Variance Risk Premium (M10028)
Variance Risk Premium — derivatives classic metric served by the Madjik API.
| Metric ID | M10028 |
|---|---|
| Category | derivatives |
| Classification | classic |
| Tier | basic |
| Computation | Classical (SQL) |
| Methods | progr |
| Cadence | daily |
| Computed by | Black Belt Labs |
| Freshness | fresh |
Methodology
Deribit DVOL implied volatility minus BBL-computed 30-day realized BTC volatility (annualized, from hourly prices), in volatility points. Positive = options priced rich vs delivered volatility; negative = cheap. The gate for judging whether protective options are worth their premium.
Classic metric: its substance is available elsewhere; Madjik serves it with full history, variants and provenance.
Access this metric
# latest value
curl -H "X-API-Key: YOUR_API_KEY" "https://api.madjik.io/v1/metrics/M10028"
# history with provenance
curl -H "X-API-Key: YOUR_API_KEY" "https://api.madjik.io/v1/metrics/M10028/timeseries?interval=1h"
# variant grid / all computation methods
curl -H "X-API-Key: YOUR_API_KEY" "https://api.madjik.io/v1/metrics/M10028/variants"
curl -H "X-API-Key: YOUR_API_KEY" "https://api.madjik.io/v1/metrics/M10028/methods"Response shapes: Response format · provenance labels: Data provenance · public methodology row: api.madjik.io/methodology
Overview page on the main site: https://www.madjik.io/metrics/m10028-variance-risk-premium/