Volatility Metrics (24 hr)
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics"
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', 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",
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"
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")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics")
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": [
{
"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
}
]
}
}{}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 days ago metrics)
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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics"
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', 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",
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"
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")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/metrics")
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": [
{
"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
Query Parameters
[Required] The exchange for which to retrieve the listed option level 1 quotes.
[Examples] deribit | okex | bybit
[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)
[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.
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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