.get_term_structure
Fetches the latest BTC or ETH implied-volatility term structure.
Example
terms = client.get_term_structure(['BTC', 'ETH'])Parameters
coins
- Type:
list[str]
One or both supported coins: "BTC" and "ETH".
Return type
pandas.DataFrame
Returns the latest matching values with the following columns:
| Column | Description |
|---|---|
coin | Underlying coin. |
time | Snapshot timestamp in milliseconds. |
at_the_money_iv | At-the-money implied volatility. |
dte | Days to expiration. |
fwd_iv | Forward implied volatility. |
Historical term-structure values are not returned by this method.