GET
/
analytics
/
volatility
/
delta-surfaces
/
constant
/
tradfi
Delta Surfaces Constant
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"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
currency
string
default:IBIT
required

[Required] The underlying currency for which there are listed option instruments. [Examples] IBIT | COIN

​
startDate
string<date-time>

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-11-19T15:00:00

​
endDate
string<date-time>

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-11-20T15:00:00

​
daysToExpirationStart
integer

[Optional] Users can pass a days to expiration filter lower bound, to return only a subset of the delta surface. [Examples] 0 | 7 | 60

​
daysToExpirationEnd
integer

[Optional] Users can pass a days to expiration filter upper bound, to return only a subset of the delta surface. [Examples] 1 | 30 | 180 | 600

​
timeInterval
string

[Optional] Time interval of data frequency for the selected date range. [Examples] minute | hour | day [Note] Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call.

​
timeFormat
string

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Response

200
application/json

Successful request

The response is of type object.