GET
/
analytics
/
volatility
/
metrics
Volatility Metrics (24 hr)
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-07 08:00:00.0",
        "daysToExpiration": 1.4097222222222223,
        "underlyingPrice": 71283.96315789474,
        "underlyingPriceChange": 3376.3573766447516,
        "riskReversal25": -0.246372750488554,
        "riskReversal25Change": 0.3563815067575433,
        "riskReversal15": -0.09598447215172001,
        "riskReversal15Change": -0.22404059382481023,
        "butterfly25": 3.7045205302079864,
        "butterfly25Change": 1.7633060997255683,
        "butterfly15": 7.202441581399597,
        "butterfly15Change": 3.1331810644171725
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-14 08:00:00.0",
        "daysToExpiration": 8.409722222222221,
        "underlyingPrice": 71516.3505,
        "underlyingPriceChange": 3444.524499999985,
        "riskReversal25": 3.4668567489501925,
        "riskReversal25Change": 3.029039000257633,
        "riskReversal15": 3.823499615920383,
        "riskReversal15Change": 3.0471954083866066,
        "butterfly25": 2.23726080626966,
        "butterfly25Change": 0.8192011887496022,
        "butterfly15": 5.317778394307069,
        "butterfly15Change": 2.071371867277122
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-21 08:00:00.0",
        "daysToExpiration": 15.409722222222221,
        "underlyingPrice": 71698.82983333334,
        "underlyingPriceChange": 3451.890436781614,
        "riskReversal25": 3.8164230259498026,
        "riskReversal25Change": 2.809519245777416,
        "riskReversal15": 4.329762306904499,
        "riskReversal15Change": 3.676330815026162,
        "butterfly25": 2.179458069472915,
        "butterfly25Change": 1.2656943030230963,
        "butterfly15": 4.935692663928833,
        "butterfly15Change": 1.6721211780501193
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-06-28 08:00:00.0",
        "daysToExpiration": 22.40972222222222,
        "underlyingPrice": 71880.89174242425,
        "underlyingPriceChange": 3458.849318181834,
        "riskReversal25": 2.293285136629599,
        "riskReversal25Change": 1.5457039114865196,
        "riskReversal15": 2.323263219887778,
        "riskReversal15Change": 1.203763305298878,
        "butterfly25": 1.530854187500168,
        "butterfly25Change": 0.36627169362751033,
        "butterfly15": 4.206666110954188,
        "butterfly15Change": 0.8767361931781608
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-07-26 08:00:00.0",
        "daysToExpiration": 50.40972222222222,
        "underlyingPrice": 72774.1196,
        "underlyingPriceChange": 3600.3815999999933,
        "riskReversal25": 2.7264614604212767,
        "riskReversal25Change": 2.1184134905138734,
        "riskReversal15": 3.470479839287229,
        "riskReversal15Change": 2.745097994476197,
        "butterfly25": 1.9759487165728444,
        "butterfly25Change": 0.4140560058995675,
        "butterfly15": 4.316004054252389,
        "butterfly15Change": 0.1993619517501486
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-08-30 08:00:00.0",
        "daysToExpiration": 85.40972222222223,
        "underlyingPrice": 73741.28076744187,
        "underlyingPriceChange": 3640.760814941881,
        "riskReversal25": 3.687587623549554,
        "riskReversal25Change": 1.9713060246611889,
        "riskReversal15": 4.615453190330008,
        "riskReversal15Change": 1.6428355435221036,
        "butterfly25": 2.3516729325571646,
        "butterfly25Change": 0.7113833835658454,
        "butterfly15": 4.554978727735147,
        "butterfly15Change": 0.8522484347898569
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-09-27 08:00:00.0",
        "daysToExpiration": 113.40972222222223,
        "underlyingPrice": 74515.15023076924,
        "underlyingPriceChange": 3673.2935384615557,
        "riskReversal25": 3.814727808259711,
        "riskReversal25Change": 0.6517386126757003,
        "riskReversal15": 5.249319212055909,
        "riskReversal15Change": 0.010988698837756772,
        "butterfly25": 2.525330801619475,
        "butterfly25Change": 0.01820259915967881,
        "butterfly15": 4.90785474112387,
        "butterfly15Change": -0.4573204044563539
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2024-12-27 08:00:00.0",
        "daysToExpiration": 204.40972222222223,
        "underlyingPrice": 77016.50951612902,
        "underlyingPriceChange": 3857.385645161281,
        "riskReversal25": 5.221996717156948,
        "riskReversal25Change": 1.601301599291041,
        "riskReversal15": 7.465910822909912,
        "riskReversal15Change": 2.0293546484934453,
        "butterfly25": 3.3519181615132823,
        "butterfly25Change": -0.6112320518508909,
        "butterfly15": 5.602146120905417,
        "butterfly15Change": -0.5768651490093077
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "expirationTimestamp": "2025-03-28 08:00:00.0",
        "daysToExpiration": 295.40972222222223,
        "underlyingPrice": 79327.298125,
        "underlyingPriceChange": 4074.202291666661,
        "riskReversal25": 5.460199250748275,
        "riskReversal25Change": 1.2529280066827084,
        "riskReversal15": 7.697929291244478,
        "riskReversal15Change": 1.688653918489564,
        "butterfly25": 3.7752032129429267,
        "butterfly25Change": 0.36651114091668546,
        "butterfly15": 6.012933253439144,
        "butterfly15Change": 0.3426408855064551
      }
    ]
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit

​
currency
string
default:BTC
required

[Required] The underlying currency for which there are listed option instruments. [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)

​
daysBack
string<date-time>
default:3

[Options] This parameter sets the comparison date for the volatility metrics. No input will default the comparison between now and the past 24hrs. Users can input days back beyond 24hrs, such as 7-days back, etc.

​
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.