Level 1 Quotes

curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/tradfi \
  --header 'x-api-key: <api-key>'

import requests

url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/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/level-1-quotes/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/level-1-quotes/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/level-1-quotes/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/level-1-quotes/tradfi")
  .header("x-api-key", "<api-key>")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/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": [
      {
        "ask": 0.05,
        "askIv": 88.46,
        "askVolume": null,
        "bid": null,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": -0.00874,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:21:07.138Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00177,
        "indexPrice": 52.735,
        "instrument": "IBIT-20DEC24-30-P",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-30-P",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 86.44,
        "markPrice": 0.04253,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "P",
        "rho": -0.00044,
        "strike": 30,
        "theta": -0.00693,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00368,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 23.5,
        "askIv": 184.05,
        "askVolume": null,
        "bid": 21,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": 0.99725,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:20:31.888Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00151,
        "indexPrice": 52.805,
        "instrument": "IBIT-20DEC24-30-C",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-30-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 83.45,
        "markPrice": 23.19409,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "C",
        "rho": 0.02558,
        "strike": 30,
        "theta": -0.00085,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00304,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 0.1,
        "askIv": 95.29,
        "askVolume": null,
        "bid": null,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": -0.01056,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:21:07.128Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00214,
        "indexPrice": 52.735,
        "instrument": "IBIT-20DEC24-31-P",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-31-P",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 83.99,
        "markPrice": 0.0509,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "P",
        "rho": -0.00053,
        "strike": 31,
        "theta": -0.00797,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00435,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 23.5,
        "askIv": 413.65,
        "askVolume": null,
        "bid": 20.2,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": 0.99503,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:20:23.666Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00194,
        "indexPrice": 52.815,
        "instrument": "IBIT-20DEC24-31-C",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-31-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 82.15,
        "markPrice": 22.21807,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "C",
        "rho": 0.02633,
        "strike": 31,
        "theta": -0.00247,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00387,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 0.1,
        "askIv": 89.27,
        "askVolume": null,
        "bid": null,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": -0.01272,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:21:07.138Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00259,
        "indexPrice": 52.735,
        "instrument": "IBIT-20DEC24-32-P",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-32-P",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.58,
        "markPrice": 0.06072,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "P",
        "rho": -0.00064,
        "strike": 32,
        "theta": -0.00913,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00511,
        "volume": null,
        "volumeUSD": null
      }
    ]
  }
}

{}

GET

analytics

volatility

level-1-quotes

tradfi

Level 1 Quotes

curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/tradfi \
  --header 'x-api-key: <api-key>'

import requests

url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/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/level-1-quotes/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/level-1-quotes/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/level-1-quotes/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/level-1-quotes/tradfi")
  .header("x-api-key", "<api-key>")
  .asString();

require 'uri'
require 'net/http'

url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/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": [
      {
        "ask": 0.05,
        "askIv": 88.46,
        "askVolume": null,
        "bid": null,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": -0.00874,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:21:07.138Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00177,
        "indexPrice": 52.735,
        "instrument": "IBIT-20DEC24-30-P",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-30-P",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 86.44,
        "markPrice": 0.04253,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "P",
        "rho": -0.00044,
        "strike": 30,
        "theta": -0.00693,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00368,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 23.5,
        "askIv": 184.05,
        "askVolume": null,
        "bid": 21,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": 0.99725,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:20:31.888Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00151,
        "indexPrice": 52.805,
        "instrument": "IBIT-20DEC24-30-C",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-30-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 83.45,
        "markPrice": 23.19409,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "C",
        "rho": 0.02558,
        "strike": 30,
        "theta": -0.00085,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00304,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 0.1,
        "askIv": 95.29,
        "askVolume": null,
        "bid": null,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": -0.01056,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:21:07.128Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00214,
        "indexPrice": 52.735,
        "instrument": "IBIT-20DEC24-31-P",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-31-P",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 83.99,
        "markPrice": 0.0509,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "P",
        "rho": -0.00053,
        "strike": 31,
        "theta": -0.00797,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00435,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 23.5,
        "askIv": 413.65,
        "askVolume": null,
        "bid": 20.2,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": 0.99503,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:20:23.666Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00194,
        "indexPrice": 52.815,
        "instrument": "IBIT-20DEC24-31-C",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-31-C",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 82.15,
        "markPrice": 22.21807,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "C",
        "rho": 0.02633,
        "strike": 31,
        "theta": -0.00247,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00387,
        "volume": null,
        "volumeUSD": null
      },
      {
        "ask": 0.1,
        "askIv": 89.27,
        "askVolume": null,
        "bid": null,
        "bidIv": null,
        "bidVolume": null,
        "currency": "IBIT",
        "delta": -0.01272,
        "exchange": "tradfi",
        "exchangeTimestamp": "2024-11-19T17:21:07.138Z",
        "expirationTimestamp": "2024-12-20T00:00:00.000Z",
        "gamma": 0.00259,
        "indexPrice": 52.735,
        "instrument": "IBIT-20DEC24-32-P",
        "instrumentNormalized": "TRADFI-IBIT-20DEC24-32-P",
        "isAtm": false,
        "isCarryForward": false,
        "isExchangeProvidedGreeks": true,
        "markIv": 81.58,
        "markPrice": 0.06072,
        "multiplier": 100,
        "openInterest": null,
        "openInterestUSD": null,
        "putCall": "P",
        "rho": -0.00064,
        "strike": 32,
        "theta": -0.00913,
        "timestamp": "2024-11-19T17:20:00.000Z",
        "underlyingPrice": 0.05056,
        "vega": 0.00511,
        "volume": null,
        "volumeUSD": null
      }
    ]
  }
}

{}

Authorizations

x-api-key

string

header

required

Query Parameters

currency

string

default:IBIT

required

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

instrument

string

[Optional] Users can pass a single instrument in order to retrieve a time series of data for it. [Examples] IBIT-20DEC24-50-C

isAtm

boolean

[Optional] Users can pass an isAtm flag in order to return only ATM (at-the-money) options [Examples] TRUE | FALSE

startDate

string<date-time>

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

endDate

string<date-time>

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

expiration

string

[Optional] The option instrument subset with a given expiration date. [Examples] 2027-01-15

strike

integer<int32>

[Optional] The option instrument subset with a given strike price. [Examples] 50 | 100

putCall

string

[Optional] The option instrument subset that's either a call (C) or put (P). [Examples] P | C

timeInterval

string

[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.

timeFormat

string

default:hr

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

minStrike

integer

[Optional] The option with strikes at or above the minStrike. [Examples] 50 | 100

maxStrike

integer

[Optional] The option with strikes at or below the maxStrike. [Examples] 50 | 100

minDaysToExpiration

integer

[Optional] The option with days to expiration at or above the minDaysToExpiration. [Examples] 50 | 100

maxDaysToExpiration

integer

[Optional] The option with days to expiration at or below the maxDaysToExpiration. [Examples] 50 | 100

Response

200

status

integer

title

string

description

string

payload

object

Volatility Cones Level 1 Quotes Instrument

⌘I