> ## 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.

# Monthly versus Daily Volatility Ratio

> This endpoint returns the relationship/comparison of Parkinson realized volatility calculation using one monthly calculation versus 30 daily calculations. The reasons these calculations might differ is due to mean-reversion, intra-month volatility and trending markets.



## OpenAPI

````yaml get /analytics/realized-volatility/monthly-vs-daily-ratio
openapi: 3.1.0
info:
  title: derivatives-api
  version: '2'
servers:
  - url: https://api.amberdata.com/markets/derivatives
security:
  - sec0: []
paths:
  /analytics/realized-volatility/monthly-vs-daily-ratio:
    get:
      summary: Monthly versus Daily Volatility Ratio
      description: >-
        This endpoint returns the relationship/comparison of Parkinson realized
        volatility calculation using one monthly calculation versus 30 daily
        calculations. The reasons these calculations might differ is due to
        mean-reversion, intra-month volatility and trending markets.
      operationId: derivatives-realized-volatility-monthly-daily-ratio
      parameters:
        - name: exchange
          in: query
          description: >-
            **[Required]**  The exchange for which to retrieve the volatility
            cone. 

            **[Examples]** `gdax`
          required: true
          schema:
            type: string
            default: gdax
        - name: pair
          in: query
          description: >-
            **[Required]** The underlying pair for which to retrieve the
            volatility cone. 

            **[Examples]** `btc_usd`
          required: true
          schema:
            type: string
            default: btc_usd
        - 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:
                            timestamp:
                              type: integer
                              example: 1717113600000
                              description: >-
                                The timestamp for the volatility ratio data
                                point in milliseconds
                            monthlyHigh:
                              type: number
                              example: 71980
                              description: The monthly high price for the trading pair
                            monthlyLow:
                              type: number
                              example: 56500
                              description: The monthly low price for the trading pair
                            dailyOpen:
                              type: number
                              example: 68338.58
                              description: The daily opening price for the trading pair
                            dailyHigh:
                              type: number
                              example: 69024.71
                              description: The daily high price for the trading pair
                            dailyLow:
                              type: number
                              example: 66584.47
                              description: The daily low price for the trading pair
                            dailyClose:
                              type: number
                              example: 67472.41
                              description: The daily closing price for the trading pair
                            monthlyHistoricalVolatility:
                              type: number
                              example: 50.3764986312911
                              description: >-
                                The monthly historical volatility calculated
                                using Parkinson method
                            dailyHistoricalVolatility30Days:
                              type: number
                              example: 44.724266426706855
                              description: >-
                                The 30-day historical volatility calculated
                                using daily data and Parkinson method
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - timestamp: 1717113600000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 68338.58
                          dailyHigh: 69024.71
                          dailyLow: 66584.47
                          dailyClose: 67472.41
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 44.724266426706855
                        - timestamp: 1717027200000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 67569.44
                          dailyHigh: 69536.89
                          dailyLow: 67092.91
                          dailyClose: 68338.58
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.66868139849072
                        - timestamp: 1716940800000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 68321.99
                          dailyHigh: 68864.11
                          dailyLow: 67081.66
                          dailyClose: 67569.45
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.563226687535305
                        - timestamp: 1716854400000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 69366.31
                          dailyHigh: 69533.96
                          dailyLow: 67194.59
                          dailyClose: 68321.98
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.9562324420313
                        - timestamp: 1716768000000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 68470.8
                          dailyHigh: 70613.39
                          dailyLow: 68210.12
                          dailyClose: 69368.72
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.70074496173833
                        - timestamp: 1716681600000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 69289.69
                          dailyHigh: 69522
                          dailyLow: 68097.38
                          dailyClose: 68473.72
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.405537150028884
                        - timestamp: 1716595200000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 68545.52
                          dailyHigh: 69605.03
                          dailyLow: 68487.44
                          dailyClose: 69289.67
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.46990787338427
                        - timestamp: 1716508800000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 67932.79
                          dailyHigh: 69278.75
                          dailyLow: 66587.91
                          dailyClose: 68547.8
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 47.08589841634579
                        - timestamp: 1716422400000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 69109.93
                          dailyHigh: 70066.95
                          dailyLow: 66259
                          dailyClose: 67940.45
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 46.45863315887012
                        - timestamp: 1716336000000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 70142.88
                          dailyHigh: 70659.99
                          dailyLow: 68887.52
                          dailyClose: 69109.93
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 45.06156764942955
                        - timestamp: 1716249600000
                          monthlyHigh: 71980
                          monthlyLow: 56500
                          dailyOpen: 71432.16
                          dailyHigh: 71980
                          dailyLow: 69146.01
                          dailyClose: 70142.84
                          monthlyHistoricalVolatility: 50.3764986312911
                          dailyHistoricalVolatility30Days: 45.59409947695456
        '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

````