curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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"
}
}
}{}Delta Surface Floating
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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/delta-surfaces/floating/tradfi")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
Query Parameters
[Required] The underlying currency for which there are listed option instruments.
[Examples] IBIT | COIN
[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] Users can pass a days to expiration filter lower bound, to return only a subset of the delta surface.
[Examples] 0 | 7 | 60
[Optional] Users can pass a days to expiration filter upper bound, to return only a subset of the delta surface.
[Examples] 1 | 30 | 180
[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.
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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