GET
/
analytics
/
realized-volatility
/
implied-vs-realized
/
tradfi
Implied (vs) Realized
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/tradfi \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "atm10": 91.79,
        "atm189": 77.18,
        "atm21": 86.16,
        "atm63": 80.66,
        "atm84": 79.94,
        "currency": "COIN",
        "exchange": "tradfi",
        "indexPrice": 284.6,
        "realizedVolatility21": 146.02,
        "realizedVolatility5": 222.2,
        "timestamp": "2024-11-13 00:00:00 000",
        "timestampImpliedVolatility": "2024-11-13 21:00:00 000"
      },
      {
        "atm10": 93.49,
        "atm189": 77.92,
        "atm21": 88.16,
        "atm63": 82.28,
        "atm84": 81.54,
        "currency": "COIN",
        "exchange": "tradfi",
        "indexPrice": 284.25,
        "realizedVolatility21": 146.02,
        "realizedVolatility5": 222.2,
        "timestamp": "2024-11-13 00:00:00 000",
        "timestampImpliedVolatility": "2024-11-13 20:00:00 000"
      }
    ]
  }
}

Authorizations

x-api-key
string
header
required

Query Parameters

currency
string
default:COIN
required

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

startDate
string<date-time>
default:2024-01-01
required

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

endDate
string
default:2024-11-14
required

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

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.