GET
/
analytics
/
volatility
/
delta-surfaces
/
floating
/
tradfi
Delta Surface Floating
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "atm": 67.88,
        "currency": "IBIT",
        "daysToExpiration": 6.13,
        "deltaCall05": 91.48,
        "deltaCall10": 82.41,
        "deltaCall15": 78.19,
        "deltaCall20": 75.78,
        "deltaCall25": 73.98,
        "deltaCall30": 72.64,
        "deltaCall35": 71.65,
        "deltaCall40": 70.8,
        "deltaCall45": 69.89,
        "deltaPut05": 72.27,
        "deltaPut10": 66.72,
        "deltaPut15": 65.59,
        "deltaPut20": 65.6,
        "deltaPut25": 65.57,
        "deltaPut30": 65.93,
        "deltaPut35": 66.59,
        "deltaPut40": 67.35,
        "deltaPut45": 67.92,
        "exchange": "tradfi",
        "indexPrice": 56.45423913043478,
        "multiplier": 100,
        "timestamp": 1732308900000,
        "underlyingRate": 0.05209
      },
      {
        "atm": 64.99,
        "currency": "IBIT",
        "daysToExpiration": 13.13,
        "deltaCall05": 87.13,
        "deltaCall10": 77.56,
        "deltaCall15": 73.58,
        "deltaCall20": 71.39,
        "deltaCall25": 69.9,
        "deltaCall30": 68.75,
        "deltaCall35": 67.68,
        "deltaCall40": 67.04,
        "deltaCall45": 66.32,
        "deltaPut05": 70.04,
        "deltaPut10": 65.35,
        "deltaPut15": 64.56,
        "deltaPut20": 64.13,
        "deltaPut25": 63.91,
        "deltaPut30": 64.44,
        "deltaPut35": 64.17,
        "deltaPut40": 64.57,
        "deltaPut45": 65.05,
        "exchange": "tradfi",
        "indexPrice": 56.45293478260869,
        "multiplier": 100,
        "timestamp": 1732308900000,
        "underlyingRate": 0.05181
      }
    ],
    "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 | 2020-09-01T01:00:00

​
endDate
string<date-time>

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
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

​
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

200

The response is of type object.