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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>'
{
  "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
instrument
string
isAtm
boolean
startDate
string<date-time>
endDate
string<date-time>
expiration
string
strike
integer
putCall
string
timeInterval
string
timeFormat
string
default:hr
minStrike
integer
maxStrike
integer
minDaysToExpiration
integer
maxDaysToExpiration
integer

Response

status
integer
title
string
description
string
payload
object