Successful request"

​
payload
object