This endpoint returns the term structure richness. The “Term Structure Richness” is the relative “level” of the Contango or Backwardation shape. A reading of 1.00 would be a perfectly flat term structure - as measured by our method - while readings below/above represent Contango/Backwardation respectively. Using the term structure levels enables us to quantify how extended the term structure pricing currently is, at any point in time. The calculation take a ratio of 7-day ATM IV versus, 30-day, 60-day. 90-day and 180-days.
[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)
[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
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
[Optional] Time interval of data frequency for the selected date range.
[Examples] hour | day
200
The response is of type object
.