get https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-altcoins
This endpoint provides a very novel endpoint. We bootstrap volatility curves for altcoins without a listed options market. This is a complex volatility model bootstrap that provides theoretical marks for assets without actively traded options yet.
Exchanges, OTC desks and buy-side clients use this endpoint to find fair value for these "tail" assets.
The model calibrates every 24hr hours for 7-dte and 30-dte expirations.
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].daysToExpiration | number | Days to expiration. |
| 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. |