get https://api.amberdata.com/markets/derivatives/analytics/volatility/moneyness-surfaces/constant
This endpoint returns the option implied volatility surface in the form of moneyness from the "underlying" future's price for constant expirations. This surface is calibrated using SVI and is therefor available in hourly format (historical), real-time (on-going) for BTC and ETH on Deribit only.
Time Range Limit
The timeInterval supports minute, hour, day.
Due to the density of data, historical time ranges (difference between startDate and endDate) are limited to the following call sizes:
- 1 year of daily data
- 90 days of hourly data
- 1 hour of minutely data
In order to get more than the maximum allowed, you can use the
startDate&endDateparameters to move the time frame window to get the next n days/hours/minutes of data.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].timestamp | number | string | This is the data timestamp |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].currency | string | The currency. |
| payload.data[index].daysToExpiration | number | Remaining DTE (daysToExpiration). |
| payload.data[index].indexPrice | number | The index price (spot). |
| payload.data[index].underlyingPrice | number | This is the underlying futures price, consistent with the daysToExpiration. Moneyness is based on this underlyingPrice. |
| payload.data[index].underlyingPrice | number | Underlying futures price with the corresponding DTE. |
| payload.data[index].put"xx"PercentOutOfMoneyVolatility | number | This is the IV for the selected downside percentage moneyness. |
| payload.data[index].atm | number | The "at-the-money" implied volatility. This is weighted between the closest OTM put and closest OTM call. The weights are proportional to the distance of the strike prices vs underlying price. |
| payload.data[index].call"xx"PercentOutOfMoneyVolatility | number | This is the IV for the selected upside percentage moneyness. |