[{"data":1,"prerenderedAt":2703},["ShallowReactive",2],{"doc:rest/implied-volatility":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":9,"tree":10},"rest/implied-volatility","rest/implied-volatility.md",{"title":7,"description":8},"Implied Volatility","Option summary implied volatility via the OpenMarket Data API. Advanced tier only.","---\ntitle: Implied Volatility\ndescription: Option summary implied volatility via the OpenMarket Data API. Advanced tier only.\n---\n\n# Implied Volatility\n\n\u003CEndpointBar method=\"GET\" path=\"/v1/points\">\u003C/EndpointBar>\n\n\u003CTypeHeader type=\"IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG\" meta=\"Weight: 1x | Max points: 100,000 | Advanced only\">\u003C/TypeHeader>\n\nImplied volatility summary data for option markets. The current public API shape is a single summary series selected by `exchange`, `coin`, `rawSymbol`, and `tenor`.\n\n## Parameters\n\n| Parameter | Type | Required | Description |\n| --- | --- | --- | --- |\n| `exchange` | string | Yes | Use the option venue that exposes the summary series. The current public example uses `DERIBIT`. |\n| `coin` | string | Yes | Underlying asset, for example `BTC`. |\n| `rawSymbol` | string | Yes | Summary symbol, for example `BTC_ATM`. |\n| `tenor` | Tenor | Yes | Option summary tenor, for example `ONE_W`. |\n\n\u003CCallout kind=\"note\">\n\nUse `GET /v1/markets` to discover available summary symbols and tenors before querying.\n\n\u003C/Callout>\n\n## Response fields\n\n| Field | Type | Description |\n| --- | --- | --- |\n| `impliedVolatility` | double | Implied volatility summary value for the requested series |\n| `timestamp` | Timestamp | Start of the returned interval bucket |\n\n## Capabilities\n\n| Feature | Supported | Details |\n| --- | --- | --- |\n| Summary series queries | Yes | Query by `exchange`, `coin`, `rawSymbol`, and `tenor` |\n| Multi-exchange aggregation | No |  |\n\n## Examples\n\n### One-week BTC ATM implied volatility\n\nFetches 7 days of daily BTC ATM implied volatility for the one-week tenor.\n\n\u003CCodeTabs>\n\n\u003CCodePanel lang=\"curl\">\n\u003Cpre>\u003Cspan class=\"s-f\">curl\u003C/span> \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points\u003C/span>\n    \u003Cspan class=\"s-p\">?type\u003C/span>=\u003Cspan class=\"s-s\">IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG\u003C/span>\n    \u003Cspan class=\"s-p\">&exchange\u003C/span>=\u003Cspan class=\"s-s\">DERIBIT\u003C/span>\n    \u003Cspan class=\"s-p\">&coin\u003C/span>=\u003Cspan class=\"s-s\">BTC\u003C/span>\n    \u003Cspan class=\"s-p\">&rawSymbol\u003C/span>=\u003Cspan class=\"s-s\">BTC_ATM\u003C/span>\n    \u003Cspan class=\"s-p\">&tenor\u003C/span>=\u003Cspan class=\"s-s\">ONE_W\u003C/span>\n    \u003Cspan class=\"s-p\">&interval\u003C/span>=\u003Cspan class=\"s-s\">DAY\u003C/span>\n    \u003Cspan class=\"s-p\">&from\u003C/span>=\u003Cspan class=\"s-n\">1775635290\u003C/span>\n    \u003Cspan class=\"s-p\">&period\u003C/span>=\u003Cspan class=\"s-n\">604800\u003C/span>\u003Cspan class=\"s-s\">\"\u003C/span> \\\\\n  \u003Cspan class=\"s-k\">-H\u003C/span> \u003Cspan class=\"s-s\">\"X-OpenMarket-Key: YOUR_API_KEY\"\u003C/span>\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"python\">\n\u003Cpre>\u003Cspan class=\"s-k\">import\u003C/span> \u003Cspan class=\"s-v\">requests\u003C/span>\n
