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BTC/ETH Implied Volatility Index
x402
BTC/ETH Implied Volatility Index is a paid API for AI agents from crypto-asistent.com, paid per call via x402, $0.04/call, status unknown (last checked 2026-10-13).
Returns the 30-day implied volatility index for BTC and ETH, including its percentile rank over the past month and expected price move over 1, 7, and 30 days.
Price / call$0.04
Success—
StatusUnknown
How this service works
What the options market expects price to do, not what leverage is doing: the 30-day implied volatility index for BTC and ETH, with its percentile over the last month and the expected move in percent over 1, 7 and 30 days. Funding tells you who is crowded; this tells you how much movement is already priced in — and whether hedging is cheap or expensive relative to where it has been.
Output
Returns the 30-day implied volatility index for BTC and ETH, a percentile rank of that IV level over the prior month (indicating whether volatility is historically cheap or expensive), and the expected percentage price move over 1-day, 7-day, and 30-day horizons derived from the options market.
Example use cases
Options hedging cost assessment
“Is it cheap or expensive to buy options protection on BTC right now? Tell me the current implied volatility, its percentile over the last month, and the expected move over the next 7 and 30 days.”
Pre-trade volatility context for ETH
“Before I put on an ETH position, I want to know what the options market is pricing in — give me ETH's implied volatility index, its historical percentile, and the 1-day and 30-day expected moves.”
Crypto volatility regime monitoring
“Pull the latest implied volatility for both Bitcoin and Ethereum and tell me whether IV is elevated or suppressed relative to where it's been over the past month, including the percentile rank.”
Technical details
Endpoint
POSThttps://crypto-asistent.com/api/x402/data/implied-volatility?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need options-market-derived volatility data rather than realized or historical volatility — specifically when assessing whether hedging is cheap or expensive, sizing positions relative to expected moves, or understanding market sentiment beyond what funding rates reveal. Prefer this over funding-rate endpoints when the question is about expected magnitude of price movement rather than directional crowding.
Side effects
- Missing or malformed request body returns an error
- Options market data temporarily unavailable for one or both assets
- Stale data if underlying exchange feeds are delayed
- Rate limiting or payment failure via x402 protocol
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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