Implied Volatility summary
HTTP Request
GET /api/v1/global/data/iVSummary
Get real time implied volatility summary including ATM, 25RR, 10RR, 25BF, 10BF for listed and constant maturities
Supported exchanges and assets (baseCurrency/quoteCurrency)
DERIBIT: BTC/USD, ETH/USD, SOL/USDC, XRP/USDC
OKX: BTC/USD, ETH/USD
BYBIT: BTC/USDC, ETH/USDC, SOL/USDC
Request Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| baseCurrency | String | Yes | Base currency ticker:BTC,ETH,SOL,XRP |
| quoteCurrency | String | Yes | Quote currency ticker:USD,USDC |
| source | String | Yes | Exchange type:DERIBIT,OKX,BYBIT |
| volatilityModel | String | Yes | Volatility model:SVI, SABR, VANNA_VOLGAThe model is calibrated to the Exchange given by the Exchange type |
Response Parameters
| Parameter | Type | Description |
|---|---|---|
| baseCurrency | String | Base currency ticker |
| quoteCurrency | String | Quote currency ticker |
| source | String | Source |
| volatilityModel | String | User defined Volatility model |
| expirationTimestamp | Num | expiration timestamp |
| constMat | String | constant maturity label: 1W, 2W, 1M, 2M, 3M, 6M, 9M |
| atmVol | Num | ATM volatility |
| diffAtmVol | Num | 24h absolute change |
| delta10Skew | Num | 10-Delta Risk Reversal |
| diffDelta10Skew | Num | 24h absolute change |
| delta25Skew | Num | 25-Delta Risk Reversal |
| diffDelta25Skew | Num | 24h absolute change |
| delta10Bfly | Num | 10-Delta Butterfly |
| diffDelta10Bfly | Num | 24h absolute change |
| delta25Bfly | Num | 25-Delta Butterfly |
| diffDelta25Bfly | Num | 24h absolute change |
Request Example
GET /api/v1/global/data/iVSummary?baseCurrency=BTC"eCurrency=USD&source=DERIBIT&volatilityModel=SVI
Response Example
{
"baseCurrency": "BTC",
"quoteCurrency": "USD",
"source": "DERIBIT",
"volatilityModel": "SVI",
"volatilityListed": [
{
"expirationTimestamp": 1718352000,
"atmVol": 0.4716245383481773,
"diffAtmVol": -0.051263037660637,
"delta10Skew": 0.02210642901398413,
"diffDelta10Skew": 9.904142286620288E-4,
"delta25Skew": 0.023548943676470535,
"diffDelta25Skew": -0.008000104792125207,
"delta10Bfly": 0.03653803776547582,
"diffDelta10Bfly": -0.010591610772886062,
"delta25Bfly": 0.00964366564934771,
"diffDelta25Bfly": -0.0012044766366325899
},
{
"expirationTimestamp": 1717833600,
"atmVol": 0.4826650264675518,
"diffAtmVol": -0.04003484089186471,
"delta10Skew": 0.01963261694060192,
"diffDelta10Skew": -0.045772678704271486,
"delta25Skew": 0.015516868672268869,
"diffDelta25Skew": -0.013337787779673538,
"delta10Bfly": 0.05813613569069376,
"diffDelta10Bfly": 0.0035781088005186756,
"delta25Bfly": 0.014590419859949577,
"diffDelta25Bfly": -0.002658153244467387
},
{
"expirationTimestamp": 1735286400,
"atmVol": 0.6365802872881529,
"diffAtmVol": -0.006995946322641777,
"delta10Skew": 0.08442934793845802,
"diffDelta10Skew": -0.002821847273768663,
"delta25Skew": 0.04577319606735086,
"diffDelta25Skew": -0.006885319622879416,
"delta10Bfly": 0.03899459453197662,
"diffDelta10Bfly": -2.2418732180129464E-4,
"delta25Bfly": 0.015985153817004938,
"diffDelta25Bfly": -0.0017950467064281606
},
{
"expirationTimestamp": 1743148800,
"atmVol": 0.6557046750896601,
