Real-Time Data

This page provides comprehensive details on real-time data options available in our system. As the digital landscape evolves, the need for real-time data has become paramount for businesses to make informed decisions, respond to user actions instantaneously, and provide a seamless user experience.

What is Option Real-Time Data?

Option real-time data refers to the live data related to various options in the market. This data is crucial for traders, analysts, and financial institutions to make timely and informed decisions. It encompasses various metrics such as current price, volume, volatility, and other essential indicators.

List of Requests

ATM Implied Volatility Time Lapse for a Specific Market and Currency

GET https://api.laevitas.ch/analytics/options/atm_iv_ts/{market}/{currency}

This endpoint retrieves ATM (At-The-Money) implied volatility time lapse for a specific market and currency. The response includes implied volatility data for various time periods, such as today, yesterday, 2 days ago, 1 week ago, 2 weeks ago, 3 weeks ago, and 1 month ago. For each time period, the response includes an array of objects with the maturity of the option and the corresponding implied volatility.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633560,
  "data": {
    "Today": [
      {
        "maturity": "16AUG24",
        "iv": 63.67
      }
    ],
    "Yesterday": [
      {
        "maturity": "16AUG24",
        "iv": 62.58
      }
    ],
    "2 Days Ago": [
      {
        "maturity": "16AUG24",
        "iv": 62.49
      }
    ],
    "1 Week Ago": [
      {
        "maturity": "9AUG24",
        "iv": 68.04
      }
    ],
    "2 Weeks Ago": [
      {
        "maturity": "2AUG24",
        "iv": 49.2
      }
    ]
  }
}

GEX (Gamma Exposure) Data for All Options on a Specific Market and Currency

GET https://api.laevitas.ch/analytics/options/gex_date_all/{market}/{currency}

This endpoint retrieves GEX (Gamma Exposure) data for all options on a specific market and currency. The response includes an array of objects, where each object represents an option and provides information such as the strike price, option type (call or put), and the corresponding Gamma Exposure value. The Gamma Exposure value indicates the sensitivity of an options book's value to changes in the underlying asset's price.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": [
    {
      "strike": 10000,
      "optionType": "P",
      "gex": 0
    }
  ]
}

Option Maturities

GET https://api.laevitas.ch/analytics/options/maturities/{market}/{currency}

This endpoint provides a list of available maturities for options in a specific market and currency.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633740,
  "data": [
    "15AUG24"
  ]
}

Options Open Interest by Expiry

GET https://api.laevitas.ch/analytics/options/oi_expiry/{market}/{currency}

This endpoint provides the open interest data for options by expiry in a specific market and currency. The response includes the open interest for call and put options, as well as their corresponding notional and premium values.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": [
    {
      "maturity": "15AUG24",
      "c": 990.7,
      "p": 894.2,
      "notional_c": 60460434.08,
      "notional_p": 54571259.21,
      "premium_c": 620003.88,
      "premium_p": 191971.31
    }
  ]
}

Options Open Interest by Strike

GET https://api.laevitas.ch/analytics/options/oi_strike_all/{market}/{currency}

This endpoint provides the open interest data for options by strike in a specific market and currency. The response includes the open interest for call and put options at each strike, as well as their corresponding notional and premium values.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": [
    {
      "strike": 10000,
      "c": 161.1,
      "p": 623.8,
      "notional_c": 9831623.25,
      "notional_p": 38069342.28,
      "premium_c": 8239343.36,
      "premium_p": 6615.45
    }
  ]
}

Options Open Interest by Type

GET https://api.laevitas.ch/analytics/options/oi_type/{market}/{currency}

This endpoint provides the open interest data for options by type in a specific market and currency. The response includes the open interest, notional value, and premium value for call and put options separately.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": [
    {
      "option_type": "P",
      "open_interest": 87310.3,
      "notional": 5328373941.73,
      "premium": 246356997.97
    }
  ]
}

Top Traded Options

GET https://api.laevitas.ch/analytics/options/top_traded_option/{market}/{currency}

