Implied Volatility — Kiyotaka Docs

GET/v1/points

IMPLIED_VOLATILITY_OPTION_SUMMARY_AGGWeight: 1x | Max points: 100,000 | Advanced only

Implied volatility summary data for option markets. The current public API shape is a single summary series selected by exchange, coin, rawSymbol, and tenor.

Parameters

Parameter	Type	Required	Description
`exchange`	string	Yes	Use the option venue that exposes the summary series. The current public example uses `DERIBIT`.
`coin`	string	Yes	Underlying asset, for example `BTC`.
`rawSymbol`	string	Yes	Summary symbol, for example `BTC_ATM`.
`tenor`	Tenor	Yes	Option summary tenor, for example `ONE_W`.

Use GET /v1/markets to discover available summary symbols and tenors before querying.

Response fields

Field	Type	Description
`impliedVolatility`	double	Implied volatility summary value for the requested series
`timestamp`	Timestamp	Start of the returned interval bucket

Capabilities

Feature	Supported	Details
Summary series queries	Yes	Query by `exchange`, `coin`, `rawSymbol`, and `tenor`
Multi-exchange aggregation	No

Examples

One-week BTC ATM implied volatility

Fetches 7 days of daily BTC ATM implied volatility for the one-week tenor.

curl "https://api.kiyotaka.ai/v1/points
    ?type=IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG
    &exchange=DERIBIT
    &coin=BTC
    &rawSymbol=BTC_ATM
    &tenor=ONE_W
    &interval=DAY
    &from=1775635290
    &period=604800" \\
  -H "X-Kiyotaka-Key: YOUR_API_KEY"

import requests


response = requests.get(
    "https://api.kiyotaka.ai/v1/points?type=IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG&exchange=DERIBIT&coin=BTC&rawSymbol=BTC_ATM&tenor=ONE_W&interval=DAY&from=1775635290&period=604800",
    headers={"X-Kiyotaka-Key": "YOUR_API_KEY"}
)
data = response.json()

const response = await fetch(
  "https://api.kiyotaka.ai/v1/points?type=IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG&exchange=DERIBIT&coin=BTC&rawSymbol=BTC_ATM&tenor=ONE_W&interval=DAY&from=1775635290&period=604800",
  { headers: { "X-Kiyotaka-Key": "YOUR_API_KEY" } }
)
const data = await response.json()

Response

JSON

{
  "series": [
    {
      "id": {
        "type": "IMPLIED_VOLATILITY_OPTION_SUMMARY_AGG",
        "exchange": "DERIBIT",
        "rawSymbol": "BTC_ATM",
        "normalizedSymbol": "BTC",
        "category": "OPTION",
        "interval": "DAY",
        "tenor": "ONE_W",
        "coin": "BTC"
      },
      "points": [
        {
          "Point": {
            "impliedVolatility": 41.68456143125,
            "timestamp": { "s": 1775692800 }
          }
        }
      ]
    }
  ]
}