GET
/
analytics
/
volatility
/
volatility-of-volatility
Volatility of Volatility (DVol Index)
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/volatility/volatility-of-volatility \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": 1723507200000,
        "closeDvol": 57.47,
        "volVol30": 92.4
      },
      {
        "timestamp": 1723420800000,
        "closeDvol": 57.13,
        "volVol30": 94.5
      },
      {
        "timestamp": 1723334400000,
        "closeDvol": 56.29,
        "volVol30": 96.3
      },
      {
        "timestamp": 1723248000000,
        "closeDvol": 55.02,
        "volVol30": 96.1
      },
      {
        "timestamp": 1723161600000,
        "closeDvol": 56.79,
        "volVol30": 95.9
      },
      {
        "timestamp": 1723075200000,
        "closeDvol": 60.87,
        "volVol30": 92.6
      },
      {
        "timestamp": 1722988800000,
        "closeDvol": 61.53,
        "volVol30": 92.4
      },
      {
        "timestamp": 1722902400000,
        "closeDvol": 63.09,
        "volVol30": 93.3
      },
      {
        "timestamp": 1722816000000,
        "closeDvol": 56.11,
        "volVol30": 85.1
      },
      {
        "timestamp": 1722729600000,
        "closeDvol": 51.46,
        "volVol30": 80.4
      },
      {
        "timestamp": 1722643200000,
        "closeDvol": 51.39,
        "volVol30": 81.9
      },
      {
        "timestamp": 1722556800000,
        "closeDvol": 49.8,
        "volVol30": 84.5
      },
      {
        "timestamp": 1722470400000,
        "closeDvol": 48.73,
        "volVol30": 86.8
      },
      {
        "timestamp": 1722384000000,
        "closeDvol": 50.61,
        "volVol30": 85.8
      },
      {
        "timestamp": 1722297600000,
        "closeDvol": 51.73,
        "volVol30": 86.4
      },
      {
        "timestamp": 1722211200000,
        "closeDvol": 52.66,
        "volVol30": 87.7
      },
      {
        "timestamp": 1722124800000,
        "closeDvol": 55.05,
        "volVol30": 88.5
      },
      {
        "timestamp": 1722038400000,
        "closeDvol": 60.1,
        "volVol30": 82.1
      },
      {
        "timestamp": 1721952000000,
        "closeDvol": 61.82,
        "volVol30": 81.8
      },
      {
        "timestamp": 1721865600000,
        "closeDvol": 61.38,
        "volVol30": 84.9
      },
      {
        "timestamp": 1721779200000,
        "closeDvol": 63.91,
        "volVol30": 84.9
      },
      {
        "timestamp": 1721692800000,
        "closeDvol": 67.62,
        "volVol30": 82
      }
    ]
  }
}

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.