This endpoint provides information about the top traded options in a specific market and currency. The response includes the trading volume, instrument symbol, trading volume in USD, mark price, and premium value for each option.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "volume": 1121,
      "instrument": "BTC-27SEP24-80000-C",
      "volume_usd": 68366483.05,
      "mark_price": 0.011,
      "premium": 752031.31
    }
  ]
}

Options Volume by Expiry

GET https://api.laevitas.ch/analytics/options/v_expiry/{market}/{currency}

This endpoint provides information about the options volume by expiry in a specific market and currency. The response includes the expiry date, volume of call options, volume of put options, notional value of call options, notional value of put options, premium value of call options, and premium value of put options for each expiry.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": [
    {
      "maturity": "15AUG24",
      "c": 892.5,
      "p": 755,
      "notional_c": 54467513.21,
      "notional_p": 46076149.03,
      "premium_c": 483714.03,
      "premium_p": 173386.36
    }
  ]
}

Options Volume by Strike

GET https://api.laevitas.ch/analytics/options/v_strike_all/{market}/{currency}

This endpoint provides information about the options volume by strike in a specific market and currency. The response includes the strike price, volume of call options, volume of put options, notional value of call options, and notional value of put options for each strike.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": [
    {
      "strike": 10000,
      "c": 0,
      "p": 0,
      "notional_c": 0,
      "notional_p": 0
    }
  ]
}

Options Volume by Buy/Sell

GET https://api.laevitas.ch/analytics/options/volume_buy_sell_all/{market}/{currency}

This endpoint provides information about the options volume by buy/sell in a specific market and currency. The response includes the strike price, volume of call options bought, volume of call options sold, volume of put options bought, volume of put options sold, premium paid for call options bought, premium received from call options sold, premium paid for put options bought, premium received from put options sold, notional value of call options bought, notional value of call options sold, notional value of put options bought, and notional value of put options sold for each strike.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, bit, bybit, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (ETH, BTC), bit (BTC, ETH, XRP, FIL, BCH, TON), bybit (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633560,
  "data": [
    {
      "strike": 20000,
      "c_buy": 0,
      "c_sell": 0,
      "p_buy": 0.1,
      "p_sell": 3,
      "c_buy_premium": 0,
      "c_sell_premium": 0,
      "p_buy_premium": 1.2,
      "p_sell_premium": 302.2,
      "c_buy_notional": 0,
      "c_sell_notional": 0,
      "p_buy_notional": 5888.1,
      "p_sell_notional": 182313.4
    }
  ]
}

Options GEX by Date

GET https://api.laevitas.ch/analytics/options/gex_date/{market}/{currency}/{maturity}

This endpoint provides information about the Options Gamma Exposure (GEX) by date in a specific market, currency, and maturity. The response includes the strike price, option type (call or put), and the GEX value for each strike.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25, all

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "strike": 40000,
      "optionType": "P",
      "gex": 0
    }
  ]
}

Options Implied Volatility (IV) by Strike

GET https://api.laevitas.ch/analytics/options/iv_strike/{market}/{currency}/{strike}

This endpoint provides information about the Options Implied Volatility (IV) by strike in a specific market, currency, and strike price. The response includes the date and the corresponding IV value for each date.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

strike*

string

Check analytics/options/Instruments for more information about available strike example: 10000, 25000, 5000

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "date": "27SEP24",
      "iv": 168.99
    }
  ]
}

Options Open Interest (OI) by Strike

GET https://api.laevitas.ch/analytics/options/oi_strike/{market}/{currency}/{maturity}

This endpoint provides information about the Options Open Interest (OI) by strike in a specific market, currency, and maturity. The response includes the date and various metrics such as open interest, notional value, premium value, and intrinsic value for call and put options at each strike.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25, all

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "strike": 40000,
      "c": 15.3,
      "p": 128.5,
      "notional_c": 933101.87,
      "notional_p": 7836835.93,
      "premium_c": 321360.28,
      "premium_p": 0,
      "intrinsic": 168123200
    }
  ]
}

Options Open Interest Net Change for All Strikes

GET https://api.laevitas.ch/analytics/options/oi_net_change_all/{market}/{currency}/{hours}

