This deribit implied volatility index uses the implied volatility smile of the relevant expiries to output one number that gives a gauge of the 30 day annualised implied volatility. The DVOL is forward-looking volatility. What does the calculated value mean? It gives the 30 day (forward-looking) annualised expectation of volatilit.
Request
Query Params
Header Params
Request Code Samples
Shell
JavaScript
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Swift
Go
PHP
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HTTP
C
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Request Request Example
Shell
JavaScript
Java
Swift
curl--location--request GET '/dvol?coin&exchange&timeframe&limit&startTime&endTime&sort&advanceFilter' \
--header'Authorization: Bearer {{AUTH_TOKEN}}' \
--header'x-api-key: {{api_key}}'