Volatility Metrics (24 hr)
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics/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/metrics/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/metrics/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/metrics/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/metrics/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics/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": [
{
"atm": 96.33,
"atmChange": 3.95,
"butterfly10": 3.68,
"butterfly10Change": 0.8,
"butterfly20": 3.96,
"butterfly20Change": 0.82,
"currency": "COIN",
"indexPrice": 321.089996,
"indexPriceChange": 6.35,
"riskReversal10": 3.43,
"riskReversal10Change": 0.47,
"riskReversal20": 12.44,
"riskReversal20Change": 1.97
},
{
"atm": 97.92,
"atmChange": 5.15,
"butterfly10": 5.21,
"butterfly10Change": 1.58,
"butterfly20": 4.12,
"butterfly20Change": 0.92,
"currency": "COIN",
"indexPrice": 321.089996,
"indexPriceChange": 6.35,
"riskReversal10": 1.33,
"riskReversal10Change": -0.45,
"riskReversal20": 10.5,
"riskReversal20Change": 1.22
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}{}Volatility
Volatility Metrics (24 hr)
This endpoint contains all the metrics useful for having an immediate overview of the options market, for each active expiry. The current Mark IV is updated every minute. These metrics are then compared according to the selected “daysBack” parameter. All the differences are found in the columns with the indication “change” (current metrics vs 24hr ago)
USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET)
GET
/
analytics
/
volatility
/
metrics
/
tradfi
Volatility Metrics (24 hr)
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics/tradfi \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics/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/metrics/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/metrics/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/metrics/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/metrics/tradfi")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics/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": [
{
"atm": 96.33,
"atmChange": 3.95,
"butterfly10": 3.68,
"butterfly10Change": 0.8,
"butterfly20": 3.96,
"butterfly20Change": 0.82,
"currency": "COIN",
"indexPrice": 321.089996,
"indexPriceChange": 6.35,
"riskReversal10": 3.43,
"riskReversal10Change": 0.47,
"riskReversal20": 12.44,
"riskReversal20Change": 1.97
},
{
"atm": 97.92,
"atmChange": 5.15,
"butterfly10": 5.21,
"butterfly10Change": 1.58,
"butterfly20": 4.12,
"butterfly20Change": 0.92,
"currency": "COIN",
"indexPrice": 321.089996,
"indexPriceChange": 6.35,
"riskReversal10": 1.33,
"riskReversal10Change": -0.45,
"riskReversal20": 10.5,
"riskReversal20Change": 1.22
}
],
"metadata": {
"api-version": "2023-09-30"
}
}
}{}Authorizations
Query Parameters
[Required] The underlying currency for which there are listed option instruments.
[Examples] IBIT | COIN
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
Was this page helpful?
⌘I