curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/moneyness-surfaces/constant \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"atm": 59.35,
"call10PercentOutOfMoneyVolatility": 61.03,
"call20PercentOutOfMoneyVolatility": 64.05,
"call30PercentOutOfMoneyVolatility": 67.42,
"call40PercentOutOfMoneyVolatility": 70.72,
"currency": "BTC",
"daysToExpiration": 180,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 60.59,
"put20PercentOutOfMoneyVolatility": 65.37,
"put30PercentOutOfMoneyVolatility": 72.77,
"put40PercentOutOfMoneyVolatility": 81.97,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 109432.44
},
{
"atm": 57.87,
"call10PercentOutOfMoneyVolatility": 60.18,
"call20PercentOutOfMoneyVolatility": 63.83,
"call30PercentOutOfMoneyVolatility": 67.9,
"call40PercentOutOfMoneyVolatility": 72,
"currency": "BTC",
"daysToExpiration": 30,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 58.58,
"put20PercentOutOfMoneyVolatility": 64.47,
"put30PercentOutOfMoneyVolatility": 76.7,
"put40PercentOutOfMoneyVolatility": 94.31,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 104203.24
},
{
"atm": 58.2,
"call10PercentOutOfMoneyVolatility": 59.59,
"call20PercentOutOfMoneyVolatility": 62.1,
"call30PercentOutOfMoneyVolatility": 65.1,
"call40PercentOutOfMoneyVolatility": 68.26,
"currency": "BTC",
"daysToExpiration": 60,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 58.9,
"put20PercentOutOfMoneyVolatility": 62.49,
"put30PercentOutOfMoneyVolatility": 69.29,
"put40PercentOutOfMoneyVolatility": 79.36,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 105332.44
},
{
"atm": 56.75,
"call10PercentOutOfMoneyVolatility": 63.1,
"call20PercentOutOfMoneyVolatility": 74.14,
"call30PercentOutOfMoneyVolatility": 85.49,
"call40PercentOutOfMoneyVolatility": 96.02,
"currency": "BTC",
"daysToExpiration": 7,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 64.49,
"put20PercentOutOfMoneyVolatility": 85.77,
"put30PercentOutOfMoneyVolatility": 113.03,
"put40PercentOutOfMoneyVolatility": 142.61,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 103491.37
}
]
}
}This endpoint returns the option implied volatility surface in the form of moneyness from the “underlying” future’s price for constant expirations. This surface is calibrated using SVI and is therefor available in hourly format (historical), real-time (on-going) for BTC and ETH on Deribit only.
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/moneyness-surfaces/constant \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"atm": 59.35,
"call10PercentOutOfMoneyVolatility": 61.03,
"call20PercentOutOfMoneyVolatility": 64.05,
"call30PercentOutOfMoneyVolatility": 67.42,
"call40PercentOutOfMoneyVolatility": 70.72,
"currency": "BTC",
"daysToExpiration": 180,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 60.59,
"put20PercentOutOfMoneyVolatility": 65.37,
"put30PercentOutOfMoneyVolatility": 72.77,
"put40PercentOutOfMoneyVolatility": 81.97,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 109432.44
},
{
"atm": 57.87,
"call10PercentOutOfMoneyVolatility": 60.18,
"call20PercentOutOfMoneyVolatility": 63.83,
"call30PercentOutOfMoneyVolatility": 67.9,
"call40PercentOutOfMoneyVolatility": 72,
"currency": "BTC",
"daysToExpiration": 30,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 58.58,
"put20PercentOutOfMoneyVolatility": 64.47,
"put30PercentOutOfMoneyVolatility": 76.7,
"put40PercentOutOfMoneyVolatility": 94.31,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 104203.24
},
{
"atm": 58.2,
"call10PercentOutOfMoneyVolatility": 59.59,
"call20PercentOutOfMoneyVolatility": 62.1,
"call30PercentOutOfMoneyVolatility": 65.1,
"call40PercentOutOfMoneyVolatility": 68.26,
"currency": "BTC",
"daysToExpiration": 60,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 58.9,
"put20PercentOutOfMoneyVolatility": 62.49,
"put30PercentOutOfMoneyVolatility": 69.29,
"put40PercentOutOfMoneyVolatility": 79.36,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 105332.44
},
{
"atm": 56.75,
"call10PercentOutOfMoneyVolatility": 63.1,
"call20PercentOutOfMoneyVolatility": 74.14,
"call30PercentOutOfMoneyVolatility": 85.49,
"call40PercentOutOfMoneyVolatility": 96.02,
"currency": "BTC",
"daysToExpiration": 7,
"exchange": "deribit",
"indexPrice": 103240.09,
"put10PercentOutOfMoneyVolatility": 64.49,
"put20PercentOutOfMoneyVolatility": 85.77,
"put30PercentOutOfMoneyVolatility": 113.03,
"put40PercentOutOfMoneyVolatility": 142.61,
"timestamp": "2025-01-23T00:25:00.000Z",
"underlyingPrice": 103491.37
}
]
}
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