cryptovol 0.1.0

Python SDK for the CryptoVol API — institutional-grade crypto implied volatility data.

cryptovol-python

The official Python SDK for the CryptoVol API — institutional-grade implied volatility data for crypto options.

SABR-calibrated surfaces · 3 sessions/day (Asia, London, US) · BTC, ETH, SOL, XRP, AVAX, TRX · Constant-maturity history for backtesting

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Install

pip install cryptovol

Optional pandas integration (for .to_dataframe()):

pip install "cryptovol[pandas]"

Get an API key

Sign up at cryptovol.io/api — BASIC, PRO, and ULTRA tiers are available.

Quick start

from cryptovol import CryptoVol

cv = CryptoVol(api_key="YOUR_RAPIDAPI_KEY")

# Daily BTC 30-day implied vol index
idx = cv.vol_index(ccy="BTC", tenor="30D")
print(f"Latest BTC 30D IV: {idx.data[-1].vol}%")

# ATM vol for a specific expiry, with Greeks
pt = cv.vol_surface(
    ccy="BTC",
    expiry="2026-12-26",
    strike_type="moneyness",
    strike_value=1.0,
    include_analytics=True,
)
print(f"BTC ATM Dec 26: {pt.vol}%  delta={pt.analytics.greeks.delta:.3f}")

That's it. The client is typed end-to-end, so your IDE autocompletes every field.

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What you can query

Method	Endpoint	What it returns
cv.vol_index(...)	GET /v1/vol-index	Daily IV index time series (CryptoVIX-style)
cv.vol_surface(...)	GET /v1/vol-surface	One SABR-interpolated vol point
cv.vol_surface_bulk(...)	POST /v1/vol-surface/bulk	Many points in one round-trip — efficient
cv.vol_history(...)	GET /v1/vol-history	Constant-maturity historical IV for backtests

Strike conventions

vol_surface and vol_surface_bulk accept three strike types:

• "moneyness" — strike_value is the K/S ratio. 1.0 = ATM, 0.9 = 10% OTM put strike.
• "delta" — strike_value is the BS delta magnitude. 0.25 with option_type="C" gives the 25-delta call strike.
• "strike" — strike_value is the absolute strike (e.g. 100_000).

For "delta", the SDK solves K via SABR-interpolated Newton iteration on the surface — same calibration the API serves.

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Common recipes

Plot the BTC 30-day vol index

import matplotlib.pyplot as plt
from cryptovol import CryptoVol

cv = CryptoVol(api_key="...")
df = cv.vol_index(ccy="BTC", tenor="30D",
                  start_date="2025-01-01", end_date="2026-05-01").to_dataframe()

df["vol"].plot(title="BTC 30D Implied Vol")
plt.ylabel("IV (%)"); plt.show()

Reconstruct a vol smile for one expiry

expiry = "2026-09-26"
moneyness_grid = [0.7, 0.8, 0.9, 0.95, 1.0, 1.05, 1.1, 1.2, 1.3]

resp = cv.vol_surface_bulk(
    ccy="BTC",
    queries=[
        {"expiry": expiry, "strike_type": "moneyness", "strike_value": m}
        for m in moneyness_grid
    ],
)

for pt in resp.successful:
    print(f"{pt.strike_value:.2f}x  K={pt.strike:>10,.0f}  vol={pt.vol:.2f}%")

Build a 25-delta risk-reversal time series

import pandas as pd

call = cv.vol_history(ccy="BTC", tenor="1M",
                      strike_type="delta", strike_value=0.25, option_type="C").to_dataframe()
put  = cv.vol_history(ccy="BTC", tenor="1M",
                      strike_type="delta", strike_value=0.25, option_type="P").to_dataframe()

rr = call["vol"] - put["vol"]
rr.plot(title="BTC 1M 25Δ Risk-Reversal")

Greeks on a 25-delta call

pt = cv.vol_surface(
    ccy="BTC", expiry="2026-12-26",
    strike_type="delta", strike_value=0.25, option_type="C",
    include_analytics=True,
)
g = pt.analytics.greeks
print(f"K={pt.strike:.0f}  vol={pt.vol:.2f}%  Δ={g.delta:.3f}  Γ={g.gamma:.6f}  V={g.vega:.2f}  Θ={g.theta:.2f}")

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Error handling

Every API error becomes a typed exception you can catch precisely:

from cryptovol import CryptoVol, PlanLimitError, ValidationError, RateLimitError

cv = CryptoVol(api_key="...")

try:
    cv.vol_history(ccy="ETH", tenor="1M",
                   strike_type="moneyness", strike_value=1.0)
except PlanLimitError as e:
    print(f"Plan limit hit — upgrade needed: {e}")
except ValidationError as e:
    print(f"Bad params: {e}")
except RateLimitError as e:
    print(f"Slow down: {e}")

Hierarchy:

CryptoVolError                 # base — catch this to handle anything
├── AuthenticationError        # 401, or 403 without "plan" in the body
├── PlanLimitError             # 403 — tier blocks asset/session/history/Greeks
├── NotFoundError              # 404 — no data for that date/session
├── ValidationError            # 400 / 422 — malformed params
├── RateLimitError             # 429 — quota exceeded
├── ServerError                # 5xx
└── TimeoutError               # request exceeded `timeout`

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Configuration

from cryptovol import CryptoVol

cv = CryptoVol(
    api_key="...",
    timeout=30.0,          # per-request timeout (seconds)
    max_retries=3,         # retries 5xx and 429 with exponential backoff
    user_agent="my-app/1.2.3",
)

# Or as a context manager — closes the HTTP client on exit
with CryptoVol(api_key="...") as cv:
    idx = cv.vol_index()

Raw JSON

Every method accepts raw=True if you'd rather skip the typed models and work with plain dicts:

data = cv.vol_index(ccy="BTC", tenor="30D", raw=True)
# data is just the parsed JSON

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Plan tiers (at a glance)

	BASIC	PRO	ULTRA
Assets	BTC	+ ETH, SOL	+ XRP, AVAX, TRX
Sessions	US	US	Asia, London, US
History window	30 days	1 year	Full archive
vol_history endpoint	—	✓	✓
Greeks / analytics	—	✓	✓
Quota	500/month	70k/day	100k/day

Hitting a limit raises PlanLimitError — the message tells you which tier unlocks it. Full details at cryptovol.io/api.

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Development

git clone https://github.com/FlyCapital/cryptovol-python.git
cd cryptovol-python
pip install -e ".[dev]"
pytest

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Links

• API docs: https://www.cryptovol.io/docs
• Methodology: https://www.cryptovol.io/methodology
• Research / blog: https://www.cryptovol.io/blog
• Get an API key: https://www.cryptovol.io/api

License

MIT — see LICENSE.