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"
}
}
}This endpoint returns the option delta surface with floating maturities (exchange listed expirations).
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"
}
}
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