> ## 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.

# Level 1 Quotes

> This endpoint returns the Level 1 option chain with associated volatilities, greeks and underlying prices. This is the core underlying options data for many analytics.

Although this data streams to Amberdata every 100ms this endpoint returns the first observation for each instrument in 1-minute, 1-hour or 1-day intervals.  
Note: Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call.  If no date range is passed, the most recent option chain will be returned.



## OpenAPI

````yaml get /analytics/volatility/level-1-quotes
openapi: 3.1.0
info:
  title: derivatives-api
  version: '2'
servers:
  - url: https://api.amberdata.com/markets/derivatives
security:
  - sec0: []
paths:
  /analytics/volatility/level-1-quotes:
    get:
      summary: Level 1 Quotes
      description: >-
        This endpoint returns the Level 1 option chain with associated
        volatilities, greeks and underlying prices. This is the core underlying
        options data for many analytics.


        Although this data streams to Amberdata every 100ms this endpoint
        returns the first observation for each instrument in 1-minute, 1-hour or
        1-day intervals.  

        Note: Due to the density of data historical date ranges are limited to
        60x 1-minute or 24x 1 hour intervals, per call.  If no date range is
        passed, the most recent option chain will be returned.
      operationId: derivatives-volatility-level-1-quotes
      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: instrument
          in: query
          description: >-
            **[Optional]** Users can pass a single instrument in order to
            retrieve a time series of data for it. 

            **[Examples]** ` BTC-26APR24-100000-C`
          schema:
            type: string
        - name: isAtm
          in: query
          description: >-
            **[Optional]** Users can pass an isAtm flag in order to return only
            ATM (at-the-money) options 

            **[Examples]** `TRUE | FALSE`
          schema:
            type: boolean
        - name: putCall
          in: query
          description: |-
            **[Optional]** The option type 
            **[Examples]** ` C | P `
          schema:
            type: string
        - 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: strike
          in: query
          description: >-
            **[Optional]** The option instrument subset with a given strike
            price. 

            **[Examples]** ` 100000 | 3500 `
          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:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                    example: 200
                  title:
                    type: string
                    example: OK
                  description:
                    type: string
                    example: Successful request
                  payload:
                    type: object
                    properties:
                      data:
                        type: array
                        items:
                          type: object
                          properties:
                            ask:
                              type: number
                              example: 0.0001
                              description: The ask price for the option contract
                            askIv:
                              type: number
                              example: 231.64
                              description: The implied volatility for the ask price
                            askVolume:
                              type: number
                              example: 15
                              description: The volume available at the ask price
                            bid:
                              type: number
                              example: 0
                              description: The bid price for the option contract
                            bidIv:
                              type: number
                              example: 0
                              description: The implied volatility for the bid price
                            bidVolume:
                              type: number
                              example: 0
                              description: The volume available at the bid price
                            currency:
                              type: string
                              example: BTC
                              description: The underlying currency for the option contract
                            delta:
                              type: number
                              example: 0
                              description: The delta Greek of the option contract
                            exchange:
                              type: string
                              example: deribit
                              description: The exchange where the option is listed
                            exchangeTimestamp:
                              type: string
                              example: '2025-02-05T22:40:01.428Z'
                              description: >-
                                The timestamp when the data was received from
                                the exchange
                            expirationTimestamp:
                              type: string
                              example: '2025-02-06T08:00:00.000Z'
                              description: >-
                                The expiration date and time of the option
                                contract
                            gamma:
                              type: number
                              example: 0
                              description: The gamma Greek of the option contract
                            indexPrice:
                              type: number
                              example: 96505.71
                              description: The index price of the underlying asset
                            instrument:
                              type: string
                              example: BTC-6FEB25-118000-C
                              description: >-
                                The full instrument identifier as used by the
                                exchange
                            instrumentNormalized:
                              type: string
                              example: DERIBIT-BTC-06FEB25-118000.0-C
                              description: The normalized instrument identifier
                            isAtm:
                              type: boolean
                              example: false
                              description: Whether the option is at-the-money (ATM)
                            isCarryForward:
                              type: boolean
                              example: false
                              description: >-
                                Whether this data point is carried forward from
                                a previous timestamp
                            isExchangeProvidedGreeks:
                              type: boolean
                              example: true
                              description: >-
                                Whether the Greeks were provided by the exchange
                                or calculated
                            markIv:
                              type: number
                              example: 81.86
                              description: The mark implied volatility of the option
                            markPrice:
                              type: number
                              example: 0
                              description: The mark price of the option contract
                            multiplier:
                              type: integer
                              example: 1
                              description: The contract multiplier for the option
                            openInterest:
                              type: number
                              example: 2.1
                              description: The open interest in the option contract
                            openInterestUSD:
                              type: number
                              example: 202661.991
                              description: The open interest in USD terms
                            putCall:
                              type: string
                              example: C
                              description: The option type - C for Call, P for Put
                            rho:
                              type: number
                              example: 0
                              description: The rho Greek of the option contract
                            strike:
                              type: integer
                              example: 118000
                              description: The strike price of the option contract
                            theta:
                              type: number
                              example: 0
                              description: The theta Greek of the option contract
                            timestamp:
                              type: string
                              example: '2025-02-05T22:40:00.000Z'
                              description: The timestamp for the data point
                            underlyingPrice:
                              type: number
                              example: 96481.4645
                              description: The current price of the underlying asset
                            vega:
                              type: number
                              example: 0
                              description: The vega Greek of the option contract
                            volume:
                              type: number
                              example: 50
                              description: The trading volume for the option contract
                            volumeUSD:
                              type: number
                              example: 4825285.5
                              description: The trading volume in USD terms
              examples:
                Result:
                  value:
                    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
        '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

````