GET
/
analytics
/
volatility
/
variance-premium
Volatility Index VRP (variance risk premium)
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/variance-premium \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": 1656806400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 73.4,
        "historicalVolatility30days": 95.5,
        "vrp30": -22
      },
      {
        "timestamp": 1656892800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 71.4,
        "historicalVolatility30days": 96.5,
        "vrp30": -25
      },
      {
        "timestamp": 1656979200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 71,
        "historicalVolatility30days": 97.5,
        "vrp30": -27
      },
      {
        "timestamp": 1657065600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 72,
        "historicalVolatility30days": 97.2,
        "vrp30": -25
      },
      {
        "timestamp": 1657152000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 68.5,
        "historicalVolatility30days": 97.2,
        "vrp30": -29
      },
      {
        "timestamp": 1657238400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 71.5,
        "historicalVolatility30days": 97.5,
        "vrp30": -26
      },
      {
        "timestamp": 1657324800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 71.7,
        "historicalVolatility30days": 97.5,
        "vrp30": -26
      },
      {
        "timestamp": 1657411200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 72.6,
        "historicalVolatility30days": 97.4,
        "vrp30": -25
      },
      {
        "timestamp": 1657497600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 72.6,
        "historicalVolatility30days": 97.5,
        "vrp30": -25
      },
      {
        "timestamp": 1657584000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 75,
        "historicalVolatility30days": 96.7,
        "vrp30": -22
      },
      {
        "timestamp": 1657670400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 94.3,
        "historicalVolatility30days": 88.1,
        "vrp30": 6
      },
      {
        "timestamp": 1657756800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 106,
        "historicalVolatility30days": 85.9,
        "vrp30": 20
      },
      {
        "timestamp": 1657843200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 103.1,
        "historicalVolatility30days": 82.2,
        "vrp30": 21
      },
      {
        "timestamp": 1657929600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 89.2,
        "historicalVolatility30days": 78.4,
        "vrp30": 11
      },
      {
        "timestamp": 1658016000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 119.7,
        "historicalVolatility30days": 78.1,
        "vrp30": 42
      },
      {
        "timestamp": 1658102400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 108.7,
        "historicalVolatility30days": 72.5,
        "vrp30": 36
      },
      {
        "timestamp": 1658275200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 110,
        "historicalVolatility30days": 68.2,
        "vrp30": 42
      },
      {
        "timestamp": 1658188800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 115,
        "historicalVolatility30days": 68.7,
        "vrp30": 46
      },
      {
        "timestamp": 1658361600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 99.3,
        "historicalVolatility30days": 67.6,
        "vrp30": 32
      },
      {
        "timestamp": 1658448000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 98,
        "historicalVolatility30days": 67.5,
        "vrp30": 30
      },
      {
        "timestamp": 1658534400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 99.8,
        "historicalVolatility30days": 66.9,
        "vrp30": 33
      },
      {
        "timestamp": 1658620800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 91.5,
        "historicalVolatility30days": 66.8,
        "vrp30": 25
      },
      {
        "timestamp": 1658707200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 90.7,
        "historicalVolatility30days": 67.8,
        "vrp30": 23
      },
      {
        "timestamp": 1658793600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 86.7,
        "historicalVolatility30days": 67.4,
        "vrp30": 19
      },
      {
        "timestamp": 1658966400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 89.1,
        "historicalVolatility30days": 70.2,
        "vrp30": 19
      },
      {
        "timestamp": 1658880000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 90.3,
        "historicalVolatility30days": 69.5,
        "vrp30": 21
      },
      {
        "timestamp": 1659052800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 87.5,
        "historicalVolatility30days": 70.5,
        "vrp30": 17
      },
      {
        "timestamp": 1659225600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 94.1,
        "historicalVolatility30days": 66.7,
        "vrp30": 27
      },
      {
        "timestamp": 1659139200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 91.4,
        "historicalVolatility30days": 69.3,
        "vrp30": 22
      },
      {
        "timestamp": 1659312000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 93,
        "historicalVolatility30days": 66.8,
        "vrp30": 26
      },
      {
        "timestamp": 1659398400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 92.2,
        "historicalVolatility30days": 66.5,
        "vrp30": 26
      },
      {
        "timestamp": 1659484800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 92,
        "historicalVolatility30days": 65.6,
        "vrp30": 26
      },
      {
        "timestamp": 1659571200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 87,
        "historicalVolatility30days": 64.3,
        "vrp30": 23
      },
      {
        "timestamp": 1659657600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 86.1,
        "historicalVolatility30days": 64.1,
        "vrp30": 22
      },
      {
        "timestamp": 1659744000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 82.3,
        "historicalVolatility30days": 62.1,
        "vrp30": 20
      },
      {
        "timestamp": 1659830400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 81.4,
        "historicalVolatility30days": 61,
        "vrp30": 20
      },
      {
        "timestamp": 1659916800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 78.4,
        "historicalVolatility30days": 61.5,
        "vrp30": 17
      },
      {
        "timestamp": 1660003200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 73.6,
        "historicalVolatility30days": 61.5,
        "vrp30": 12
      },
      {
        "timestamp": 1660089600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 75.9,
        "historicalVolatility30days": 62.2,
        "vrp30": 14
      },
      {
        "timestamp": 1660176000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 80.5,
        "historicalVolatility30days": 62.3,
        "vrp30": 18
      },
      {
        "timestamp": 1660262400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 85.8,
        "historicalVolatility30days": 60.8,
        "vrp30": 25
      },
      {
        "timestamp": 1660348800000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 80.9,
        "historicalVolatility30days": 59.6,
        "vrp30": 21
      },
      {
        "timestamp": 1660521600000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 78.7,
        "historicalVolatility30days": 59.7,
        "vrp30": 19
      },
      {
        "timestamp": 1660435200000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 81.3,
        "historicalVolatility30days": 59.5,
        "vrp30": 22
      },
      {
        "timestamp": 1660608000000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 82,
        "historicalVolatility30days": 59.2,
        "vrp30": 23
      },
      {
        "timestamp": 1660694400000,
        "exchange": "deribit",
        "instrument": "btc",
        "closeDvol": 81.3,
        "historicalVolatility30days": 57.1,
        "vrp30": 24
      }
    ]
  }
}

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)

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.