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)
<details>
<summary><small class="APISectionHeader-heading4MUMLbp4_nLs">RESPONSE DATA</small></summary>
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| 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). |
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