GET
/
analytics
/
volatility
/
term-structures
/
forward-volatility
/
floating
Term Structures Floating
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/floating \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-24T08:00:00.000Z",
        "daysToExpiration": 0.40069444444444446,
        "atm": 48.18119212406436,
        "fwdAtm": null
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-25T08:00:00.000Z",
        "daysToExpiration": 1.4006944444444445,
        "atm": 48.46480114364702,
        "fwdAtm": 48.577977052867816
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-26T08:00:00.000Z",
        "daysToExpiration": 2.4006944444444445,
        "atm": 43.28339639988641,
        "fwdAtm": 34.75030807598399
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-05-31T08:00:00.000Z",
        "daysToExpiration": 7.4006944444444445,
        "atm": 46.450304912583725,
        "fwdAtm": 47.8965128013226
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-07T08:00:00.000Z",
        "daysToExpiration": 14.400694444444444,
        "atm": 48.519944804403636,
        "fwdAtm": 50.61610840594084
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-14T08:00:00.000Z",
        "daysToExpiration": 21.400694444444444,
        "atm": 50.60106649680914,
        "fwdAtm": 54.63370536858937
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-28T08:00:00.000Z",
        "daysToExpiration": 35.40069444444445,
        "atm": 53.76060540395727,
        "fwdAtm": 58.26012518602842
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-07-26T08:00:00.000Z",
        "daysToExpiration": 63.40069444444445,
        "atm": 58.247165892832165,
        "fwdAtm": 63.46720290344688
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-09-27T08:00:00.000Z",
        "daysToExpiration": 126.40069444444444,
        "atm": 63.17620639474564,
        "fwdAtm": 67.77566212230421
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-12-27T08:00:00.000Z",
        "daysToExpiration": 217.40069444444444,
        "atm": 67.07817801426035,
        "fwdAtm": 72.148798792591
      },
      {
        "timestamp": "2024-05-23T22:23:00.000Z",
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2025-03-28T08:00:00.000Z",
        "daysToExpiration": 308.40069444444447,
        "atm": 68.63902950783613,
        "fwdAtm": 72.23152159742965
      }
    ],
    "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.