curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 1,
"atm": 48.35922628296513,
"fwdAtm": null
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 2,
"atm": 45.43736221438332,
"fwdAtm": 42.3142175080092
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 3,
"atm": 43.68325184564065,
"fwdAtm": 39.944607964365645
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 7,
"atm": 46.16990851827613,
"fwdAtm": 47.95034851977852
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 14,
"atm": 48.41110278679033,
"fwdAtm": 50.553034463624144
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 21,
"atm": 50.49107793015334,
"fwdAtm": 54.41302330858023
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 30,
"atm": 52.56344667911033,
"fwdAtm": 57.107257606586295
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 60,
"atm": 57.73201821661908,
"fwdAtm": 62.47444219791323
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 90,
"atm": 60.38590165981284,
"fwdAtm": 65.37124370147538
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 180,
"atm": 65.50760799181039,
"fwdAtm": 70.25693055029386
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}This endpoint returns the term structure (for exchange listed expirations) with forward volatility calculations, for constant “daysToExpiration” maturities.
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 1,
"atm": 48.35922628296513,
"fwdAtm": null
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 2,
"atm": 45.43736221438332,
"fwdAtm": 42.3142175080092
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 3,
"atm": 43.68325184564065,
"fwdAtm": 39.944607964365645
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 7,
"atm": 46.16990851827613,
"fwdAtm": 47.95034851977852
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 14,
"atm": 48.41110278679033,
"fwdAtm": 50.553034463624144
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 21,
"atm": 50.49107793015334,
"fwdAtm": 54.41302330858023
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 30,
"atm": 52.56344667911033,
"fwdAtm": 57.107257606586295
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 60,
"atm": 57.73201821661908,
"fwdAtm": 62.47444219791323
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 90,
"atm": 60.38590165981284,
"fwdAtm": 65.37124370147538
},
{
"timestamp": "2024-05-23T22:22:00.000Z",
"exchange": "deribit",
"currency": "BTC",
"daysToExpiration": 180,
"atm": 65.50760799181039,
"fwdAtm": 70.25693055029386
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
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