API Access
The volmex.finance API with index pricing is available below.
GraphQL Playground
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.
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query impliedVol {
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impliedVolatilitys(limit:10, offset: 0, query: {
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asset: ETH
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}, sort: "-timestamp") {
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index
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asset
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timestamp
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underlying_index
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}
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}
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Sample output from the above query:
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{
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"data": {
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"impliedVolatilitys": [
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{
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"index": 1.1205327814475294,
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"underlying_index": 2597.08,
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"epoch": 3714,
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"timestamp": 1623729904000
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},
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{
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"index": 1.1188762043011018,
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"underlying_index": 2590.94,
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"epoch": 3713,
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"timestamp": 1623729605000
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},
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{
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"index": 1.1204085089104692,
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"underlying_index": 2592.38,
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"epoch": 3712,
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"timestamp": 1623729304000
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},
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{
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"index": 1.1235643093126018,
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"underlying_index": 2592.72,
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"epoch": 3711,
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"timestamp": 1623729004000
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},
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{
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"index": 1.1215874384348783,
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"underlying_index": 2590.78,
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"epoch": 3710,
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"timestamp": 1623728703000
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},
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{
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"index": 1.1208957517316536,
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"underlying_index": 2590.25,
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"epoch": 3709,
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"timestamp": 1623728406000
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},
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{
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"index": 1.1218123854425053,
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"underlying_index": 2592.5,
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"epoch": 3708,
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"timestamp": 1623728104000
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},
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{
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"index": 1.1223732562551632,
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"underlying_index": 2587.67,
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"epoch": 3707,
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"timestamp": 1623727805000
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},
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{
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"index": 1.123005210822689,
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"underlying_index": 2587.81,
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"epoch": 3706,
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"timestamp": 1623727504000
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},
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{
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"index": 1.1218374602435601,
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"underlying_index": 2586.45,
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"epoch": 3705,
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"timestamp": 1623727204000
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}
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]
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}
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}
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The following query can be used with the Volmex API to determine which eight option the index is currently pointing at.
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query getImpliedVolatility {
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impliedVolatilitys(limit:101, offset: 0, query: {
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asset: ETH
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}, sort: "-epoch") {
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index
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underlying_index
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epoch
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asset
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linkedOrderBooks {
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underlying_index
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underlying_price
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instrument_name
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mid_price
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}
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}
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}
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Sample output from the above query:
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{
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"data": {
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"impliedVolatilitys": [
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{
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"index": 1.2048225385936862,
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"underlying_index": 2440.33,
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"epoch": 2550,
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"asset": "ETH",
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"linkedOrderBooks": [
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{
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"underlying_index": "ETH-25JUN21",
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"underlying_price": 2423.65,
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"instrument_name": "ETH-25JUN21-2400-C",
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"mid_price": 0.09425
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},
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{
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"underlying_index": "ETH-25JUN21",
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"underlying_price": 2423.65,
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"instrument_name": "ETH-25JUN21-2400-P",
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"mid_price": 0.084
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},
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{
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"underlying_index": "ETH-25JUN21",
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"underlying_price": 2423.65,
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"instrument_name": "ETH-25JUN21-2560-C",
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"mid_price": 0.06425
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},
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{
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"underlying_index": "ETH-25JUN21",
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"underlying_price": 2423.65,
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"instrument_name": "ETH-25JUN21-2560-P",
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"mid_price": 0.12175
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},
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{
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"underlying_index": "ETH-30JUL21",
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"underlying_price": 2440.4,
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"instrument_name": "ETH-30JUL21-2400-P",
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"mid_price": 0.164
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},
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{
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"underlying_index": "ETH-30JUL21",
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"underlying_price": 2440.4,
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"instrument_name": "ETH-30JUL21-2400-C",
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"mid_price": 0.17975
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},
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{
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"underlying_index": "ETH-30JUL21",
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"underlying_price": 2440.4,
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"instrument_name": "ETH-30JUL21-2500-P",
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"mid_price": 0.187
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},
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{
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"underlying_index": "ETH-30JUL21",
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"underlying_price": 2440.4,
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"instrument_name": "ETH-30JUL21-2500-C",
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"mid_price": 0.1625
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}
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]
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