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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
currency
string
default:BTC
required
daysBack
string<date-time>
default:3
timeFormat
string

Response

status
integer
Example:
title
string
Example:
description
string
Example:
payload
object