Deribit Historical Volatility
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
DeribitHistoricalVolatility | DeribitHistoricalVolatilityQueryParams | DeribitHistoricalVolatilityData |
Import Statement
from openbb_core.provider.standard_models. import (
DeribitHistoricalVolatilityData,
DeribitHistoricalVolatilityQueryParams,
)
Parameters
- standard
- deribit
currency: str | None | list[str | None]
Default: BTC
The currency whose realized volatility to read. Multiple items allowed.
Data
- standard
- deribit
date: datetime | str
When the reading was published.
currency: str
The currency the reading belongs to.
volatility: float
The realized volatility over the trailing window.