curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant"
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/term-structures/forward-volatility/constant', 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/term-structures/forward-volatility/constant",
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/term-structures/forward-volatility/constant"
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/term-structures/forward-volatility/constant")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant")
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": [
{
"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"
}
}
}{}Term Structures Constant
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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant"
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/term-structures/forward-volatility/constant', 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/term-structures/forward-volatility/constant",
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/term-structures/forward-volatility/constant"
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/term-structures/forward-volatility/constant")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant")
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": [
{
"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
Query Parameters
[Required] The exchange for which to retrieve the listed option level 1 quotes.
[Examples] deribit | okex | bybit
[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)
[Required] Payload only includes data for this timestamp.
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2024-04-03T08:00:00
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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