{"path":"/derivatives/options_atm_implied_volatility_6_months","tier":3,"parameters":{"a":["SOL"],"c":["native"],"e":["bybit","deribit"],"f":["csv","json"],"i":["10m","1h","24h"]},"queried":{"a":"SOL","path":"/v1/metrics/derivatives/options_atm_implied_volatility_6_months"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/derivatives#get-v1-metrics-derivatives-options_atm_implied_volatility_6_months","studio":"https://studio.glassnode.com/charts/derivatives.OptionsAtmImpliedVolatility6Months","metric_variant":{"bulk":"/derivatives/options_atm_implied_volatility_6_months/bulk","pit":"/derivatives/options_atm_implied_volatility_6_months_pit"}},"bulk_supported":true,"timerange":{"min":1651669200,"max":1784260200},"modified":1784261033,"descriptors":{"name":"Options ATM Implied Volatility – 6 Months","short_name":"Options ATM Implied Volatility (6 Months)","group":"Implied Volatility","tags":["options","implied_volatility","volatility"],"description":{"default":"**Definition.** Options ATM Implied Volatility (6 Months) is the at-the-money implied volatility for options contracts expiring 6 months from today. Implied volatility is the market's expectation of volatility, formally the one-standard-deviation range of expected movement of an asset's price over the course of a year, recovered from option prices given the underlying.\n\n**Interpretation.** Tracking ATM IV over time gives a normalized view of volatility expectations, which often rise and fall with realized volatility and market sentiment.\n"},"data_sharing_group":"market"}}