# Laevitas Historical Futures Realized Volatility > 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. ## Facts - Endpoint: POST https://apiv2.laevitas.ch/api/v1/historical/futures/realized_volatility/%7Bcurrency%7D?utm_source=zero.xyz - Price: $0.1/call - Payment: x402 - Status: unknown - Last checked: 2026-10-31 - Activations on Zero: 0 - Tags: x402 - Canonical page: https://www.zero.xyz/c/laevitas-historical-futures-realized-volatility-eed867dc - Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_uIFe-bUfeEWa6VSGbhaqL Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently. ## How to call it through Zero Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`): ```sh zero fetch --capability laevitas-historical-futures-realized-volatility-eed867dc -d '' ``` Example prompt: Pull the historical realized volatility for Bitcoin from January 1, 2024 to June 30, 2024, using daily granularity, so I can see how the 7-day and 30-day lookback windows trended over that period. ## When to prefer this Choose this endpoint when you need multi-window historical realized volatility time series for a specific cryptocurrency, especially for backtesting, options pricing model calibration, volatility regime analysis, or risk model enrichment. It is preferable to building your own RV calculations as it provides pre-computed annualized values across 8 lookback windows simultaneously. Use it over implied volatility endpoints when you need realized (historical) rather than forward-looking volatility. ## Known failure modes - Missing required 'start' parameter returns a validation error - Invalid currency symbol returns empty results or 404 - Date range with no data returns empty items array - Zero values in output may represent missing data rather than measured zero volatility - Requesting too many pages beyond total_pages returns empty results - Invalid granularity value (not in 1h/2h/4h/6h/12h/1d) may return error or default to 1h - Insufficient API credits or invalid API key returns 401/402 error ## 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. ## Request schema (JSON Schema) ```json { "type": "object", "required": [ "start" ], "properties": { "end": { "type": "string", "description": "Date-only includes the whole UTC day. Omitted end is end of tomorrow in UTC." }, "page": { "type": "integer", "description": "Omitted queries page 1 but omits meta.page, as in v1." }, "limit": { "type": "integer", "description": "Omitted queries 10 timestamps but uses divisor 1 for meta.total_pages, as in v1." }, "start": { "type": "string", "description": "Legacy ISO/date-only or 10/13-digit epoch." }, "granularity": { "type": "string", "description": "Default 1h; only 1h, 2h, 4h, 6h, 12h and 1d UTC samples are supported." } } } ``` ## Response schema (JSON Schema) ```json { "type": "object", "required": [ "meta", "items" ], "properties": { "meta": { "type": "object", "required": [ "total", "items", "total_pages" ], "properties": { "page": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "exclusiveMinimum": true }, "items": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "total": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "total_pages": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 } }, "additionalProperties": false }, "items": { "type": "array", "items": { "type": "object", "required": [ "3", "7", "30", "60", "90", "180", "270", "365", "date" ], "properties": { "3": { "type": "number", "maximum": 10000, "minimum": 0, "description": "Annualized realized volatility in percentage points. The field key is the lookback in days, not an option tenor. Uses aggregate spot returns, not a futures price series. A zero may be a preserved missing-pivot default, not measured zero volatility." }, "7": { "type": "number", "maximum": 10000, "minimum": 0, "description": "Annualized realized volatility in percentage points. The field key is the lookback in days, not an option tenor. Uses aggregate spot returns, not a futures price series. A zero may be a preserved missing-pivot default, not measured zero volatility." }, "30": { "type": "number", "maximum": 10000, "minimum": 0, "description": "Annualized realized volatility in percentage points. The field key is the lookback in days, not an option tenor. Uses aggregate spot returns, not a futures price series. A zero may be a preserved missing-pivot default, not measured zero volatility." }, "60": { "type": "number", "maximum": 10000, "minimum": 0, "description": "Annualized realized volatility in percentage points. The field key is the lookback in days, not an option tenor. Uses aggregate spot returns, not a futures price series. A zero may be a preserved missing-pivot default, not measured zero volatility." }, "90": { "type": "number", "maximum": 10000, "minimum": 0, "description": "Annualized realized volatility in percentage points. The field key is the … (truncated) ``` ## More - Live health (JSON, refreshed every minute): https://www.zero.xyz/c/laevitas-historical-futures-realized-volatility-eed867dc/health.json - [Zero catalog index](https://www.zero.xyz/llms.txt) - [Other services from apiv2.laevitas.ch](https://www.zero.xyz/host/apiv2.laevitas.ch/llms.txt)