get https://api.amberdata.com/markets/derivatives/analytics/volatility/svi-hourly
This endpoint provides calibrated SVI (Stochastic Volatility Inspired) parameters for BTC and ETH options traded on Deribit, with hourly granularity. The data covers each hour from April 1, 2019, to the present, offering a historical view of volatility surface calibrations for these assets.
Download the SVI White Paper here: https://go.amberdata.io/hubfs/SVITrueLineWhitepaper.pdf
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 left until expiration for the current maturity. |
| payload.data[index].expirationTimestamp | timestamp | The instrument expiration timestamp. |
| payload.data[index].daysToExpiration | number | This is the days left to expiration. |
| payload.data[index].forwardDifferent | 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. |