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.

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
          }
        ]