{"path":"/derivatives/dvol_ohlc","tier":3,"parameters":{"a":["BTC"],"c":["native"],"f":["csv","json"],"i":["10m","1h","24h","1w","1month"]},"queried":{"a":"BTC","path":"/v1/metrics/derivatives/dvol_ohlc"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/derivatives#get-v1-metrics-derivatives-dvol_ohlc","studio":"https://studio.glassnode.com/charts/derivatives.DvolOhlc","metric_variant":{"bulk":"/derivatives/dvol_ohlc/bulk","pit":"/derivatives/dvol_ohlc_pit"}},"bulk_supported":true,"timerange":{"min":1679499000,"max":1782505800},"modified":1782506551,"descriptors":{"name":"Implied Volatility Index (DVOL)","short_name":"Implied Volatility Index (DVOL)","group":"Implied Volatility","tags":["options","implied_volatility","volatility"],"description":{"default":"**Definition.** DVOL Index, developed by Deribit and inspired by the VIX methodology in traditional finance, tracks the 30-day implied volatility of options. It reflects market expectations and the pricing of crypto option risk.\n\n**Technical.** The index is computed across the full strike range of listed options on Deribit rather than sampling a single at-the-money point.\n\n**Notes.** For more details on the methodology, see the [DVOL methodology](https://insights.deribit.com/exchange-updates/dvol-deribit-implied-volatility-index).\n"},"data_sharing_group":"market"}}