Skip to main content
GET
/
analytics
/
volatility
/
moneyness-surfaces
/
constant
Moneyness Surfaces Constant
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
      }
    ]
  }
}

Authorizations

x-api-key
string
header
required

Query Parameters

currency
string
default:BTC
required
startDate
string<date-time>
endDate
string<date-time>
daysToExpirationStart
integer
daysToExpirationEnd
integer
timeFormat
string
default:hr

Response

status
integer
Example:
title
string
Example:
description
string
Example:
payload
object