This endpoint provides information about the net change in Options Open Interest (OI) for all strikes in a specific market, currency, and within a specified time period (in hours). The response includes the date and various net change metrics for call and put options at each strike.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, SOL, MATIC, XRP), aevo (ETH, BTC), binance (BNB, BTC, DOGE, ETH, XRP), bit (ETH, SOL, BTC, BCH, XRP, TON), bybit (BTC, ETH), coincall (NEAR, DOGE, XRP, LTC, ORDI, FIL), delta_exchange (ETH, BTC), okx (BTC, ETH)

hours*

string

N/A example: 1, 12, 168, 18, 2, 24, 336, 4, 48, 504, 720, 8

swagger link

{
  "date": 1723633560,
  "data": [
    {
      "strike": 10000,
      "C": 0,
      "C_premium": 11861.57,
      "C_notional": 14893.45,
      "P": 0,
      "P_premium": 9.94,
      "P_notional": 57436.22
    }
  ]
}

Top Instruments with Options Open Interest Change

GET https://api.laevitas.ch/analytics/options/top_instrument_oi_change/{market}/{currency}/{hours}

This endpoint retrieves information about the top instruments with the highest options open interest change within a specified market, currency, and time period (in hours). The response includes the date and various metrics related to the open interest change, such as notional value and premium value.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, SOL, MATIC, XRP), aevo (ETH, BTC), binance (BNB, BTC, DOGE, ETH, XRP), bit (ETH, SOL, BTC, BCH, XRP, TON), bybit (BTC, ETH), coincall (NEAR, DOGE, XRP, LTC, ORDI, FIL), delta_exchange (ETH, BTC), okx (BTC, ETH)

hours*

string

N/A example: 1, 12, 168, 18, 2, 24, 336, 4, 48, 504, 720, 8

swagger link

{
  "date": 1723633560,
  "data": [
    {
      "volume": 143.7,
      "notional": 8798082.79,
      "open_interest": -100.9,
      "oi_change_notional": -6102837.2,
      "oi_change_premium": -106685.6,
      "instrument": "BTC-30AUG24-64000-C"
    }
  ]
}

Options Volume by Buy/Sell Activity

GET https://api.laevitas.ch/analytics/options/volume_buy_sell/{market}/{currency}/{maturity}

This endpoint retrieves the options volume and buy/sell information for different strike prices within a specified market, currency, and maturity. The response includes the date and various metrics related to the volume and buy/sell activity, such as the number of options bought/sold, premium values, and notional values.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, bit, bybit, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (ETH, BTC), bit (BTC, ETH, XRP, FIL, BCH, TON), bybit (BTC, ETH), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25, all

swagger link

{
  "date": 1723633560,
  "data": [
    {
      "strike": 42000,
      "c_buy": 0,
      "c_sell": 0,
      "p_buy": 0.1,
      "p_sell": 0,
      "c_buy_premium": 0,
      "c_sell_premium": 0,
      "p_buy_premium": 0,
      "p_sell_premium": 0,
      "c_buy_notional": 0,
      "c_sell_notional": 0,
      "p_buy_notional": 6068.5,
      "p_sell_notional": 0
    }
  ]
}

Options 24h Volume By Strike

GET https://api.laevitas.ch/analytics/options/v_strike/{market}/{currency}/{maturity}

This endpoint retrieves the options volume and various metrics (such as notional value and premium value) for different strike prices within a specified market, currency, and maturity. The response includes the date and the volume and metrics for both call and put options.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, aggregate, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), aggregate (BCH, BNB, BTC, DOGE, ETH, FIL), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25, all

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "c": 0,
      "p": 0,
      "notional_c": 0,
      "notional_p": 0,
      "premium_c": 0,
      "premium_p": 0
    }
  ]
}

Options Trade Summary

GET https://api.laevitas.ch/analytics/options/summary_trades/{market}/{currency}/{hours}

This endpoint retrieves the options trade summary for a specific market, currency, and time frame. The response includes the date of the trade summary and the summary details for different trading strategies, such as the BULL_CALL_SPREAD strategy. Each trading strategy includes various metrics and an array of trades representing individual trade details.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, bit

