{"uid":"cap_uIFe-bUfeEWa6VSGbhaqL","slug":"laevitas-historical-futures-realized-volatility-eed867dc","name":"Laevitas Historical Futures Realized Volatility","description":"Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics.\n\n## Authentication\n\nUse an API key for authenticated REST requests:\n\n```http\nX-API-Key: your-api-key-here\n```\n\nData 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.\n\n**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).\n\nThe 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.\n\nFor Claude MCP, add `https://apiv2.laevitas.ch/api/v1/mcp`, select **Sign in now → Register automatically**\nwith no custom headers, and authorize with your API key on the Laevitas page.\nDo not enter a client ID or secret manually. All OAuth clients require PKCE S256.\nConnection guide: [MCP setup](/mcp). CIMD / published client identity is not supported.\n\n| Resource | Path |\n| --- | --- |\n| OpenAPI JSON | `GET /openapi.json` |\n| x402 discovery | `GET /.well-known/x402` |\n| Changelog | `GET /api/v1/changelog` |\n| WebSocket docs | `GET /websocket` |\n\n## REST Surfaces\n\n| Surface | Examples |\n| --- | --- |\n| Instruments | Cross-market contract reference data |\n| Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry |\n| Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations |\n| Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX |\n| Options Backtests | Strategy templates, asynchronous submission, status, combined results, cancellation |\n| Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk |\n| Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots |\n| Predictions | Polymarket instruments, categories, trades, ticker history |\n| Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books |\n| Analytics | Realized volatility and derived metrics |\n\n## Pagination\n\nBacktests are asynchronous jobs, not paginated market-data queries. Start with\n`GET /api/v1/options/backtests/strategies`, submit with `POST /api/v1/options/backtests`,\nthen poll `/{id}` and retrieve `/{id}/result`. These responses have no data/meta wrapper.\n\nPaginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page.\n\n## WebSocket Streaming\n\nReal-time streams are documented at `/websocket`.\n\n| Data | Channel pattern |\n| --- | --- |\n| Trades | `trades.{market}.{exchange}.{instrument}` |\n| OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` |\n| OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` |\n\nVariables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`.\n\n## Quick Start\n\n```bash\ncurl \"https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL\" \\\n  -H \"X-API-Key: your-api-key-here\"\n```","url":"https://apiv2.laevitas.ch/api/v1/historical/futures/realized_volatility/%7Bcurrency%7D?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"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."}}},"responseSchema":{"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 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."},"180":{"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."},"270":{"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."},"365":{"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."},"date":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Source observation Unix milliseconds, UTC; resolution samples observations rather than calculating interval totals."}},"additionalProperties":false}}},"additionalProperties":false},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.1","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.1/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_GrnQvhac8dunepkHbkz4M","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.1","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"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.","exampleAgentPrompt":"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.","exampleUseCases":[{"title":"Options strategy volatility regime analysis","prompt":"Get me the historical realized volatility for ETH from March 1, 2023 to March 31, 2023 with 1-day granularity — I want to compare the 7-day and 30-day lookback windows around the SVB collapse to see how spot vol responded."},{"title":"Backtesting vol-targeting trading model","prompt":"Fetch daily realized volatility data for BTC starting from January 1, 2022 through December 31, 2022, page 1 with 50 results per page — I need all the lookback windows to backtest my volatility-targeting position sizing model."},{"title":"Cross-asset volatility comparison for portfolio risk","prompt":"Can you pull the realized volatility history for SOL from September 1, 2024 to December 31, 2024 using 1-hour granularity? I want to compare the 30-day and 90-day realized vol to calibrate my risk model."}],"resultDescription":"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.","failureModes":["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"],"whenToPreferThis":"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.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-31T18:41:57.565Z","isFirstParty":false,"canonicalSlug":"laevitas-historical-futures-realized-volatility-eed867dc"}