get https://api.amberdata.com/markets/derivatives/analytics/volatility/svi
This endpoint provides calibrated SVI (Stochastic Volatility Inspired) parameters for BTC and ETH options traded on Deribit, with 5-minute granularity. Offering a timely calibration view of the volatility surface.
Download the SVI White Paper here: https://go.amberdata.io/hubfs/SVITrueLineWhitepaper.pdf
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].currency | string | The underlying currency. |
| payload.data[index].expirationTimestamp | timestamp | The instrument expiration timestamp. |
| payload.data[index].forwardDifference | number | Underlying Future's price differential versus the index price (spot). |
| payload.data[index].indexPrice | number | Currency spot price at the time of the calibration. |
| payload.data[index].sviA | number | SVI parameter value for "a". |
| payload.data[index].sviB | number | SVI parameter value for "b". |
| payload.data[index].sviM | number | SVI parameter value for "m". |
| payload.data[index].sviRho | number | SVI parameter value for "Rho". |
| payload.data[index].sviSigma | number | SVI parameter value for "Sigma". |
| payload.data[index].timestamp | timestamp | Timestamp of the options market calibration. |