> ## 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.

# SVI - Historical

> This endpoint provides calibrated SVI (Stochastic Volatility Inspired) parameters for BTC and ETH options traded on Deribit, with hourly granularity. The data covers each hour from April 1, 2019, to the present, offering a historical view of volatility surface calibrations for these assets.

Download the SVI White Paper here: https://go.amberdata.io/hubfs/SVITrueLineWhitepaper.pdf




## OpenAPI

````yaml get /analytics/volatility/svi-hourly
openapi: 3.1.0
info:
  title: derivatives-api
  version: '2'
servers:
  - url: https://api.amberdata.com/markets/derivatives
security:
  - sec0: []
paths:
  /analytics/volatility/svi-hourly:
    get:
      summary: SVI - Historical
      description: >
        This endpoint provides calibrated SVI (Stochastic Volatility Inspired)
        parameters for BTC and ETH options traded on Deribit, with hourly
        granularity. The data covers each hour from April 1, 2019, to the
        present, offering a historical view of volatility surface calibrations
        for these assets.


        Download the SVI White Paper here:
        https://go.amberdata.io/hubfs/SVITrueLineWhitepaper.pdf
      operationId: derivatives-svi-historical
      parameters:
        - name: exchange
          in: query
          description: |
            **[Required]**  The exchange for which SVI calibration occurs.
            **[Examples]** ` deribit `
          required: true
          schema:
            type: string
            default: deribit
        - name: currency
          in: query
          description: >
            **[Required]** The underlying currency for which there are listed
            option instruments.

            **[Examples]** ` BTC | ETH `
          required: true
          schema:
            type: string
            default: BTC
        - name: startDate
          in: query
          description: >-
            **[Options]** This parameter sets the starting date of historical
            data to be pulled.
          schema:
            type: string
            format: date-time
            default: '2024-10-03T00:00:00.000Z'
        - name: endDate
          in: query
          description: >-
            **[Options]** This parameter sets the ending date of historical data
            to be pulled.
          schema:
            type: string
            format: date-time
            default: '2024-10-04T00:00:00.000Z'
        - name: timeInterval
          in: query
          description: >
            **[Optional]** Time interval of data frequency for the selected date
            range.

            **[Examples]**  hour | day`
          schema:
            type: string
            default: hour
        - name: sviFormat
          in: query
          description: >-
            **[Optional]** This parameter can be either blank (default) or "TAU"
            which returns the SVI parameters and days to expiration as a decimal
            to years.
          schema:
            type: string
        - 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
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - currency: BTC
                          daysToExpiration: 0.981726
                          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: 7.981726
                          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: 48.981726
                          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: 87.981726
                          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: 197.981726
                          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: 267.981726
                          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: 357.981726
                          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'
              schema:
                type: object
                properties:
                  status:
                    type: integer
                    example: 200
                    default: 0
                  title:
                    type: string
                    example: OK
                  description:
                    type: string
                    example: Successful request
                  payload:
                    type: object
                    properties:
                      data:
                        type: array
                        items:
                          type: object
                          properties:
                            currency:
                              type: string
                              example: BTC
                            daysToExpiration:
                              type: number
                              example: 0.0036438357
                              default: 0
                            expirationTimestamp:
                              type: string
                              example: '2024-10-04'
                            forwardDifference:
                              type: number
                              example: 23.761719
                              default: 0
                            indexPrice:
                              type: number
                              example: 60633.29
                              default: 0
                            sviA:
                              type: number
                              example: -0.0036135927428977404
                              default: 0
                            sviB:
                              type: number
                              example: 0.03935472975957192
                              default: 0
                            sviM:
                              type: number
                              example: 0.049948912
                              default: 0
                            sviRho:
                              type: number
                              example: 0.28880113
                              default: 0
                            sviSigma:
                              type: number
                              example: 0.11719716
                              default: 0
                            timestamp:
                              type: string
                              example: 2024-10-03 00:00:00 000
                      metadata:
                        type: object
                        properties:
                          api-version:
                            type: string
                            example: '2023-09-30'
        '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

````