Market implied volatility
Returns implied volatility for specified markets.<br/> Results are ordered by tuple (market, time).<br/> To fetch the next page of results use next_page_url JSON response field.<br/> Implied volatility is calculated using an options pricing model. It represents the market's expectation of future volatility and is the value, when input to an options pricing model, that makes the actual options price equal to its theoretical price.
Query parameters
Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.<br/> Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.
Start of the time interval.<br/> This field refers to the time field in the response.<br/> Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120.<br/> Inclusive by default.<br/> UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it.<br/> If start_time is omitted, response will include time series from the earliest time available.
End of the time interval.<br/> This field refers to the time field in the response.<br/> Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789Z, 2006-01-20, 20060120.<br/> Inclusive by default.<br/> UTC timezone by default. Z suffix is optional and timezone parameter has a priority over it.<br/> If end_time is omitted, response will include time series up to the latest time available.
Inclusive or exclusive corresponding start_* parameters.
Inclusive or exclusive corresponding end_* parameters.
Timezone name for start_time and end_time timestamps.<br/> This parameter does not modify the output times, which are always UTC.<br/> Format is defined by TZ database.
Number of items per single page of results.<br/> The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.
Where does the first page start, at the start of the interval or at the end.<br/> The value of this parameter is ignored if the endpoint supports the format parameter and its value is set to json_stream.
How many entries per market result should contain. It is useful when multiple markets are requested.
Downsampling granularity of market implied volatility. Supported values are raw, 1m, 1h, and 1d.
Human-readable formatting of JSON responses.
Format of the response.
Token for receiving the results from the next page of a query.<br/> Should not be used directly. To iterate through pages just use next_page_url response field.
Response
Time series of market implied volatility.