{"path":"/options/iv_heatmap_1_week","tier":3,"parameters":{"a":["SOL"],"c":["native"],"e":["bybit","deribit"],"f":["csv","json"],"i":["10m","1h","24h"],"period":["1month","3month","6month","1y","2y","full"],"quote_symbol":["USDC","USDT"]},"parameters_defaults":{"e":["deribit"]},"queried":{"a":"SOL","path":"/v1/metrics/options/iv_heatmap_1_week"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-iv_heatmap_1_week","studio":"https://studio.glassnode.com/charts/options.IvHeatmap1Week","metric_variant":{"bulk":"/options/iv_heatmap_1_week/bulk","pit":"/options/iv_heatmap_1_week_pit"}},"bulk_supported":true,"timerange":{"min":1708410000,"max":1792051200},"modified":1792052065,"descriptors":{"name":"Implied Volatility Heatmap (1 Week)","short_name":"Implied Volatility Heatmap (1 Week)","group":"Volatility Surface","tags":["options","implied_volatility","volatility"],"description":{"default":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 1-week tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n**Technical.** Each cell shows the implied volatility at the given delta for 1-week expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\n"},"data_sharing_group":"market"}}