GET
/
analytics
/
volatility
/
term-structures
/
forward-volatility
/
constant
/
tradfi
Term Structures Constant
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/term-structures/forward-volatility/constant/tradfi \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "atm": 48.07,
        "currency": "BITO",
        "daysToExpiration": 5,
        "exchange": "tradfi",
        "fwdAtm": null,
        "timestamp": "2024-10-02 20:00:00 000"
      },
      {
        "atm": 46.89,
        "currency": "BITO",
        "daysToExpiration": 10,
        "exchange": "tradfi",
        "fwdAtm": 45.69,
        "timestamp": "2024-10-02 20:00:00 000"
      },
      {
        "atm": 49.2,
        "currency": "BITO",
        "daysToExpiration": 21,
        "exchange": "tradfi",
        "fwdAtm": 51.21,
        "timestamp": "2024-10-02 20:00:00 000"
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

x-api-key
string
header
required

Query Parameters

currency
string
default:BITO
required

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

timestamp
string<date-time>

[Required] Payload only includes data for this timestamp. [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-11-19

timeFormat
string

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

Response

200
application/json

200

The response is of type object.