GET
/
analytics
/
realized-volatility
/
cones
/
tradfi
Volatility Cones
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/tradfi \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "current_10days": 188.59100441153967,
        "current_189days": 86.58315755127511,
        "current_21days": 138.18121201307443,
        "current_5days": 177.94536809019925,
        "current_84days": 93.83723862596857,
        "exchange": "tradfi",
        "max_10days": 188.59100441153967,
        "max_189days": 86.76388935216092,
        "max_21days": 140.3676474329399,
        "max_5days": 225.93675129920987,
        "max_84days": 93.94244338085745,
        "min_10days": 24.71124747847173,
        "min_189days": 71.31319001610387,
        "min_21days": 47.55385962174648,
        "min_5days": 12.664887422213141,
        "min_84days": 60.73489458144765,
        "p25_10days": 63.068268972451435,
        "p25_189days": 73.98652169371746,
        "p25_21days": 67.40309577779034,
        "p25_5days": 58.235148096095095,
        "p25_84days": 69.5842893029508,
        "p50_10days": 77.48942438611766,
        "p50_189days": 75.05077112473491,
        "p50_21days": 76.56004436195146,
        "p50_5days": 74.69020857542536,
        "p50_84days": 74.26986502630952,
        "p75_10days": 86.78839740397001,
        "p75_189days": 76.92083508135832,
        "p75_21days": 84.42278362853486,
        "p75_5days": 96.37097855158274,
        "p75_84days": 83.5450669521583,
        "pair": "COIN"
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
currency
string
default:COIN
required

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

​
startDate
string<date-time>
default:2024-01-01

[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>
default:2024-11-01

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

​
timeFormat
string

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

Response

200
application/json

Successful request

The response is of type object.