#implied-volatility

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

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

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).

api.oanor.com/dvol-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

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

Live crypto options-market data as an API, streamed from the Deribit public exchange. For BTC, ETH, SOL and XRP: the full option chain with each contract's mark price, mark implied volatility, open interest, 24-hour volume and underlying price; the nearest at-the-money call and put for a one-call read on how the market prices risk; the spot index price; the historical realised-volatility series with stats; and a market-wide summary of open interest, volume and expiries. Built for options, volatility, quant and trading apps. Distinct from spot-price, funding and on-chain APIs — this is the live options surface.

api.oanor.com/cryptooptions-api