GET
/
analytics
/
volatility
/
term-structures
/
forward-volatility
/
constant
Term Structures Constant
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"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit

​
currency
string
default:BTC
required

[Required] The underlying currency for which there are listed option instruments. [Examples] BTC | SOL_USDC
Note: inverse options have underlying currencies formatted as (BTC, ETH) while linear option currency formats include the stable coin in the same (SOL_USDC)

​
timestamp
string<date-time>
default:2024-04-12T00:00:00

[Required] Payload only includes data for this timestamp. [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-04-03T08:00:00

​
timeFormat
string

[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.