{"path":"/options/iv_call_delta_10","tier":3,"parameters":{"a":["SOL"],"c":["native"],"e":["bybit","deribit"],"f":["csv","json"],"i":["10m","1h","24h"],"quote_symbol":["USDC","USDT"]},"queried":{"a":"SOL","path":"/v1/metrics/options/iv_call_delta_10"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-iv_call_delta_10","studio":"https://studio.glassnode.com/charts/options.IvCallDelta10","metric_variant":{"bulk":"/options/iv_call_delta_10/bulk","pit":"/options/iv_call_delta_10_pit"}},"bulk_supported":true,"timerange":{"min":1708410000,"max":1784263200},"modified":1784264023,"descriptors":{"name":"Call Implied Volatility (Delta 10)","short_name":"Call IV Delta 10","group":"Interpolated Implied Volatility","tags":["options","implied_volatility","volatility"],"description":{"default":"**Definition.** The model-interpolated implied volatility of 10-delta call options by tenor. Each data point reports the IV at target delta 10 for the selected asset, exchange, and quote currency.\n\n**Technical.** Values are obtained by interpolation across delta and maturity onto standard tenors.\n"},"data_sharing_group":"market"}}