Laevitas Historical Futures Realized Volatility

API ↗

Laevitas Historical Futures Realized Volatility is a paid API for AI agents from apiv2.laevitas.ch, paid per call via x402, $0.1/call, status unknown (last checked 2026-10-31).

Returns historical annualized realized volatility time series for a crypto currency across multiple lookback windows (3, 7, 30, 60, 90, 180, 270, 365 days), sampled at configurable hourly or daily granularity.

How this service works

Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics. ## Authentication Use an API key for authenticated REST requests: ```http X-API-Key: your-api-key-here ``` Data and history endpoints also accept x402 without an API key: 1, 5 or 10 credits ($0.001 each) for data up to 1 year, 1–3 years or older. **Subscriptions with USDC:** Premium and Enterprise can be purchased on Base or Solana for a month, a quarter, six months or a year. Access is prepaid, with no automatic renewal. [Buy a subscription](https://v3.laevitas.ch/profile/subscription/wallet) or read the [USDC subscription guide](/x402#subscriptions). The subscription belongs to your signed-in Laevitas account; wallet sign-in does not require an email. Enterprise users generate an API key in V3 after activation. Plan and billing-period limits still apply. Subscription purchases are separate from API credit bundles. For Claude MCP, add `https://apiv2.laevitas.ch/api/v1/mcp`, select **Sign in now → Register automatically** with no custom headers, and authorize with your API key on the Laevitas page. Do not enter a client ID or secret manually. All OAuth clients require PKCE S256. Connection guide: [MCP setup](/mcp). CIMD / published client identity is not supported. | Resource | Path | | --- | --- | | OpenAPI JSON | `GET /openapi.json` | | x402 discovery | `GET /.well-known/x402` | | Changelog | `GET /api/v1/changelog` | | WebSocket docs | `GET /websocket` | ## REST Surfaces | Surface | Examples | | --- | --- | | Instruments | Cross-market contract reference data | | Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry | | Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations | | Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX | | Options Backtests | Strategy templates, asynchronous submission, status, combined results, cancellation | | Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk | | Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots | | Predictions | Polymarket instruments, categories, trades, ticker history | | Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books | | Analytics | Realized volatility and derived metrics | ## Pagination Backtests are asynchronous jobs, not paginated market-data queries. Start with `GET /api/v1/options/backtests/strategies`, submit with `POST /api/v1/options/backtests`, then poll `/{id}` and retrieve `/{id}/result`. These responses have no data/meta wrapper. Paginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page. ## WebSocket Streaming Real-time streams are documented at `/websocket`. | Data | Channel pattern | | --- | --- | | Trades | `trades.{market}.{exchange}.{instrument}` | | OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` | | OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` | Variables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`. ## Quick Start ```bash curl "https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL" \ -H "X-API-Key: your-api-key-here" ```

Output

A paginated JSON object containing an array of timestamped data points, each with annualized realized volatility values (in percentage points) for 8 lookback windows: 3, 7, 30, 60, 90, 180, 270, and 365 days. Also includes pagination metadata (total records, total pages, items per page). Volatility is calculated from aggregate spot returns rather than futures price series.