\n\u003Cspan class=\"s-v\">response\u003C/span> = requests.\u003Cspan class=\"s-f\">get\u003C/span>(\n    \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG&exchange=DERIBIT&coin=BTC&rawSymbol=BTC_ATM&tenor=ONE_W&interval=DAY&from=1775635290&period=604800\"\u003C/span>,\n    headers={\u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span>}\n)\n\u003Cspan class=\"s-v\">data\u003C/span> = response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003CCodePanel lang=\"javascript\">\n\u003Cpre>\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">response\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> \u003Cspan class=\"s-f\">fetch\u003C/span>(\n  \u003Cspan class=\"s-s\">\"https://api.openmarket.xyz/v1/points?type=IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG&exchange=DERIBIT&coin=BTC&rawSymbol=BTC_ATM&tenor=ONE_W&interval=DAY&from=1775635290&period=604800\"\u003C/span>,\n  { headers: { \u003Cspan class=\"s-s\">\"X-OpenMarket-Key\"\u003C/span>: \u003Cspan class=\"s-s\">\"YOUR_API_KEY\"\u003C/span> } }\n)\n\u003Cspan class=\"s-k\">const\u003C/span> \u003Cspan class=\"s-v\">data\u003C/span> = \u003Cspan class=\"s-k\">await\u003C/span> response.\u003Cspan class=\"s-f\">json\u003C/span>()\u003C/pre>\n\u003C/CodePanel>\n\n\u003C/CodeTabs>\n\n### Response\n\n\u003CCodeBlock lang=\"JSON\">\n\u003Cpre>{\n  \u003Cspan class=\"s-p\">\"series\"\u003C/span>: [\n    {\n      \u003Cspan class=\"s-p\">\"id\"\u003C/span>: {\n        \u003Cspan class=\"s-p\">\"type\"\u003C/span>: \u003Cspan class=\"s-s\">\"IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"exchange\"\u003C/span>: \u003Cspan class=\"s-s\">\"DERIBIT\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"rawSymbol\"\u003C/span>: \u003Cspan class=\"s-s\">\"BTC_ATM\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"normalizedSymbol\"\u003C/span>: \u003Cspan class=\"s-s\">\"BTC\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"category\"\u003C/span>: \u003Cspan class=\"s-s\">\"OPTION\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"interval\"\u003C/span>: \u003Cspan class=\"s-s\">\"DAY\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"tenor\"\u003C/span>: \u003Cspan class=\"s-s\">\"ONE_W\"\u003C/span>,\n        \u003Cspan class=\"s-p\">\"coin\"\u003C/span>: \u003Cspan class=\"s-s\">\"BTC\"\u003C/span>\n      },\n      \u003Cspan class=\"s-p\">\"points\"\u003C/span>: [\n        {\n          \u003Cspan class=\"s-p\">\"Point\"\u003C/span>: {\n            \u003Cspan class=\"s-p\">\"impliedVolatility\"\u003C/span>: \u003Cspan class=\"s-n\">41.68456143125\u003C/span>,\n            \u003Cspan class=\"s-p\">\"timestamp\"\u003C/span>: { \u003Cspan class=\"s-p\">\"s\"\u003C/span>: \u003Cspan class=\"s-n\">1775692800\u003C/span> }\n          }\n        }\n      ]\n    }\n  ]\n}\u003C/pre>\n\u003C/CodeBlock>",{"type":11,"children":12,"data":2697,"position":2699},"root",[13,16,38,39,58,59,154,155,174,176,636,637,681,682,697,699,879,880,895,896,1121,1122,1138,1139,1156,1157,1172,1173,2125,2126,2140,2141],{"type":14,"value":15},"text","\n",{"type":17,"tagName":18,"properties":19,"children":20,"position":35},"element","p",{},[21],{"type":17,"tagName":22,"properties":23,"children":26,"position":27},"endpointbar",{"method":24,"path":25},"GET","/v1/points",[],{"start":28,"end":32},{"line":29,"column":30,"offset":31},3,1,22,{"line":29,"column":33,"offset":34},59,80,{"start":36,"end":37},{"line":29,"column":30,"offset":31},{"line":29,"column":33,"offset":34},{"type":14,"value":15},{"type":17,"tagName":18,"properties":40,"children":41,"position":55},{},[42],{"type":17,"tagName":43,"properties":44,"children":47,"position":48},"typeheader",{"type":45,"meta":46},"IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG","Weight: 1x | Max points: 100,000 | Advanced only",[],{"start":49,"end":52},{"line":50,"column":30,"offset":51},5,82,{"line":50,"column":53,"offset":54},127,208,{"start":56,"end":57},{"line":50,"column":30,"offset":51},{"line":50,"column":53,"offset":54},{"type":14,"value":15},{"type":17,"tagName":18,"properties":60,"children":61,"position":151},{},[62,71,85,92,105,111,124,131,144],{"type":14,"value":63,"position":64},"Implied volatility summary data for option markets. 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