curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/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": [
{
"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"
}
]
}
}{}Implied (vs) Realized
This endpoint returns the close-to-close daily realized volatility for 5-days and 21-days. Using the daysToExpiration parameter, users can choose which “at-the-money” implied volatility to compare. Implied Volatility is returned on an hourly interval.
USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET)
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/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/realized-volatility/implied-vs-realized/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/implied-vs-realized/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": [
{
"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
Query Parameters
[Required] The underlying currency for which there are listed option instruments.
[Examples] IBIT | COIN
[Required] Payload only includes data after this date (inclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Required] Payload only includes data before this date (exclusive).
[Formats] seconds | milliseconds | iso8601
[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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