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?
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
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Response Example
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