QUANT_API
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OPTIONS · ✓ LIVE

Average ATM Mark IV

ATM average mark implied vol.

options.avg_mark_ivmean(ATM mark IV)Deribit

What it measures

The mean mark implied volatility of at-the-money options on Deribit. ATM IV is the cleanest single point on the volatility surface — the market's central estimate of forthcoming volatility, without the skew effects that shape the wings. Its level anchors option pricing on the venue; its changes are a direct read on volatility demand as the tape moves.

References: Tier-2 sentiment Deribit.

Point-in-time, leak-free

Like every QUANT_API feature, options.avg_mark_iv is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.

Windows & transforms

The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:

WINDOWS
1m5m15m30m45m1h2h4h12h24h
TRANSFORMS
leveldeltaratezscorepctrankewmaminmaxrange

Plan & access

options.avg_mark_iv unlocks on the Edge plan ($499/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required. The trial covers Signal-plan features, so you can evaluate the API end-to-end before upgrading to Edge.

Start free, then upgrade →Compare plans

Example call

Resolve the latest value for BTC (5m window, zscore transform — both available on the Edge plan):

curl -G https://api.quant-api.dev/v1/features/live \
  -H "Authorization: Bearer fk_live_<your_key>" \
  --data-urlencode "asset=BTC" \
  --data-urlencode "features=options.avg_mark_iv@5m:zscore"

Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.

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