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

Parameter	Required	Type	Comments
category	true	string	Product type. option
baseCoin	false	string	Base coin, uppercase only. Default: return BTC data
period	false	integer	Period. If not specified, it will return data with a 7-day average by default
startTime	false	integer	The start timestamp (ms)
endTime	false	integer	The end timestamp (ms)

Response Parameters

Parameter	Type	Comments
category	string	Product type
list	array	Object
> period	integer	Period
> value	string	Volatility
> time	string	Timestamp (ms)

---

Request Example

HTTP

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

Python

from pybit.unified_trading import HTTP
session = HTTP(testnet=True)
print(session.get_historical_volatility(
    category="option",
    baseCoin="ETH",
    period=30,
))

Java

import com.bybit.api.client.domain.CategoryType;
import com.bybit.api.client.domain.market.*;
import com.bybit.api.client.domain.market.request.MarketDataRequest;
import com.bybit.api.client.service.BybitApiClientFactory;
var client = BybitApiClientFactory.newInstance().newAsyncMarketDataRestClient();
var historicalVolatilityRequest = MarketDataRequest.builder().category(CategoryType.OPTION).optionPeriod(7).build();
client.getHistoricalVolatility(historicalVolatilityRequest, System.out::println);

Node.js

const { RestClientV5 } = require('bybit-api');

const client = new RestClientV5({
    testnet: true,
});

client
    .getHistoricalVolatility({
        category: 'option',
        baseCoin: 'ETH',
        period: 30,
    })
    .then((response) => {
        console.log(response);
    })
    .catch((error) => {
        console.error(error);
    });

Response Example

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