GET
/
analytics
/
volatility
/
moneyness-surfaces
/
floating
Moneyness Surfaces Floating
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/moneyness-surfaces/floating \
  --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

[Required] The underlying currency for which there are listed option instruments. [Examples] BTC | ETH

​
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

​
daysToExpirationStart
integer

[Optional] Users can pass a days to expiration filter lower bound, to return only a subset of the delta surface. [Examples] 1 | 7 | 60

​
daysToExpirationEnd
integer

[Optional] Users can pass a days to expiration filter upper bound, to return only a subset of the delta surface. [Examples] 1 | 30 | 180

​
timeFormat
string
default:hr

[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.