curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant/tradfi \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"atm": 60.21999716758728,
"currency": "IBIT",
"daysToExpiration": 5,
"deltaCall10": 60.9220027923584,
"deltaCall20": 61.36699914932251,
"deltaCall30": 61.97400093078613,
"deltaCall40": 63.96600008010864,
"deltaPut10": 60.882002115249634,
"deltaPut20": 59.411001205444336,
"deltaPut30": 59.10099744796753,
"deltaPut40": 59.76099967956543,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
},
{
"atm": 60.21999716758728,
"currency": "IBIT",
"daysToExpiration": 10,
"deltaCall10": 60.9220027923584,
"deltaCall20": 61.36699914932251,
"deltaCall30": 61.97400093078613,
"deltaCall40": 63.96600008010864,
"deltaPut10": 60.882002115249634,
"deltaPut20": 59.411001205444336,
"deltaPut30": 59.10099744796753,
"deltaPut40": 59.76099967956543,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
},
{
"atm": 60.21999716758728,
"currency": "IBIT",
"daysToExpiration": 21,
"deltaCall10": 60.9220027923584,
"deltaCall20": 61.36699914932251,
"deltaCall30": 61.97400093078613,
"deltaCall40": 63.96600008010864,
"deltaPut10": 60.882002115249634,
"deltaPut20": 59.411001205444336,
"deltaPut30": 59.10099744796753,
"deltaPut40": 59.76099967956543,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
},
{
"atm": 64.92000222206116,
"currency": "IBIT",
"daysToExpiration": 42,
"deltaCall10": 65.82099795341492,
"deltaCall20": 66.56699776649475,
"deltaCall30": 68.02800297737122,
"deltaCall40": 73.07699918746948,
"deltaPut10": 65.6059980392456,
"deltaPut20": 61.677998304367065,
"deltaPut30": 61.215001344680786,
"deltaPut40": 62.882000207901,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}This endpoint returns the option delta surface with constant maturities. USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET)
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/constant/tradfi \
--header 'x-api-key: <api-key>'{
"status": 200,
"title": "OK",
"description": "Successful request",
"payload": {
"data": [
{
"atm": 60.21999716758728,
"currency": "IBIT",
"daysToExpiration": 5,
"deltaCall10": 60.9220027923584,
"deltaCall20": 61.36699914932251,
"deltaCall30": 61.97400093078613,
"deltaCall40": 63.96600008010864,
"deltaPut10": 60.882002115249634,
"deltaPut20": 59.411001205444336,
"deltaPut30": 59.10099744796753,
"deltaPut40": 59.76099967956543,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
},
{
"atm": 60.21999716758728,
"currency": "IBIT",
"daysToExpiration": 10,
"deltaCall10": 60.9220027923584,
"deltaCall20": 61.36699914932251,
"deltaCall30": 61.97400093078613,
"deltaCall40": 63.96600008010864,
"deltaPut10": 60.882002115249634,
"deltaPut20": 59.411001205444336,
"deltaPut30": 59.10099744796753,
"deltaPut40": 59.76099967956543,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
},
{
"atm": 60.21999716758728,
"currency": "IBIT",
"daysToExpiration": 21,
"deltaCall10": 60.9220027923584,
"deltaCall20": 61.36699914932251,
"deltaCall30": 61.97400093078613,
"deltaCall40": 63.96600008010864,
"deltaPut10": 60.882002115249634,
"deltaPut20": 59.411001205444336,
"deltaPut30": 59.10099744796753,
"deltaPut40": 59.76099967956543,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
},
{
"atm": 64.92000222206116,
"currency": "IBIT",
"daysToExpiration": 42,
"deltaCall10": 65.82099795341492,
"deltaCall20": 66.56699776649475,
"deltaCall30": 68.02800297737122,
"deltaCall40": 73.07699918746948,
"deltaPut10": 65.6059980392456,
"deltaPut20": 61.677998304367065,
"deltaPut30": 61.215001344680786,
"deltaPut40": 62.882000207901,
"exchange": "tradfi",
"indexPrice": 53.134998,
"multiplier": 100,
"timestamp": "2024-11-19T17:40:00.000Z"
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
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