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Get Historical Volatility

Query option historical volatility

Covers: Option

info
  • The data is hourly.
  • If both startTime and endTime are not specified, it will return the most recent 1 hours worth of data.
  • startTime and endTime are a pair of params. Either both are passed or they are not passed at all.
  • This endpoint can query the last 2 years worth of data, but make sure [endTime - startTime] <= 30 days.

HTTP Request

GET /v5/market/historical-volatility

Request Parameters

ParameterRequiredTypeComments
categorytruestringProduct type. option
baseCoinfalsestringBase coin, uppercase only. Default: return BTC data
periodfalseintegerPeriod. If not specified, it will return data with a 7-day average by default
startTimefalseintegerThe start timestamp (ms)
endTimefalseintegerThe end timestamp (ms)

Response Parameters

ParameterTypeComments
categorystringProduct type
listarrayObject
> periodintegerPeriod
> valuestringVolatility
> timestringTimestamp (ms)

Request Example

GET /v5/market/historical-volatility?category=option&baseCoin=ETH&period=30 HTTP/1.1
Host: api-testnet.bybit.com

Response Example

{
"retCode": 0,
"retMsg": "SUCCESS",
"category": "option",
"result": [
{
"period": 30,
"value": "0.45024716",
"time": "1672052400000"
}
]
}