API Access

The volmex.finance API with index pricing is available below.

The following query can be used to pull the volatility index, asset, price of underlying, and Unix timestamp. Change the asset to view resepctive indices.

query impliedVol {
impliedVolatilitys(limit:10, offset: 0, query: {
asset: ETH
}, sort: "-timestamp") {
index
asset
timestamp
underlying_index
}
}

Sample output from the above query:

{
"data": {
"impliedVolatilitys": [
{
"index": 1.1205327814475294,
"underlying_index": 2597.08,
"epoch": 3714,
"timestamp": 1623729904000
},
{
"index": 1.1188762043011018,
"underlying_index": 2590.94,
"epoch": 3713,
"timestamp": 1623729605000
},
{
"index": 1.1204085089104692,
"underlying_index": 2592.38,
"epoch": 3712,
"timestamp": 1623729304000
},
{
"index": 1.1235643093126018,
"underlying_index": 2592.72,
"epoch": 3711,
"timestamp": 1623729004000
},
{
"index": 1.1215874384348783,
"underlying_index": 2590.78,
"epoch": 3710,
"timestamp": 1623728703000
},
{
"index": 1.1208957517316536,
"underlying_index": 2590.25,
"epoch": 3709,
"timestamp": 1623728406000
},
{
"index": 1.1218123854425053,
"underlying_index": 2592.5,
"epoch": 3708,
"timestamp": 1623728104000
},
{
"index": 1.1223732562551632,
"underlying_index": 2587.67,
"epoch": 3707,
"timestamp": 1623727805000
},
{
"index": 1.123005210822689,
"underlying_index": 2587.81,
"epoch": 3706,
"timestamp": 1623727504000
},
{
"index": 1.1218374602435601,
"underlying_index": 2586.45,
"epoch": 3705,
"timestamp": 1623727204000
}
]
}
}

The following query can be used with the Volmex API to determine which eight option the index is currently pointing at.

query getImpliedVolatility {
impliedVolatilitys(limit:101, offset: 0, query: {
asset: ETH
}, sort: "-epoch") {
index
underlying_index
epoch
asset
linkedOrderBooks {
underlying_index
underlying_price
instrument_name
mid_price
}
}
}

Sample output from the above query:

{
"data": {
"impliedVolatilitys": [
{
"index": 1.2048225385936862,
"underlying_index": 2440.33,
"epoch": 2550,
"asset": "ETH",
"linkedOrderBooks": [
{
"underlying_index": "ETH-25JUN21",
"underlying_price": 2423.65,
"instrument_name": "ETH-25JUN21-2400-C",
"mid_price": 0.09425
},
{
"underlying_index": "ETH-25JUN21",
"underlying_price": 2423.65,
"instrument_name": "ETH-25JUN21-2400-P",
"mid_price": 0.084
},
{
"underlying_index": "ETH-25JUN21",
"underlying_price": 2423.65,
"instrument_name": "ETH-25JUN21-2560-C",
"mid_price": 0.06425
},
{
"underlying_index": "ETH-25JUN21",
"underlying_price": 2423.65,
"instrument_name": "ETH-25JUN21-2560-P",
"mid_price": 0.12175
},
{
"underlying_index": "ETH-30JUL21",
"underlying_price": 2440.4,
"instrument_name": "ETH-30JUL21-2400-P",
"mid_price": 0.164
},
{
"underlying_index": "ETH-30JUL21",
"underlying_price": 2440.4,
"instrument_name": "ETH-30JUL21-2400-C",
"mid_price": 0.17975
},
{
"underlying_index": "ETH-30JUL21",
"underlying_price": 2440.4,
"instrument_name": "ETH-30JUL21-2500-P",
"mid_price": 0.187
},
{
"underlying_index": "ETH-30JUL21",
"underlying_price": 2440.4,
"instrument_name": "ETH-30JUL21-2500-C",
"mid_price": 0.1625
}
]