get https://api.amberdata.com/markets/derivatives/analytics/volatility/level-1-quotes/tradfi
This endpoint returns the “Level 1” option chain with associated volatilities, greeks and underlying prices. This is the core underlying options data for many analytics.
Note: Due to the density of data historical date ranges are limited to 60x 1-minute or 24x 1 hour intervals, per call. If no date range is passed, the most recent option chain will be returned.
USA Trading hours are 14:30:00 - 21:00:00 UTC (9:30a-4pm ET)
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].ask | number | The ask. |
| payload.data[index].askIv | number | The ask implied volatility. |
| payload.data[index].askVolume | number | The ask size. |
| payload.data[index].bid | number | The bid. |
| payload.data[index].bidIv | number | The bid implied volatility. |
| payload.data[index].bidVolume | number | The bid size. |
| payload.data[index].currency | string | The currency. |
| payload.data[index].delta | number | The greek delta value of the underlying option. |
| payload.data[index].exchange | string | The name of the exchange. |
| payload.data[index].exchangeTimestamp | number | string | The date & time as provided by the exchange. |
| payload.data[index].expirationTimestamp | number | string | The expiration timestamp. |
| payload.data[index].gamma | number | The greek gamma value of the underlying option. |
| payload.data[index].hifiTimestamp | number | string | The date & time of the aggregated record. |
| payload.data[index].indexPrice | number | The index price (spot). |
| payload.data[index].instrument | string | The name of the instrument as provided by exchange. |
| payload.data[index].instrumentNormalized | string | The name of the instrument in Amberdata format. |
| payload.data[index].isAtm | boolean | The "at-the-money" flag for the given expiration cycle. Each expiration has exactly one ATM put and ATM call. |
| payload.data[index].isCarryForward | boolean | Whether this record was a carry forward from the previous data point (if there is not quote updates, the most recent quote is carried forward). |
| payload.data[index].isExchangeProvidedGreeks | boolean | Whether the Greeks were provided by the exchange or calculated by Amberdata. |
| payload.data[index].markPrice | number | The mark price. |
| payload.data[index].markIv | number | The mark implied volatility. |
| payload.data[index].multiplier | number | The contract multiplier. |
| payload.data[index].openInterest | number | The open interest at the time of this record. |
| payload.data[index].openInterestUSD | number | The open interest at the time of this record (notional value). |
| payload.data[index].putCall | string | Whether this record is a put or a call. |
| payload.data[index].rho | number | The greek rho value of the underlying option. |
| payload.data[index].strike | string | The strike price. |
| payload.data[index].theta | number | The greek theta value of the underlying option. |
| payload.data[index].underlyingPrice | number | This represents the assumed interest rate for the underlying BSM model. Unlike Deribit, stock options do not have a futures/forward price, instead a cost-of-capital interest rate is applied to the black-scholes model. |
| payload.data[index].vega | number | The greek vega value of the underlying option. |
| payload.data[index].volume | number | This is the 24hr rolling volume. |
| payload.data[index].volumeUSD | number | This is the 24hr rolling volume (notional value). |