Implied Volatility SVI (Closed Beta)
This is a closed beta. Please contact your account manager if you'd like to be included in the program.
What is this endpoint for?
IV SVI stands for Implied Volatility Surface for Vanilla Instruments. This endpoint distributes the raw data we use to calculate our IV Smile solution.
Endpoints
Parameters
Parameter | Description | Examples |
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| A nested object to configure following properties for your stream:
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| The desired exchange as source of options data. |
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Fields
Field | Description |
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| Start time of the calculation window used. |
| End time of the calculation window used. |
| Expiry date of the instrument. |
| Exchanges included. |
| Time to expiry. |
| ATM implied variance. |
| ATM skew. |
| Left slope of IV smile. |
| Right slope of IV smile. |
| Min implied variance. |
| Current spot. |
| Interest rate. |
| Event generation timestamp (event created by Kaiko), after normalization. |
Request examples
Make sure to read our Python quick-start guide before starting.
Response Example
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