Quickstart

Store your API key

Sandmark sends your key when your subscription is activated. Keep it out of source control and load it from the environment:

export SANDMARK_API_KEY="your-key"

Check what you can query

List the assets available to you. Every timeseries request takes one of these values as asset.

curl https://api.sandmark.com/volatility/v1/assets \
  -H "X-API-Key: $SANDMARK_API_KEY"

{ "assets": ["DER.BTC_USD", "DER.ETH_USD", "DER.BTC_USDC", "..."] }

Fetch 1-month at-the-money implied vol

Ask for hourly BTC implied vol at the 50-delta call, 1-month tenor:

curl -G https://api.sandmark.com/volatility/v1/timeseries/iv \
  -H "X-API-Key: $SANDMARK_API_KEY" \
  -d asset=DER.BTC_USD \
  -d frequency=1h \
  -d option_type=C \
  -d tenor_label=1m \
  -d delta_target_pct=50 \
  -d limit=24

import os
import requests

BASE_URL = "https://api.sandmark.com/volatility"
session = requests.Session()
session.headers["X-API-Key"] = os.environ["SANDMARK_API_KEY"]

response = session.get(
    f"{BASE_URL}/v1/timeseries/iv",
    params={
        "asset": "DER.BTC_USD",
        "frequency": "1h",
        "option_type": "C",
        "tenor_label": "1m",
        "delta_target_pct": 50,
        "limit": 24,
    },
    timeout=30,
)
response.raise_for_status()

for row in response.json()["data"]:
    print(row["DATETIME"], f'{row["IV"] * 100:.2f} vol')

const BASE_URL = "https://api.sandmark.com/volatility";

const params = new URLSearchParams({
  asset: "DER.BTC_USD",
  frequency: "1h",
  option_type: "C",
  tenor_label: "1m",
  delta_target_pct: "50",
  limit: "24",
});

const response = await fetch(`${BASE_URL}/v1/timeseries/iv?${params}`, {
  headers: { "X-API-Key": process.env.SANDMARK_API_KEY },
});
if (!response.ok) throw new Error(`${response.status} ${await response.text()}`);

const { data } = await response.json();
for (const row of data) console.log(row.DATETIME, `${(row.IV * 100).toFixed(2)} vol`);

You get the last 24 hourly bars, newest first:

2026-11-06T22:00:00Z 37.32 vol
2026-11-06T21:00:00Z 37.33 vol
...

Add realised vol

Fetch 30-day realised vol over the same hours. It’s the natural counterpart to 1-month implied vol:

curl -G https://api.sandmark.com/volatility/v1/timeseries/rv \
  -H "X-API-Key: $SANDMARK_API_KEY" \
  -d asset=DER.BTC_USD \
  -d frequency=1h \
  -d lookback_days=30 \
  -d limit=24

Get started

Concepts

Guides

Operations

Next steps

Implied vs realised

Paging through history

​Next steps

Implied vs realised

Paging through history

Next steps