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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/volatility-of-volatility"
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/volatility-of-volatility', 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/volatility-of-volatility",
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/volatility-of-volatility"
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/volatility-of-volatility")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/volatility-of-volatility")
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": [
{
"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
}
]
}
}{}Volatility
Volatility of Volatility (DVol Index)
This endpoint returns the Deribit “DVol” index and the associated 30-day rolling volatility of that index. This is a good measure of the volatility of volatility. The volatility of volatility method is calculated using the close-to-close volatility.
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>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/volatility/volatility-of-volatility"
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/volatility-of-volatility', 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/volatility-of-volatility",
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/volatility-of-volatility"
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/volatility-of-volatility")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/volatility/volatility-of-volatility")
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": [
{
"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
Query Parameters
[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)
[Optional] Time format of the timestamps in the return payload.
[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
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