get https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-altcoins-table
This endpoint provides a very novel endpoint. We bootstrap volatility curves for altcoins without a listed options market. This is a complex volatility model bootstrap that provides theoretical marks for assets without actively traded options yet.
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].daysToExpiration | number | Days to expiration. |
| payload.data[index].forwardDifference | number | Underlying Future's price differential versus the index price (spot). |
| payload.data[index].indexPrice | number | Currency spot price at the time of the calibration. |
| payload.data[index].atm | number | Value of theoretical implied volatility for at-the-money options. |
| payload.data[index].deltaCall[xx] | number | Value of theoretical implied volatility for options with [xx] delta call options. |
| payload.data[index].deltaPut[xx] | number | Value of theoretical implied volatility for options with [xx] delta put options. |
| payload.data[index].garch[xx] | number | Garch estimate for future realized volatility [xx] days away. |
| payload.data[index].garchVolatility | number | Current Realized volatility estimate using Garch method. |
| payload.data[index].universe | string | Universe of highest co-integration equities used for the volatility surface bootstrap. |
| payload.data[index].timestamp | timestamp | Timestamp of the options market calibration. |