get https://api.amberdata.com/markets/derivatives/analytics/volatility/volatility-of-volatility
This endpoint returns the Deribit "DVol" index and the associated 30-day rolling volatility of that index. This is a good measure of the volatility of volatility. The volatility of volatility method is calculated using the close-to-close volatility.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].timestamp | timestamp | This is the exchange timestamp. |
| payload.data[index].closeDvol | number | The close value for the Dvol index. |
| payload.data[index].volVol30 | number | This is the 30-day realized volatility calculation, also known as the volatility of volatility. |