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL), bit (BTC, ETH, MATIC, SOL)

hours*

string

N/A example: 1, 12, 168, 18, 2, 24, 336, 4, 48, 504, 720, 8

swagger link

{
  "date": 1723633620,
  "data": {
    "BEAR_CALL_SPREAD": {
      "tot_p_usd": 21292.16,
      "tot_p": 0.348,
      "tot_amnt": 50,
      "tot_not": 3063620,
      "net_oi_change": 25,
      "net_premium": -0.208,
      "net_premium_usd": -12714.02,
      "delta": -2.06,
      "vega": -655.7,
      "gamma": -0.000145,
      "theta": 387.86,
      "trades": [
        [
          {
            "currency": "BTC",
            "option_type": "C",
            "maturity": "27SEP24",
            "date": "14-08-2024 10:41:48",
            "index_price": 61272.4,
            "strike": 100000,
            "iv": 70.13,
            "trade_id": 314207834,
            "block_trade_id": "BLOCK-152805",
            "price": 0.0028,
            "direction": "buy",
            "amount": 25,
            "premium": 0.07,
            "notional": 1531810,
            "premium_usd": 4289.07,
            "instrument_name": "BTC-27SEP24-100000-C",
            "oi_change": 0,
            "mark_price": 0.0026,
            "ask_price": 0.0028,
            "bid_price": 0.0024,
            "ask_size": 0.1,
            "bid_size": 9,
            "delta": 0.73,
            "gamma": 0.000652,
            "vega": 353.42,
            "theta": -282.36
          },
          {
            "currency": "BTC",
            "option_type": "C",
            "maturity": "27SEP24",
            "date": "14-08-2024 10:41:48",
            "index_price": 61272.4,
            "strike": 80000,
            "iv": 58.3,
            "trade_id": 314207833,
            "block_trade_id": "BLOCK-152805",
            "price": 0.0111,
            "direction": "sell",
            "amount": 25,
            "premium": 0.278,
            "notional": 1531810,
            "premium_usd": 17003.09,
            "instrument_name": "BTC-27SEP24-80000-C",
            "oi_change": 25,
            "mark_price": 0.0112,
            "ask_price": 0.012,
            "bid_price": 0.011,
            "ask_size": 69.3,
            "bid_size": 42.7,
            "delta": -2.79,
            "gamma": -0.000798,
            "vega": -1009.12,
            "theta": 670.22
          }
        ]
      ]
    },
    "Closed SHORT_CALL": {
      "tot_p_usd": 133466.1,
      "tot_p": 2.18,
      "tot_amnt": 75,
      "tot_not": 4591723.5,
      "net_oi_change": -75,
      "net_premium": 2.18,
      "net_premium_usd": 133466.1,
      "delta": 34.38,
      "vega": 2844.5,
      "gamma": 0.00571,
      "theta": -8773.16,
      "trades": [
        [
          {
            "currency": "BTC",
            "option_type": "C",
            "maturity": "23AUG24",
            "date": "14-08-2024 10:27:57",
            "index_price": 61222.98,
            "strike": 62000,
            "iv": 54.94,
            "trade_id": 314206887,
            "block_trade_id": "BLOCK-152795",
            "price": 0.0291,
            "direction": "buy",
            "amount": 25,
            "premium": 0.728,
            "notional": 1530574.5,
            "premium_usd": 44539.72,
            "instrument_name": "BTC-23AUG24-62000-C",
            "oi_change": -25,
            "mark_price": 0.0284,
            "ask_price": 0.029,
            "bid_price": 0.028,
            "ask_size": 43.4,
            "bid_size": 5.6,
            "delta": 11.46,
            "gamma": 0.0019,