"diffAtmVol": -0.01009013506898404,
"delta10Skew": 0.08831453278656487,
"diffDelta10Skew": -0.0014933564461268034,
"delta25Skew": 0.05433346036368103,
"diffDelta25Skew": -0.00189181129867666,
"delta10Bfly": 0.04120710771716263,
"diffDelta10Bfly": 0.0021660731699870706,
"delta25Bfly": 0.019497629899185465,
"diffDelta25Bfly": 4.942782703761806E-4
},
{
"expirationTimestamp": 1717747200,
"atmVol": 0.3939945325151183,
"diffAtmVol": -0.08042743820383474,
"delta10Skew": -0.03137415274278754,
"diffDelta10Skew": -0.01898273517156901,
"delta25Skew": -0.01898266384750036,
"diffDelta25Skew": -0.02027049448693352,
"delta10Bfly": 0.06230862202651971,
"diffDelta10Bfly": 0.010440046331913644,
"delta25Bfly": 0.022346139399933573,
"diffDelta25Bfly": 0.007175408255180649
},
{
"expirationTimestamp": 1719561600,
"atmVol": 0.4958752368981437,
"diffAtmVol": -0.04448321745600903,
"delta10Skew": 0.026210886936954836,
"diffDelta10Skew": 0.012650621901656,
"delta25Skew": 0.02539453514894935,
"diffDelta25Skew": 0.0010432045207782736,
"delta10Bfly": 0.030058315969119342,
"diffDelta10Bfly": -0.004149167678782373,
"delta25Bfly": 0.007652410697163159,
"diffDelta25Bfly": -4.0264595397387914E-4
},
{
"expirationTimestamp": 1727424000,
"atmVol": 0.5929429425469086,
"diffAtmVol": -0.014280551123918794,
"delta10Skew": 0.06786429899154311,
"diffDelta10Skew": 0.012753347786128466,
"delta25Skew": 0.03990851513574012,
"diffDelta25Skew": 1.8958100337140849E-4,
"delta10Bfly": 0.035040278085655796,
"diffDelta10Bfly": -0.002175588220343694,
"delta25Bfly": 0.012728074924865385,
"diffDelta25Bfly": -1.5679411814151223E-4
},
{
"expirationTimestamp": 1721980800,
"atmVol": 0.5357531905508106,
"diffAtmVol": -0.032630190507707546,
"delta10Skew": 0.05000235474825199,
"diffDelta10Skew": 0.014885844013984517,
"delta25Skew": 0.031780542665299616,
"diffDelta25Skew": 0.0022214932769937246,
"delta10Bfly": 0.031094457971135858,
"diffDelta10Bfly": -0.0013223845317834604,
"delta25Bfly": 0.009849549985783135,
"diffDelta25Bfly": -6.287358591825498E-4
},
{
"expirationTimestamp": 1717920000,
"atmVol": 0.40583308870888957,
"diffAtmVol": -0.11689806810630887,
"delta10Skew": 0.02617049530190263,
"diffDelta10Skew": -0.03192415327546039,
"delta25Skew": 0.01861810486636689,
"diffDelta25Skew": -0.010681016287213574,
"delta10Bfly": 0.035046056781348034,
"diffDelta10Bfly": -0.018337549818827792,
"delta25Bfly": 0.009536308871545551,
"diffDelta25Bfly": -0.006650791201261774
},
{
"expirationTimestamp": 1725004800,
"atmVol": 0.5663700827123813,
"diffAtmVol": -0.019795863501920863,
"delta10Skew": 0.0608802691649899,
"diffDelta10Skew": 0.00999705665038153,
"delta25Skew": 0.039430447457871165,
"diffDelta25Skew": 5.169240957504373E-4,
"delta10Bfly": 0.03923437275668673,
"diffDelta10Bfly": 0.0040781979903583565,
"delta25Bfly": 0.013151575691603967,
"diffDelta25Bfly": 6.542600262567921E-4
},
{
"expirationTimestamp": 1718956800,
"atmVol": 0.47439347407190274,
"diffAtmVol": -0.05628756612649427,
"delta10Skew": 0.014646857996088558,
"diffDelta10Skew": -0.029468225311222285,
"delta25Skew": 0.024598167574383878,
"diffDelta25Skew": -0.014462821890371791,
"delta10Bfly": 0.0383240393378676,
"diffDelta10Bfly": 0.0037966154147068276,
