get https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/seasonality/day-of-week
This endpoint returns the average realized volatility, for a select date range, grouped by the day-of-the-week. Users can view how weekend volatility compares to say, Wednesday realized volatility, etc.
RESPONSE DATA
Field | Type | Description |
---|---|---|
payload.metadata.api-version | string | Version of the API. |
payload.data[index].weekday | string | This is the day of the week. |
payload.data[index].historicalVolatility1day | number | The is the average 1-day realized volatility, over the select date range, for the given day of the week.. |