API · /dvol-api

Crypto Implied Volatility Index (DVOL) & VRP API

healthy 3,629 Subscribers

The crypto market's "fear gauge" and the premium option sellers earn, read live from Deribit's public DVOL index and Binance's candles — no key, nothing stored. DVOL is Deribit's 30-day forward implied-volatility index for BTC and ETH, the crypto equivalent of the VIX: the single number that says how much volatility the options market is pricing in. The index endpoint returns the latest DVOL, the session open/high/low/close, the 24-hour change and a plain-language regime label (low, normal, high, extreme). The vrp endpoint computes the variance risk premium — implied vol (DVOL) minus the realised volatility actually delivered over the last 30 days (annualised standard deviation of daily log returns from Binance candles): when implied sits well above realised, option sellers are being paid a premium and the rich/cheap signal flags it; when implied is below realised, options are cheap relative to what the market has been doing. The history endpoint returns the DVOL index time series. This is the implied-volatility-index / variance-risk-premium cut — distinct from the realised-volatility API (which has no implied leg), the equity VIX-family indices and the option-chain, skew and gamma APIs in the catalogue. Currency is BTC or ETH (the assets Deribit publishes DVOL for).

#dvol #implied-volatility #variance-risk-premium #crypto-vix #deribit #crypto #derivatives

api.oanor.com/dvol-api

Get an API key Try in playground → Contact provider

Machine-readable spec so AI agents can integrate this API.

/api/dvol-api/openapi.json

/api/dvol-api/llms.txt

Discovery: GET /api/index.json lists every API.

Crypto Implied Volatility Index (DVOL) & VRP API — live data on the oanor API marketplace

API health

healthy

Uptime: 100.00%; Server probes · 24h
Avg latency: 176 ms; Server probes · 24h
Subscribers: 3,629; active
Total calls: 84; last 7 days

Full status page → · 16 probes/24h

Pricing

Pick a tier — billed monthly, cancel anytime.

Free

500 calls / month
2 requests / second
Hard cap (429 above quota, no overage)
500 calls/month
2 req/sec
DVOL index + VRP + history
No credit card

Starter

€11.44 /month

13,500 calls / month
6 requests / second
Hard cap (429 above quota, no overage)
13,500 calls/month
6 req/sec
BTC & ETH implied vol
Email support

Pro

€36.66 /month

72,000 calls / month
16 requests / second
Hard cap (429 above quota, no overage)
72,000 calls/month
16 req/sec
Vol-trading & VRP dashboards
Priority support

Business

€83.60 /month

380,000 calls / month
40 requests / second
Hard cap (429 above quota, no overage)
380,000 calls/month
40 req/sec
Vol-desk scale
Dedicated SLA

Built by

PremiumApi

Related APIs

Other APIs with overlapping tags.

Deribit API

Live market data from Deribit — the leading crypto options and futures exchange. A keyless, no-account JSON wrapper over Deribit's public v2 API. Read the spot index price for any settlement currency (BTC, ETH, USDC, USDT), pull a full ticker for any instrument — last / mark / index price, best bid-ask, open interest and 8-hour funding for perpetuals, plus mark implied volatility and the greeks (delta, gamma, vega, theta, rho) for options — list the entire active instruments catalog by currency and kind (future, option, spot, combos) with strikes, expiries and contract sizes, and fetch per-currency order-book summaries across all live instruments. The raw exchange feed for derivatives desks, options dashboards, volatility models and trading bots — distinct from analytics products: this is Deribit's own ticker, instrument and book data, decoded into clean JSON.

api.oanor.com/deribit-api

Variance Risk Premium API

How much more volatility the options market is pricing in than the market has actually delivered — the carry that every short-volatility strategy harvests — computed live from Yahoo Finance, no key, nothing stored. Implied volatility (the VIX and its cousins) is almost always richer than the volatility that subsequently shows up: investors pay up for protection, and that gap, the variance risk premium, is one of the most persistent paid-for risks in markets. This API measures it directly across the major asset classes that publish an implied-vol index: for the S&P 500 (VIX), the Nasdaq 100 (VXN), crude oil (OVX) and gold (GVZ), it takes the live implied-vol index and subtracts the realised volatility actually delivered by the underlying over the matching ~30-day window (annualised standard deviation of daily log returns), and returns the premium in volatility points, the implied/realised ratio and a rich/cheap read. A large positive VRP means options are expensive relative to what the market has been doing (sellers are well paid); a negative VRP — implied below realised — is rare and flags that options are cheap, often during or right after a stress event. The premium endpoint returns all four markets ranked; the asset endpoint returns one market with 21- and 30-day realised legs; the history endpoint returns the VRP time series. This is the implied-minus-realised / variance-risk-premium cut for equities and commodities — distinct from the implied-vol level board (no realised leg), the realised-volatility dashboard (no implied leg) and the crypto-only DVOL/VRP API.

