GET
/
analytics
/
volatility
/
svi-hourly
SVI - Historical
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-hourly \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "currency": "BTC",
        "daysToExpiration": 0.0036438357,
        "expirationTimestamp": "2024-10-04",
        "forwardDifference": 23.761719,
        "indexPrice": 60633.29,
        "sviA": -0.0036135927428977404,
        "sviB": 0.03935472975957192,
        "sviM": 0.049948912,
        "sviRho": 0.28880113,
        "sviSigma": 0.11719716,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.0063835615,
        "expirationTimestamp": "2024-10-05",
        "forwardDifference": 39.101562,
        "indexPrice": 60633.29,
        "sviA": -0.005167490945097585,
        "sviB": 0.03816091608481258,
        "sviM": 0.000045318404,
        "sviRho": -0.1018121,
        "sviSigma": 0.1784428,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.022821918,
        "expirationTimestamp": "2024-10-11",
        "forwardDifference": 125.87109,
        "indexPrice": 60633.29,
        "sviA": -0.025663875622390836,
        "sviB": 0.08331346286604582,
        "sviM": -0.018083537,
        "sviRho": -0.12981224,
        "sviSigma": 0.37109813,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.042,
        "expirationTimestamp": "2024-10-18",
        "forwardDifference": 195.16016,
        "indexPrice": 60633.29,
        "sviA": -0.04346332433050682,
        "sviB": 0.12197709356637895,
        "sviM": -0.18281749,
        "sviRho": -0.40075633,
        "sviSigma": 0.47378927,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.06117808,
        "expirationTimestamp": "2024-10-25",
        "forwardDifference": 261.1797,
        "indexPrice": 60633.29,
        "sviA": -0.027727606783969506,
        "sviB": 0.11929115125318551,
        "sviM": -0.14335781,
        "sviRho": -0.39123753,
        "sviSigma": 0.38048896,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.09953425,
        "expirationTimestamp": "2024-11-08",
        "forwardDifference": 443.0625,
        "indexPrice": 60633.29,
        "sviA": -0.04308736417038395,
        "sviB": 0.1421164341760755,
        "sviM": -0.14133328,
        "sviRho": -0.28546438,
        "sviSigma": 0.5484994,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.15706849,
        "expirationTimestamp": "2024-11-29",
        "forwardDifference": 715.03125,
        "indexPrice": 60633.29,
        "sviA": -0.012232022257476834,
        "sviB": 0.15892159610618226,
        "sviM": -0.27807012,
        "sviRho": -0.488882,
        "sviSigma": 0.44427034,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.23378083,
        "expirationTimestamp": "2024-12-27",
        "forwardDifference": 1088.4492,
        "indexPrice": 60633.29,
        "sviA": -0.4301923736169705,
        "sviB": 0.363443476918354,
        "sviM": -0.52641076,
        "sviRho": -0.3564624,
        "sviSigma": 1.4864652,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.48309588,
        "expirationTimestamp": "2025-03-28",
        "forwardDifference": 2243.4102,
        "indexPrice": 60633.29,
        "sviA": -2.6838196813543718,
        "sviB": 1.43548647335823,
        "sviM": -2.571555,
        "sviRho": -0.6810587,
        "sviSigma": 2.7066078,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.7324109,
        "expirationTimestamp": "2025-06-27",
        "forwardDifference": 3603.3594,
        "indexPrice": 60633.29,
        "sviA": -0.5035042204544481,
        "sviB": 0.39831238488045967,
        "sviM": -0.19830601,
        "sviRho": -0.07523702,
        "sviSigma": 1.9166467,
        "timestamp": "2024-10-03 00:00:00 000"
      },
      {
        "currency": "BTC",
        "daysToExpiration": 0.981726,
        "expirationTimestamp": "2025-09-26",
        "forwardDifference": 5230.3594,
        "indexPrice": 60633.29,
        "sviA": 0.16905168861103947,
        "sviB": 0.2443234348610282,
        "sviM": -0.6533904,
        "sviRho": -0.4180356,
        "sviSigma": 0.82554317,
        "timestamp": "2024-10-03 00:00:00 000"
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange for which SVI calibration occurs. [Examples] deribit

​
currency
string
default:BTC
required

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

​
startDate
string<date-time>
default:2024-10-03T00:00:00.000Z

[Options] This parameter sets the starting date of historical data to be pulled.

​
endDate
string<date-time>
default:2024-10-04T00:00:00.000Z

[Options] This parameter sets the ending date of historical data to be pulled.

​
timeInterval
string
default:hour

[Optional] Time interval of data frequency for the selected date range. [Examples] hour | day`

​
sviFormat
string

[Optional] This parameter can be either blank (default) or "TAU" which returns the SVI parameters and days to expiration as a decimal to years.

​
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.