Variance risk premium (implied minus realised)

Frammenti di codice

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

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

$ch = curl_init("https://api.oanor.com/dvol-api/v1/vrp");
curl_setopt($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/dvol-api/v1/vrp",
    headers={"x-oanor-key": "oanor_test_..."}
)

Risposta di esempio

Una risposta reale di questo endpoint, acquisita dall'ultimo health check.

{
    "data": {
        "note": "implied_vol is the current DVOL; realized_vol is annualised stdev of daily log returns over window_days from Binance candles. variance_risk_premium = implied − realized: positive means the options market prices more vol than has been delivered (sellers earn the premium).",
        "signal": "implied ≈ realised (fair)",
        "source": "Deribit + Binance",
        "currency": "BTC",
        "implied_vol": 43.25,
        "iv_rv_ratio": 1.028,
        "window_days": 30,
        "realized_vol": 42.09,
        "variance_risk_premium": 1.16
    },
    "meta": {
        "timestamp": "2026-06-12T01:41:11.463Z",
        "request_id": "86b3bcb7-43da-4232-addc-a9db630073b8"
    },
    "status": "ok",
    "message": "VRP retrieved successfully",
    "success": true
}