get https://api.amberdata.com/markets/derivatives/analytics/volatility/implied-vs-realized
This endpoint returns the close-to-close hourly realized volatility for 7-days and 30-days. Using the daysToExpiration parameter, users can choose which "at-the-money" implied volatility to compare.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].timestamp | string | The timestamp reflecting the interval. |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].currency | string | This is the underlying currency being analyzed. |
| payload.data[index].atm | number | This is the "at-the-money" implied volatility for the selected daysToExpiration. |
| payload.data[index].indexPrice | number | This is the underlying spot price. |
| payload.data[index].realizedvolatility7 | number | The is the 7-day realized volatility constructed using hourly data. |
| payload.data[index].realizedvolatility30 | number | The is the 30-day realized volatility constructed using hourly data. |