get https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-altcoins/deribit-vs-model
This endpoint uses the proprietary Amberdata "Altcoin Calibration" methodology to create a volatility surface for both Bitcoin and Ethereum. The results are then compared to the markets on Deribit to help users validate the model. Part of the output includes the model confidence interval. This confidence is affected by skew and the level of volatility. We use the confidence level elsewhere to dictate the theoretical bid/ask spreads.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].currency | string | The underlying currency. |
| payload.data[index].daysToExpiration | number | Days to expiration. |
| payload.data[index].exchange | string | This signals either Deribit or the Model output. |
| payload.data[index].confidence | string | This reflects the calibration confidence of either low, medium or high. This would theoretically translate into tighter or larger bid/ask spreads. |
| payload.data[index].atm | number | This represents the "at-the-money" implied volatility. |
| payload.data[index].delta{xx} | number | This represents the implied volatility for a given delta bucket. |
| payload.data[index].timestamp | timestamp | Timestamp of the options market calibration. |