GET
/
analytics
/
volatility
/
index-decorated
Volatility Index Decorated
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/index-decorated \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "exchangeTimestamp": "2024-06-06 19:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 71043.50828947368,
        "underlyingPrice": 71970.97051523329,
        "close": 52.83,
        "atm": 51.51823745869919,
        "delta50": 51.69346060959675,
        "deltaCall25": 53.87852293010057,
        "deltaPut25": 50.85645481877562,
        "delta25RrSkew": 3.0220681113249555,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 18:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 71082.68947368421,
        "underlyingPrice": 71991.85266862402,
        "close": 53.41,
        "atm": 51.84655133119005,
        "delta50": 52.08967881730025,
        "deltaCall25": 54.6118859256467,
        "deltaPut25": 50.99467108317352,
        "delta25RrSkew": 3.6172148424731816,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 17:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 70942.9730263158,
        "underlyingPrice": 71829.62975556214,
        "close": 53.98,
        "atm": 52.295710475490786,
        "delta50": 52.519859459978484,
        "deltaCall25": 54.97627457056669,
        "deltaPut25": 51.735387054397926,
        "delta25RrSkew": 3.240887516168762,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 16:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "delta50": 52.68940994786385,
        "deltaCall25": 55.142702045236575,
        "deltaPut25": 51.76170758437015,
        "delta25RrSkew": 3.3809944608664253,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 15:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "deltaCall25": 55.07595206633709,
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        "daysAgo": 0
      },
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      },
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      },
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        "exchange": "deribit",
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      },
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        "delta25RrSkew": 2.4467735461896893,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 08:00:00.0",
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        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "close": 54.49,
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      },
      {
        "exchangeTimestamp": "2024-06-06 07:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "atm": 53.08188974686868,
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        "delta25RrSkew": 2.495180211772599,
        "daysAgo": 0
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      {
        "exchangeTimestamp": "2024-06-06 06:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 70898.44,
        "underlyingPrice": 71757.93781441746,
        "close": 55.04,
        "atm": 53.598200059652605,
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        "deltaPut25": 53.25274655714243,
        "delta25RrSkew": 2.4535959712589417,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 05:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
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        "underlyingPrice": 71918.14497953827,
        "close": 55.03,
        "atm": 53.63457068741584,
        "delta50": 53.83309517086581,
        "deltaCall25": 55.627672947055224,
        "deltaPut25": 53.257404554650144,
        "delta25RrSkew": 2.3702683924050802,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 04:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 71068.16166666667,
        "underlyingPrice": 71894.56757070626,
        "close": 55.09,
        "atm": 53.72015029950521,
        "delta50": 53.90733383778383,
        "deltaCall25": 55.99887272025997,
        "deltaPut25": 53.1503270208576,
        "delta25RrSkew": 2.848545699402365,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-06 03:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "close": 55.3,
        "atm": 53.967537997391844,
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        "delta25RrSkew": 2.6392706374013883,
        "daysAgo": 0
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      {
        "exchangeTimestamp": "2024-06-06 02:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "atm": 53.85043370431609,
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        "delta25RrSkew": 2.635717816054708,
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        "exchange": "deribit",
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        "deltaCall25": 56.27758307903957,
        "deltaPut25": 54.108429777844606,
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        "daysAgo": 0
      },
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        "exchange": "deribit",
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        "close": 56.16,
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        "delta25RrSkew": 2.3513710433099675,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-05 21:00:00.0",
        "exchange": "deribit",
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        "close": 56.28,
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        "deltaPut25": 54.36256606116892,
        "delta25RrSkew": 2.9886060985157528,
        "daysAgo": 0
      },
      {
        "exchangeTimestamp": "2024-06-05 20:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
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        "delta25RrSkew": 2.461843985808777,
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      },
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        "exchangeTimestamp": "2024-06-05 19:00:00.0",
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        "instrument": "DERIBIT_BTC_DVOL_INDEX",
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        "delta25RrSkew": 3.202848042141639,
        "daysAgo": 1
      },
      {
        "exchangeTimestamp": "2024-06-05 18:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
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        "underlyingPrice": 72572.31286339424,
        "close": 56.63,
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        "delta25RrSkew": 3.001190161855739,
        "daysAgo": 1
      },
      {
        "exchangeTimestamp": "2024-06-05 17:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 71319.163,
        "underlyingPrice": 72228.35193022514,
        "close": 56.67,
        "atm": 55.768841718112256,
        "delta50": 56.05536656377461,
        "deltaCall25": 58.02236449856287,
        "deltaPut25": 54.92292351116763,
        "delta25RrSkew": 3.0994409873952407,
        "daysAgo": 1
      },
      {
        "exchangeTimestamp": "2024-06-05 16:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 71605.79666666666,
        "underlyingPrice": 72512.96521099427,
        "close": 56.21,
        "atm": 54.97759744236457,
        "delta50": 55.23094249751539,
        "deltaCall25": 57.26013726268294,
        "deltaPut25": 54.380090746095405,
        "delta25RrSkew": 2.8800465165875337,
        "daysAgo": 1
      },
      {
        "exchangeTimestamp": "2024-06-05 15:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 70882.53566666666,
        "underlyingPrice": 71763.95365937233,
        "close": 55.95,
        "atm": 54.652055102615996,
        "delta50": 54.86757901941423,
        "deltaCall25": 57.002092499551104,
        "deltaPut25": 54.04584155141366,
        "delta25RrSkew": 2.956250948137445,
        "daysAgo": 1
      },
      {
        "exchangeTimestamp": "2024-06-05 14:00:00.0",
        "exchange": "deribit",
        "instrument": "DERIBIT_BTC_DVOL_INDEX",
        "currency": "BTC",
        "indexPrice": 70733.97516666666,
        "underlyingPrice": 71584.58825913753,
        "close": 55.74,
        "atm": 54.48226136759716,
        "delta50": 54.74012873530287,
        "deltaCall25": 57.25799202519757,
        "deltaPut25": 53.7777208838321,
        "delta25RrSkew": 3.4802711413654634,
        "daysAgo": 1
      }
    ]
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
currency
string
default:BTC
required

[Optional] 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)

​
exchange
string
default:deribit

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

​
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:2024-06-01

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

​
timeInterval
string
default:day

[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.