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)
[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
200
The response is of type object
.