            "vega": 948.22,
            "theta": -2927.36
          }
        ]
      ]
    },
    "ROLL_FORWARD": {
      "tot_p_usd": 168540.28,
      "tot_p": 2.753,
      "tot_amnt": 100,
      "tot_not": 6121743.8,
      "net_oi_change": 13,
      "net_premium": -0.751,
      "net_premium_usd": -45974.32,
      "delta": -0.984,
      "vega": -1033.1,
      "gamma": 0.00328,
      "theta": -8837.67,
      "trades": [
        [
          {
            "currency": "BTC",
            "option_type": "P",
            "maturity": "23AUG24",
            "date": "14-08-2024 10:48:47",
            "index_price": 61199.87,
            "strike": 61000,
            "iv": 54.92,
            "trade_id": 314208473,
            "block_trade_id": "BLOCK-152809",
            "price": 0.0318,
            "direction": "sell",
            "amount": 30,
            "premium": 0.954,
            "notional": 1835996.1,
            "premium_usd": 58384.68,
            "instrument_name": "BTC-23AUG24-61000-P",
            "oi_change": 30,
            "mark_price": 0.0321,
            "ask_price": 0.0325,
            "bid_price": 0.0315,
            "ask_size": 16.8,
            "bid_size": 22.9,
            "delta": 14.03,
            "gamma": -0.00228,
            "vega": -1138.91,
            "theta": 3520.71
          },
          {
            "currency": "BTC",
            "option_type": "P",
            "maturity": "16AUG24",
            "date": "14-08-2024 10:48:47",
            "index_price": 61199.87,
            "strike": 61000,
            "iv": 64.32,
            "trade_id": 314208472,
            "block_trade_id": "BLOCK-152809",
            "price": 0.0167,
            "direction": "buy",
            "amount": 30,
            "premium": 0.501,
            "notional": 1835996.1,
            "premium_usd": 30661.13,
            "instrument_name": "BTC-16AUG24-61000-P",
            "oi_change": -17,
            "mark_price": 0.0166,
            "ask_price": 0.017,
            "bid_price": 0.016,
            "ask_size": 37.5,
            "bid_size": 25.4,
            "delta": -13.88,
            "gamma": 0.00423,
            "vega": 523.78,
            "theta": -8945.64
          }
        ]
      ]
    },
    "SHORT_CALL": {
      "tot_p_usd": 44539.72,
      "tot_p": 0.728,
      "tot_amnt": 25,
      "tot_not": 1530574.5,
      "net_oi_change": 0,
      "net_premium": -0.728,
      "net_premium_usd": -44539.72,
      "delta": -11.46,
      "vega": -948.17,
      "gamma": -0.0019,
      "theta": 2927.52,
      "trades": [
        [
          {
            "currency": "BTC",
            "option_type": "C",
            "maturity": "23AUG24",
            "date": "14-08-2024 10:27:57",
            "index_price": 61222.98,
            "strike": 62000,
            "iv": 54.94,
            "trade_id": 314206890,
            "block_trade_id": "BLOCK-152798",
            "price": 0.0291,
            "direction": "sell",
            "amount": 25,
            "premium": 0.728,
            "notional": 1530574.5,
            "premium_usd": 44539.72,
            "instrument_name": "BTC-23AUG24-62000-C",
            "oi_change": 0,
            "mark_price": 0.0284,
            "ask_price": 0.029,
            "bid_price": 0.028,
            "ask_size": 34.9,
            "bid_size": 5.3,
            "delta": -11.46,
            "gamma": -0.0019,
            "vega": -948.17,
            "theta": 2927.52
          }
        ]
      ]
    }
  }
}

