get https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/monthly-vs-daily-ratio
This endpoint returns the relationship/comparison of Parkinson realized volatility calculation using one monthly calculation versus 30 daily calculations. The reasons these calculations might differ is due to mean-reversion, intra-month volatility and trending markets.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].timestamp | timestamp | The observation timestamp. |
| payload.data[index].monthlyHigh | number | This is the monthly spot price high. |
| payload.data[index].monthlyLow | number | This is the monthly spot price low. |
| payload.data[index].dailyOpen | number | This is the daily spot price open. |
| payload.data[index].dailyHigh | number | This is the daily spot price high. |
| payload.data[index].dailyLow | number | This is the daily spot price low. |
| payload.data[index].dailyClose | number | This is the daily spot price close. |
| payload.data[index].monthlyHistoricalVolatility | number | This is the Parkinson realized volatility calculation using the monthly data. |
| payload.data[index].dailyHistoricalVolatility30Days | number | This is the 30-day Parkinson realized volatility. |