{"path":"/options/iv_call_delta_50","tier":3,"parameters":{"a":["XRP"],"c":["native"],"e":["deribit"],"f":["csv","json"],"i":["10m","1h","24h"],"quote_symbol":["USDC"]},"queried":{"a":"XRP","path":"/v1/metrics/options/iv_call_delta_50"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-iv_call_delta_50","studio":"https://studio.glassnode.com/charts/options.IvCallDelta50","metric_variant":{"bulk":"/options/iv_call_delta_50/bulk","pit":"/options/iv_call_delta_50_pit"}},"bulk_supported":true,"timerange":{"min":1709884800,"max":1784260200},"modified":1784261034,"descriptors":{"name":"Call Implied Volatility (Delta 50)","short_name":"Call IV Delta 50","group":"Interpolated Implied Volatility","tags":["options","implied_volatility","volatility"],"description":{"default":"**Definition.** The time series of model-interpolated 50-delta call implied volatility by tenor.\n\n**Technical.** Each data point represents the IV at target delta 50 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n"},"data_sharing_group":"market"}}