options Greeks data for a specific market, currency, maturity, and type

GET https://api.laevitas.ch/analytics/options/greeks/{market}/{currency}/{maturity}/{type}

This endpoint retrieves the options implied volatility data for a specific market, currency, maturity, and type. The response includes the date and the implied volatility data for different strike prices within the specified market, currency, and maturity. The data contains information such as strike price, underlying price, delta, gamma, theta, and vega for each option.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25

type*

string

N/A example: C, P

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "strike": 40000,
      "underlying_price": 61005.62,
      "delta": 1,
      "gamma": 0,
      "theta": -0.149,
      "vega": 0.00383
    }
  ]
}

options Iv data for a specific market, currency, maturity, and type

GET https://api.laevitas.ch/analytics/options/iv_all/{market}/{currency}/{maturity}/{type}

This endpoint provides information on key risk parameters such as delta, gamma, theta, and vega, which are essential for analyzing and managing options trading positions.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25

type*

string

N/A example: C, P

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "strike": 40000,
      "mark_iv": 145.56,
      "bid_iv": 0,
      "ask_iv": 302.02,
      "delta": 1
    }
  ]
}

Retrieves the implied volatility table for options based on the specified market and currency

GET https://api.laevitas.ch/analytics/options/iv_table/{market}/{currency}

This endpoint allows users to the implied volatility table for options based on the specified market and currency. Implied volatility is a crucial factor in options pricing, and having access to this data helps traders and investors analyze and make informed decisions about their options trading strategies.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, MATIC, SOL, XRP), aevo (BTC, ETH), binance (BNB, BTC, DOGE, ETH, XRP), bit (BCH, BTC, ETH, FIL, NEAR, SOL), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH, FIL), delta_exchange (BTC, ETH), okx (BTC, ETH)

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "maturity": "15AUG24",
      "mark_ATM": 69.38,
      "ask_ATM": 71.76,
      "bid_ATM": 67,
      "spread_ATM": 4.763,
      "mark_10DC": 72.34,
      "ask_10DC": 78.31,
      "bid_10DC": 74.8,
      "spread_10DC": 3.504,
      "mark_10DP": 83.68,
      "ask_10DP": 84.37,
      "bid_10DP": 79.38,
      "spread_10DP": 4.987,
      "10D_Mark_RR": -11.34,
      "10D_Bid_RR": -9.566,
      "10D_Ask_RR": -1.075,
      "10D_Spread_RR": 8.491,
      "10D_Mark_BF": 8.631,
      "10D_Bid_BF": 5.332,
      "10D_Ask_BF": 14.34,
      "10D_Spread_BF": 9.009,
      "mark_15DC": 72.91,
      "ask_15DC": 74.37,
      "bid_15DC": 70.36,
      "spread_15DC": 4.011,
      "mark_15DP": 78.39,
      "ask_15DP": 78.49,
      "bid_15DP": 75.7,
      "spread_15DP": 2.792,
      "15D_Mark_RR": -5.481,
      "15D_Bid_RR": -8.132,
      "15D_Ask_RR": -1.328,
      "15D_Spread_RR": 6.804,
      "15D_Mark_BF": 6.27,
      "15D_Bid_BF": 1.27,
      "15D_Ask_BF": 9.435,
      "15D_Spread_BF": 8.165,
      "mark_25DC": 70.88,
      "ask_25DC": 73.04,
      "bid_25DC": 67.39,
      "spread_25DC": 5.649,
      "mark_25DP": 74.07,
      "ask_25DP": 75.64,
      "bid_25DP": 70.73,
      "spread_25DP": 4.905,
      "25D_Mark_RR": -3.19,
      "25D_Bid_RR": -8.242,
      "25D_Ask_RR": 2.312,
      "25D_Spread_RR": 10.55,
      "25D_Mark_BF": 3.093,
      "25D_Bid_BF": -2.697,
      "25D_Ask_BF": 7.343,
      "25D_Spread_BF": 10.04,
      "mark_35DC": 69.85,
      "ask_35DC": 72.47,
      "bid_35DC": 66.74,
      "spread_35DC": 5.728,
      "mark_35DP": 71.18,
      "ask_35DP": 74.18,
      "bid_35DP": 68.44,
      "spread_35DP": 5.74,
      "35D_Mark_RR": -1.328,
      "35D_Bid_RR": -7.438,
      "35D_Ask_RR": 4.03,
      "35D_Spread_RR": 11.47,
      "35D_Mark_BF": 1.133,
      "35D_Bid_BF": -4.171,
      "35D_Ask_BF": 6.326,
      "35D_Spread_BF": 10.5
    }
  ]
}

Retrieves the net change in open interest for options based on the specified market, currency, maturity, and time duration

