GET
/
analytics
/
volatility
/
index
Volatility Index
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/index \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "exchangeTimestamp": "2024-05-01T00:00:00.000Z",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "open": 59.81,
        "high": 59.81,
        "low": 59.81,
        "close": 59.81
      }
    ]
  }
}

Authorizations

x-api-key
string
header
required

Query Parameters

exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the volatility index. [Examples] deribit

currency
string
default:BTC
required

[Required] The underlying currency for which to retrieve the volatility index. [Examples] BTC | SOL_USDC
Note: inverse options have underlying currencies formatted as (BTC, ETH) while linear option currency formats include the stable coin in the same (SOL_USDC)

startDate
string<date-time>

[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>

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

timeInterval
string

[Optional] Time interval of data frequency for the selected date range. [Examples] minute | hour | day [Note] Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call.

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.