options_volatility
Option-implied volatility for BTC, ETH or SOL from Deribit's public market data: ATM implied volatility by expiry (the term structure, interpolated at each expiry's forward), 25-delta call and put IV with the risk reversal (skew) and butterfly, put/call open-interest and volume ratios per expiry and in total, the index price, and Deribit's DVOL 30-day volatility index with its 24h range (BTC and ETH; Deribit publishes none for SOL). Deltas are Black-76 forward deltas from Deribit mark IVs. Fails (and is not charged) if Deribit's option data is unavailable. Costs $0.005 USDC per call.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| currency | No | Underlying: BTC, ETH, SOL (default BTC) | |
| maxExpiries | No | Expiries to return, nearest first, 1–30 (default 12) |