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
}
]
}
}{}Volatility
Level 1 Quotes
This endpoint returns the “Level 1” option chain with associated volatilities, greeks and underlying prices. This is the core underlying options data for many analytics.\n\nNote: Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call. If no date range is passed, the most recent option chain will be returned.
USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET)
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
}
]
}
}{}Query Parameters
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