GET
/
analytics
/
volatility
/
svi-minutely
SVI - Minutely
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "currency": "BTC",
        "expirationTimestamp": "2024-11-24",
        "forwardDifference": 65.421875,
        "indexPrice": 98756.9609375,
        "sviA": -5.639107704162598,
        "sviB": 39.75821304321289,
        "sviM": -0.20742395520210266,
        "sviRho": -0.6995736956596375,
        "sviSigma": 0.20480555295944214,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2024-11-25",
        "forwardDifference": 109.2265625,
        "indexPrice": 98756.9609375,
        "sviA": -0.4821126163005829,
        "sviB": 7.483584880828857,
        "sviM": -0.062279004603624344,
        "sviRho": -0.4358375370502472,
        "sviSigma": 0.10142073780298233,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2024-11-29",
        "forwardDifference": 316.265625,
        "indexPrice": 98756.9609375,
        "sviA": -1.972853422164917,
        "sviB": 6.577316761016846,
        "sviM": -0.05279833450913429,
        "sviRho": -0.13853329420089722,
        "sviSigma": 0.3499053418636322,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2024-12-06",
        "forwardDifference": 587.265625,
        "indexPrice": 98756.9609375,
        "sviA": -0.7132072448730469,
        "sviB": 3.2979183197021484,
        "sviM": -0.14550690352916718,
        "sviRho": -0.33262351155281067,
        "sviSigma": 0.334104061126709,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2024-12-13",
        "forwardDifference": 849.109375,
        "indexPrice": 98756.9609375,
        "sviA": -0.1729683130979538,
        "sviB": 1.868891954421997,
        "sviM": -0.12346512824296951,
        "sviRho": -0.2985169291496277,
        "sviSigma": 0.2825409173965454,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2024-12-27",
        "forwardDifference": 1407.21875,
        "indexPrice": 98756.9609375,
        "sviA": -0.30817434191703796,
        "sviB": 1.7326325178146362,
        "sviM": -0.16202467679977417,
        "sviRho": -0.30857881903648376,
        "sviSigma": 0.38235053420066833,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2025-01-31",
        "forwardDifference": 2644.7265625,
        "indexPrice": 98756.9609375,
        "sviA": -0.23033219575881958,
        "sviB": 1.160969614982605,
        "sviM": -0.31949517130851746,
        "sviRho": -0.41125980019569397,
        "sviSigma": 0.5577496886253357,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2025-03-28",
        "forwardDifference": 4616.6015625,
        "indexPrice": 98756.9609375,
        "sviA": -0.1914905309677124,
        "sviB": 0.7794833779335022,
        "sviM": -0.32258641719818115,
        "sviRho": -0.2921357750892639,
        "sviSigma": 0.739845871925354,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2025-06-27",
        "forwardDifference": 7726.859375,
        "indexPrice": 98756.9609375,
        "sviA": -0.14289656281471252,
        "sviB": 0.5620532631874084,
        "sviM": -0.4507488012313843,
        "sviRho": -0.3076874911785126,
        "sviSigma": 0.9575263261795044,
        "timestamp": 1732316400000
      },
      {
        "currency": "BTC",
        "expirationTimestamp": "2025-09-26",
        "forwardDifference": 10416.2421875,
        "indexPrice": 98756.9609375,
        "sviA": 0.09907551109790802,
        "sviB": 0.35495826601982117,
        "sviM": -0.4934375286102295,
        "sviRho": -0.33383607864379883,
        "sviSigma": 0.7994546294212341,
        "timestamp": 1732316400000
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

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

​
signature
string

[Optional] This parameter allows for users to get a verifiable signature using the ECDSA format.

​
timeFormat
string
default:hr

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

​
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.

​
startDate
string

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
endDate
string

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

Response

200
application/json

200

The response is of type object.