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GET
Calibrated options range
Options overprice moves on average (the variance risk premium), so a range built from implied vol alone holds more often than it claims. This endpoint takes the move DVOL prices and rescales it on the last 30 days of hourly moves, so the 68% and 90% bands hold about that often. Each horizon returns the bands as prices around spot and the record: how often such bands held out of sample, with each day fitted only on the days before it. On BTC and ETH the bands held 68-69% and 89-90% at 1h, 4h and 24h in walk-forward tests. BTC and ETH (Deribit’s DVOL). include=past adds the bands as they were drawn at the time, out of sample: hourly bands for the last week, 4-hourly for the last month and daily (from 00:00 UTC) for the last six months, within your plan’s history window. Each row, in past_columns order, gives the start time, the price at the start, the 68% and 90% bands as prices, the price at the end and whether price ended inside each band. The latest band is still running, so its end price and held flags are null. Rows tile the timeline, so they chart directly behind candles.

See also

Expected move

IV suite

Authorizations

X-API-Key
string
header
required

Your BackQuant API key (same key as v1)

Headers

X-API-Key
string | null

Query Parameters

symbol
enum<string>
default:BTCUSDT

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

Available options:
BTCUSDT,
ETHUSDT,
SOLUSDT,
HYPEUSDT
include
string | null

past adds the past bands per horizon.

Response

Successful Response