get https://api.amberdata.com/markets/derivatives/analytics/realized-volatility/cones/tradfi
The endpoint returns the percentile distribution of realized volatility for a specific spot trading pair. We can see the RV distribution for multiple measurement windows compared to the end date.
RESPONSE DATA
Field | Type | Description |
---|---|---|
payload.metadata.api-version | string | Version of the API. |
payload.data[index].exchange | string | The exchange. |
payload.data[index].pair | string | The pair. |
payload.data[index].current_[xxx]days | number | The current volatility at 180, 90, 30, 14, 7 or 1 day(s) to expiration. |
payload.data[index].min_[xxx]days | number | The minimum volatility at 180, 90, 30, 14, 7 or 1 day(s) to expiration. |
payload.data[index].max_[xxx]days | number | The maximum volatility at 180, 90, 30, 14, 7 or 1 day(s) to expiration. |
payload.data[index].p75_[xxx]days | number | The 75 percentile for the volatility at 180, 90, 30, 14, 7 or 1 day(s) to expiration. |
payload.data[index].p50_[xxx]days | number | The 50 percentile for the volatility at 180, 90, 30, 14, 7 or 1 day(s) to expiration. |
payload.data[index].p25_[xxx]days | number | The 25 percentile for the volatility at 180, 90, 30, 14, 7 or 1 day(s) to expiration. |