curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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"
}
}
}{}SVI - Minutely
This endpoint provides calibrated SVI (Stochastic Volatility Inspired) parameters for BTC and ETH options traded on Deribit, with 5-minute granularity. Offering a timely calibration view of the volatility surface.
Download the SVI White Paper here: https://go.amberdata.io/hubfs/SVITrueLineWhitepaper.pdf
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-minutely")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
Query Parameters
[Required] The underlying currency for which there are listed option instruments.
[Examples] BTC | ETH
[Optional] This parameter allows for users to get a verifiable signature using the ECDSA format.
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[Optional] This parameter can be either blank (default) or "TAU" which returns the SVI parameters and days to expiration as a decimal to years.
[Optional] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Payload only includes data before this date (exclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
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