Implied Volatility (SVI)

iv Channel

Monitor implied volatility updates via the SVI (Stochastic Volatility Inspired) model parameters.

Subscribe

Parameter	Required	Description
`pair`	Yes	Trading pair (e.g., `"BTC_USDC"`)
`maturity`	No	Maturity date (e.g., `"31OCT25"`). If omitted, returns IV updates for all maturities.

{
  "channel": "iv",
  "query": {
    "pair": "BTC_USDC",
    "maturity": "31OCT25"
  }
}

Event: svi

{
  "kind": "event",
  "type": "svi",
  "timestamp_ms": 1677721600000,
  "data": {
    "sid": "SVI-BTC_USDC-31OCT25",
    "alpha": 0.1,
    "beta": 0.2,
    "rho": -0.3,
    "m": 0.0,
    "sigma": 0.4,
    "timestamp": 1677721600000
  },
  "subscription": {
    "channel": "iv",
    "query": {
      "pair": "BTC_USDC",
      "maturity": "31OCT25"
    }
  }
}

Field	Type	Description
`data.sid`	string	Stream identifier (e.g., `"SVI-BTC_USDC-31OCT25"`)
`data.alpha`	number	SVI alpha parameter
`data.beta`	number	SVI beta parameter
`data.rho`	number	SVI rho parameter (correlation)
`data.m`	number	SVI m parameter (moneyness shift)
`data.sigma`	number	SVI sigma parameter (ATM volatility)
`data.timestamp`	number	Timestamp in milliseconds

Updated about 15 hours ago