Implied volatility

Continuous constant-maturity implied volatility for one tenor, delta and option type. Each point is interpolated in total variance between the two listed expiries that bracket the tenor, so the series never jumps on an expiry roll. Values are decimal (0.37 = 37 vol points).

History window. How far back you can read depends on your billing plan: 1 month on monthly billing, 1 year on quarterly, 3 years on annual. A start earlier than your window (or no start at all) is moved forward to the window start, and the Sandmark-Data-Window-Start response header says where it began. An end before the window start returns 403.

GET /v1/timeseries/iv

Implied volatility

cURL

curl --request GET \
  --url https://api.sandmark.com/volatility/v1/timeseries/iv \
  --header 'X-API-Key: <api-key>'

200

{
  "series": "iv",
  "row_count": 2,
  "data": [
    {
      "UNDERLYING_ID": "DER.BTC_USD",
      "DATETIME": "2026-11-06T22:00:00Z",
      "OPTION_TYPE": "C",
      "FREQUENCY": "1h",
      "TENOR_LABEL": "1m",
      "TENOR_DAYS": 30,
      "DELTA_TARGET": 0.5,
      "DELTA_TARGET_PCT": 50,
      "DTE": 30,
      "DELTA": 0.5036,
      "IV": 0.3732,
      "IV_LO": 0.3688,
      "IV_HI": 0.3767,
      "DTE_LO": 20.42,
      "DTE_HI": 48.42,
      "ATM_DIST": 0.0036,
      "METHODOLOGY": "total_variance_interp",
      "METHOD": "iv_C_50_delta_30d",
      "METRIC_FAMILY": "continuous_iv",
      "IV_SOURCE_COL": "IV_MARK",
      "LOAD_TS": "2026-11-06T22:25:28"
    },
    {
      "UNDERLYING_ID": "DER.BTC_USD",
      "DATETIME": "2026-11-06T21:00:00Z",
      "OPTION_TYPE": "C",
      "FREQUENCY": "1h",
      "TENOR_LABEL": "1m",
      "TENOR_DAYS": 30,
      "DELTA_TARGET": 0.5,
      "DELTA_TARGET_PCT": 50,
      "DTE": 30,
      "DELTA": 0.5021,
      "IV": 0.3719,
      "IV_LO": 0.3671,
      "IV_HI": 0.3758,
      "DTE_LO": 20.46,
      "DTE_HI": 48.46,
      "ATM_DIST": 0.0021,
      "METHODOLOGY": "total_variance_interp",
      "METHOD": "iv_C_50_delta_30d",
      "METRIC_FAMILY": "continuous_iv",
      "IV_SOURCE_COL": "IV_MARK",
      "LOAD_TS": "2026-11-06T21:25:31"
    }
  ]
}

New to the series? Continuous implied volatility explains what one point means and how it is built.

Authorizations

X-API-Key · string · header · required

Your Sandmark API key.

Query Parameters

asset · enum<string> · required

Underlying identifier, VENUE.BASE_QUOTE. DER is Deribit; OKX, BIN (Binance) and BYB (Bybit) are the other venues. DER.BTC_USD and DER.ETH_USD are the inverse contracts and carry the deepest history; the _USDC underlyings are linear.

Available options: DER.BTC_USD, DER.ETH_USD, DER.BTC_USDC, DER.ETH_USDC, DER.SOL_USDC, DER.XRP_USDC, DER.AVAX_USDC, DER.TRX_USDC, DER.HYPE_USDC, OKX.BTC_USD, OKX.ETH_USD, BIN.BTC_USDT, BIN.ETH_USDT, BYB.BTC_USDT, BYB.ETH_USDT

frequency · enum<string> · required

Sampling frequency of the stored series. GET /v1/frequencies lists the available values.

Available options: 1h

option_type · enum<string> · required

C for calls, P for puts. At 50 delta both legs carry the same IV.

Available options: C, P

tenor_label · enum<string> · required

Constant-maturity tenor: 1d, 1w, 2w, 1m, 2m, 3m, 6m, 9m or 1y.

Available options: 1d, 1w, 2w, 1m, 2m, 3m, 6m, 9m, 1y

delta_target_pct · enum<integer> · required

Absolute delta in percent. 50 is at-the-money; 25 with P is the 25-delta put.

Available options: 5, 10, 15, 20, 25, 30, 35, 40, 45, 50

start · string<date-time>

Inclusive lower bound, ISO 8601 UTC (for example 2026-11-01T00:00:00Z). Defaults to the start of your history window.

end · string<date-time>

Inclusive upper bound, ISO 8601 UTC. Defaults to the latest stored observation.

limit · integer · default: 500

Maximum rows to return. Rows are ordered newest first, so limit keeps the most recent observations inside start..end. Page backwards by moving end.

Required range: 1 <= x <= 5000

iv_source_col · enum<string> · default: IV_MARK

Which published vol surface to read. IV_MARK is the default and the surface used across Sandmark. IV_MARK_COMPUTED is the alternative surface; the two differ by about 0.08 vol points on average. Keep one value for a whole analysis.

Available options: IV_MARK, IV_MARK_COMPUTED

Response

200

application/json

OK

series · enum<string> · required

Available options: iv

row_count · integer · required

Number of rows in data.

data · object[] · required

Newest first.

Show child attributes