api.oanor.com/vrp-api

Stock Options Chain API

Live (15-minute delayed) US equity and index options chains, served from CBOE's public delayed-quotes feed. For any optionable ticker the summary endpoint returns the underlying quote — current price, day change, open/high/low/close, volume, bid/ask and the 30-day implied volatility (IV30) with its change. The expirations endpoint lists every available expiration date with its call and put contract counts. The chain endpoint returns the option contracts themselves: for each strike and expiry it gives the call/put bid, ask, last, implied volatility, open interest, volume and the full greeks — delta, gamma, theta and vega — and can be filtered by expiration date and by call or put. US index options are addressed with an underscore prefix (_SPX, _VIX). This is the single-name equity and index options surface — strikes, expiries, IV and greeks — distinct from the options-pricing calculators, the crypto-options and the FX/rate APIs in the catalogue. Live, no key on the upstream, nothing stored.

api.oanor.com/optionschain-api

Volatility Indices API

Live market "fear gauges" across asset classes as an API, served from Yahoo Finance. The VIX is the market's headline fear index — the S&P 500's 30-day implied volatility — and this returns it alongside the rest of the family: the 9-day VIX (short-term fear), the Nasdaq-100 (VXN) and Dow (VXD) volatility indices, crude-oil (OVX) and gold (GVZ) volatility, and the VVIX, the volatility of the VIX itself. Each comes with its current level, the day's change, and its day and 52-week range, and the board adds a plain-language fear regime from the VIX (complacent, normal, elevated, high or extreme). Get the whole board or one index. The implied-volatility and risk-sentiment layer for trading, macro-research and dashboard apps. Live, no key, no cache. Distinct from equity-index, crypto-volatility and FX-volatility APIs — this is the cross-asset implied-volatility (fear) suite.

api.oanor.com/volatilityindices-api

Frequently asked questions

Quick answers about pricing, quotas, and integration.

How do I get an API key for Crypto Implied Volatility Index (DVOL) & VRP API?

Sign up for free at oanor.com, generate an API key from the developer dashboard, and call Crypto Implied Volatility Index (DVOL) & VRP API with the x-oanor-key header. No credit card needed for the free tier.

What's the rate limit for Crypto Implied Volatility Index (DVOL) & VRP API?

Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.

How much does Crypto Implied Volatility Index (DVOL) & VRP API cost?

Crypto Implied Volatility Index (DVOL) & VRP API has a free tier with 100 calls / month. Paid plans start at €11.44 / month with higher quotas and faster rate limits.

Can I cancel my subscription anytime?

Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.

Is Crypto Implied Volatility Index (DVOL) & VRP API GDPR-compliant?

All requests to Crypto Implied Volatility Index (DVOL) & VRP API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.

DVOL 3

Meta 1

Pick an endpoint from the list on the left to see its details and try it.

GET /v1/history

DVOL index time series

Playground

Parameters

Custom headers

Language: Client:

GET /v1/index

Latest DVOL with OHLC & regime

Playground

Parameters

Custom headers

Language: Client:

GET /v1/vrp

Variance risk premium (implied minus realised)

Playground

Parameters

Custom headers

Language: Client:

GET /v1/meta

Spec

Playground

Custom headers

Language: Client:

Code snippets

curl https://api.oanor.com/dvol-api/SOME_PATH \
  -H "x-oanor-key: oanor_test_..."

const res = await fetch("https://api.oanor.com/dvol-api/SOME_PATH", {
  headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();

$ch = curl_init("https://api.oanor.com/dvol-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);

import requests
r = requests.get(
    "https://api.oanor.com/dvol-api/SOME_PATH",
    headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())

Ratings

No reviews yet.

Discussion

Ask questions, share usage tips, get answers from the provider and other developers. Public — anyone can read.

New thread

📌 Pinned 🔒 Locked

· ·

🔒 This thread is locked — no new replies.

No threads yet — start the discussion.

Support

Private 1:1 support with the provider — billing questions, integration issues, account problems. Only you and the provider team can see these threads.

Open new ticket

Describe what you need help with. The provider team gets an email and replies on the ticket page.

No tickets yet for this API.

Subscription active — calls can start immediately.

Send your first request —

Subscription active — copy a snippet and fire off your first call.

Pick a key

Plaintext is shown once at creation — use the prefix as a reminder.

Crypto Implied Volatility Index (DVOL) & VRP API

API health

Pricing

Built by

Related APIs

Deribit API

Variance Risk Premium API

Stock Options Chain API

Volatility Indices API

Frequently asked questions

Parameters

Parameters

Parameters

Code snippets

Ratings

Discussion

New thread

📌 🔒

Support

Open new ticket

Your cookie choices