get https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-altcoins-strikes
This endpoint provides theoretical synthetic options with various strikes and option marks. We use the SVI Altcoin parameters from bootstrapped volatility surface and convert them into a list of synthetic option instruments, in order to easily represent theoretically tradable instruments.
Exchanges, OTC desks and buy-side clients use this endpoint to find fair value for these "tail" assets.
The model calibrates every 24hr hours for 7-dte and 30-dte expirations.
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].expiration | number | Days to expiration. |
| payload.data[index].underlyingPrice | number | Theoretical underlying futures price differential. |
| payload.data[index].indexPrice | number | Currency spot price at the time of the calibration. |
| payload.data[index].askIv | number | Theoretical option ask implied volatility. |
| payload.data[index].bidIv | number | Theoretical option bid implied volatility. |
| payload.data[index].markIv | number | Theoretical option mark implied volatility. |
| payload.data[index].strike | number | Synthetic option strike price. |
| payload.data[index].timestamp | timestamp | Timestamp of the options market calibration. |