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Implied volatility index (DVOL)
Deribit volatility index (DVOL) daily close per underlying — the options market's forward implied volatility (the crypto "VIX"). Deep history; per-instrument greeks in `chain` are live-only. Pass ?entity=BTC|ETH and ?series=true for the chartable time series.
| Category | Crypto markets |
|---|---|
| Product | Options |
| Metric | Implied volatility index (DVOL) |
| Unit | vol index (annualized %) |
| Cadence | daily |
| Shape | series |
| Minimum plan | pro |
| Venues | deribit |
| Entities | 2 markets |
| Entity param | required (?entity=) |
| Endpoint | GET /v1/data/crypto/options/implied_vol_index |
What you get back
Every response is one envelope: { data, meta, provenance }. data is the value, meta carries a live confidence score and a stalenessfigure, and provenance names the contributing venues and the method — so you can audit freshness and lineage without a second call.
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