ATM IV per expiry (contango/backwardation)

Extraits de code

curl "https://api.oanor.com/optionsskew-api/v1/termstructure" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/optionsskew-api/v1/termstructure", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/optionsskew-api/v1/termstructure");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/optionsskew-api/v1/termstructure",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "note": "atm_iv is the at-the-money mark implied vol per expiry. Backwardation (near > far) typically signals near-term stress; contango is the calm default.",
        "term": [
            {
                "atm_iv": 32.43,
                "expiry": "12JUN26",
                "strikes": 80
            },
            {
                "atm_iv": 40.92,
                "expiry": "13JUN26",
                "strikes": 48
            },
            {
                "atm_iv": 34.34,
                "expiry": "14JUN26",
                "strikes": 46
            },
            {
                "atm_iv": 35.27,
                "expiry": "15JUN26",
                "strikes": 44
            },
            {
                "atm_iv": 41.45,
                "expiry": "19JUN26",
                "strikes": 60
            },
            {
                "atm_iv": 41.45,
                "expiry": "26JUN26",
                "strikes": 132
            },
            {
                "atm_iv": 41.27,
                "expiry": "3JUL26",
                "strikes": 26
            },
            {
                "atm_iv": 41.4,
                "expiry": "31JUL26",
                "strikes": 114
            },
            {
                "atm_iv": 41.78,
                "expiry": "28AUG26",
                "strikes": 98
            },
            {
                "atm_iv": 42.22,
                "expiry": "25SEP26",
                "strikes": 120
            },
            {
                "atm_iv": 44.4,
                "expiry": "25DEC26",
                "strikes": 114
            },
            {
                "atm_iv": 45.19,
                "expiry": "26MAR27",
                "strikes": 102
            }
        ],
        "count": 12,
        "source": "Deribit",
        "currency": "BTC",
        "structure": "contango (far-dated vol higher)",
        "underlying_price": 63511.63
    },
    "meta": {
        "timestamp": "2026-06-12T01:41:12.838Z",
        "request_id": "9f863e6a-4e21-4f6b-8252-de828769a058"
    },
    "status": "ok",
    "message": "Term structure retrieved successfully",
    "success": true
}