"delta25Bfly": 0.009216348616473524,
"diffDelta25Bfly": -9.840748899905827E-4
}
],
"volatilityConstMat": [
{
"expirationTimestamp": 1741298138,
"constMat": "9M",
"atmVol": 0.6512536908950207,
"diffAtmVol": -0.009136416852174034,
"delta10Skew": 0.08741411010481814,
"diffDelta10Skew": -0.001770610668515693,
"delta25Skew": 0.05236509477250828,
"diffDelta25Skew": -0.0029981467236532833,
"delta10Bfly": 0.04069504033873328,
"diffDelta10Bfly": 0.0016151333312290905,
"delta25Bfly": 0.01869070489864033,
"diffDelta25Bfly": -1.71102557683378E-5
},
{
"expirationTimestamp": 1718920538,
"constMat": "2W",
"atmVol": 0.47422791257686575,
"diffAtmVol": -0.054881295242239225,
"delta10Skew": 0.015090317503386741,
"diffDelta10Skew": -0.02432560971975406,
"delta25Skew": 0.02453552880538734,
"diffDelta25Skew": -0.013016891802130726,
"delta10Bfly": 0.038218434345057395,
"diffDelta10Bfly": 0.0011208260068231168,
"delta25Bfly": 0.009241845887563216,
"diffDelta25Bfly": -0.0010902027405833015
},
{
"expirationTimestamp": 1718315738,
"constMat": "1W",
"atmVol": 0.4664589221310623,
"diffAtmVol": -0.05638423123991121,
"delta10Skew": 0.022390254193077663,
"diffDelta10Skew": -0.00930523874863215,
"delta25Skew": 0.023170480210873035,
"diffDelta25Skew": -0.007734783493230923,
"delta10Bfly": 0.03640309180268009,
"diffDelta10Bfly": -0.012569193061973682,
"delta25Bfly": 0.009628633243261131,
"diffDelta25Bfly": -0.0027413280524720696
},
{
"expirationTimestamp": 1733522138,
"constMat": "6M",
"atmVol": 0.6270527196877985,
"diffAtmVol": -0.008153830394039607,
"delta10Skew": 0.08088211958933955,
"diffDelta10Skew": 8.933443729546298E-4,
"delta25Skew": 0.0445110827949845,
"diffDelta25Skew": -0.005230862469420727,
"delta10Bfly": 0.03814314489861925,
"diffDelta10Bfly": -6.389029378688349E-4,
"delta25Bfly": 0.015288193395588734,
"diffDelta25Bfly": -0.0013906969896695376
},
{
"expirationTimestamp": 1725659738,
"constMat": "3M",
"atmVol": 0.5736855384549256,
"diffAtmVol": -0.017496250607379027,
"delta10Skew": 0.06281307866587982,
"diffDelta10Skew": 0.01091469741200124,
"delta25Skew": 0.03955631629792966,
"diffDelta25Skew": 4.528178826296303E-4,
"delta10Bfly": 0.038059117883891935,
"diffDelta10Bfly": 0.002409519765032009,
"delta25Bfly": 0.013030536158261774,
"diffDelta25Bfly": 4.4108817037624704E-4
},
{
"expirationTimestamp": 1722981338,
"constMat": "2M",
"atmVol": 0.5460733273925078,
"diffAtmVol": -0.027743515020869136,
"delta10Skew": 0.05373568316980515,
"diffDelta10Skew": 0.013746177395890014,
"delta25Skew": 0.03440057972499433,
"diffDelta25Skew": 0.001951137835218053,
"delta10Bfly": 0.0338869380209228,
"diffDelta10Bfly": 6.179654015281422E-4,
"delta25Bfly": 0.010982227795375055,
"diffDelta25Bfly": -1.2202842826081195E-4
},
{
"expirationTimestamp": 1720302938,
"constMat": "1M",
"atmVol": 0.5084278988944166,
"diffAtmVol": -0.03965863622748167,
"delta10Skew": 0.03386356251078826,
"diffDelta10Skew": 0.01428042085028125,
"delta25Skew": 0.027442641020793745,
"diffDelta25Skew": 0.0016329460907029691,
"delta10Bfly": 0.030395847457451275,
"diffDelta10Bfly": -0.003320348747836599,
"delta25Bfly": 0.008358259326772033,
"diffDelta25Bfly": -3.7633419115556954E-4
}
]
}