get https://api.amberdata.com/markets/derivatives/analytics/volatility/index-decorated
This endpoint returns the value of the BTC (or other altcoin) VIX. Along with the volatility index we are also returned underlying volatility surface datapoints (such as skew) and underlying spot prices.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].atm | number | The "at-the-money" price. |
| payload.data[index].close | number | The close value. |
| payload.data[index].currency | string | The currency. |
| payload.data[index].daysAgo | number | Value reflect difference between today and timestamp |
| payload.data[index].delta50 | number | Implied Volatility of the 30-dte ∆50 option |
| payload.data[index].deltaCall25 | number | Implied Volatility of the 30-dte ∆25 call. |
| payload.data[index].deltaPut25 | number | Implied Volatility of the 30-dte ∆25 put. |
| payload.data[index].delta25RrSkew | number | Value of the ∆25 risk-reversal (∆25C - ∆25P) |
| payload.data[index].daysToExpiration | number | Remaining DTE (daysToExpiration). |
| payload.data[index].exchange | string | The exchange. |
| payload.data[index].exchangeTimestamp | number | string | The date & time as provided by the exchange. |
| payload.data[index].high | number | The high value. |
| payload.data[index].indexPrice | number | The index price (spot). |
| payload.data[index].instrument | string | The name of the instrument as provided by exchange. |
| payload.data[index].low | number | The low value. |
| payload.data[index].open | number | The open value. |
| payload.data[index].underlyingPrice | number | The underlying price (ex: Deribit options are future options, the underlying is not spot but the corresponding future). |