GET https://api.laevitas.ch/analytics/options/oi_net_change/{market}/{currency}/{maturity}/{hours}

This endpoint allows users to the net change in open interest for options based on the specified market, currency, maturity, and hours. Open interest reflects the total number of outstanding options contracts in the market, and tracking its net change provides insights into the market sentiment and potential shifts in options positions. Traders and analysts can utilize this information to assess market trends, identify trading opportunities, and make informed decisions regarding options trading strategies.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, SOL, MATIC, XRP), aevo (ETH, BTC), binance (BNB, BTC, DOGE, ETH, XRP), bit (ETH, SOL, BTC, BCH, XRP, TON), bybit (BTC, ETH), coincall (NEAR, DOGE, XRP, LTC, ORDI, FIL), delta_exchange (ETH, BTC), okx (BTC, ETH)

maturity*

string

Check analytics/options/Instruments for more information about available maturity example: 26DEC25, 26SEP25, all

hours*

string

N/A example: 1, 12, 168, 18, 2, 24, 336, 4, 48, 504, 720, 8

swagger link

{
  "date": 1723633560,
  "data": [
    {
      "strike": 40000,
      "C": 0,
      "C_premium": 1376.48,
      "C_notional": 1284.89,
      "P": 0,
      "P_premium": 0,
      "P_notional": 10791.43
    }
  ]
}

Retrieves a snapshot of options data for the specified market and currency

GET https://api.laevitas.ch/analytics/options/snapshot/{market}/{currency}

This endpoint allows users to a snapshot of options data for the specified market and currency. The snapshot includes comprehensive information about individual options contracts, such as strike price, expiration date, open interest, volume, pricing data, and other relevant metrics. Traders and analysts can utilize this data to gain insights into the options market, monitor market trends, evaluate trading opportunities, and make informed decisions regarding options trading strategies.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, aevo, binance, bit, bybit, coincall, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH, SOL, MATIC, XRP), aevo (ETH, BTC), binance (BNB, BTC, DOGE, ETH, XRP), bit (ETH, SOL, BTC, BCH, XRP, TON), bybit (BTC, ETH), coincall (NEAR, DOGE, XRP, LTC, ORDI, FIL), delta_exchange (ETH, BTC), okx (BTC, ETH)

swagger link

{
  "date": 1723633680,
  "data": {
    "BTC-23AUG24-62000-P": {
      "strike": 62000,
      "expiration_date": "2024-08-23T08:00:00.000Z",
      "claim_type": "put",
      "open_interest": 163.7,
      "volume": 38.4,
      "underlyer": "BTC_USD",
      "underlyer_spot": 60987.05,
      "forward_price": 61082.04,
      "mark_price": 0.0426,
      "mark_iv": 55.28,
      "bid_iv": 53.4,
      "best_bid_price": 0.0415,
      "best_bid_amount": 34.6,
      "best_ask_price": 0.043,
      "best_ask_amount": 2,
      "ask_iv": 55.84,
      "exercise": "European",
      "settlement": "cash"
    },
    "BTC-23AUG24-62000-C": {
      "strike": 62000,
      "expiration_date": "2024-08-23T08:00:00.000Z",
      "claim_type": "call",
      "open_interest": 377,
      "volume": 178.3,
      "underlyer": "BTC_USD",
      "underlyer_spot": 60987.05,
      "forward_price": 61083.5,
      "mark_price": 0.0277,
      "mark_iv": 55.28,
      "bid_iv": 54.24,
      "best_bid_price": 0.027,
      "best_bid_amount": 41.8,
      "best_ask_price": 0.028,
      "best_ask_amount": 22,
      "ask_iv": 55.87,
      "exercise": "European",
      "settlement": "cash"
    },
    "BTC-23AUG24-61000-P": {
      "strike": 61000,
      "expiration_date": "2024-08-23T08:00:00.000Z",
      "claim_type": "put",
      "open_interest": 253.4,
      "volume": 63.8,
      "underlyer": "BTC_USD",
      "underlyer_spot": 60987.05,
      "forward_price": 61082.04,
      "mark_price": 0.0337,
      "mark_iv": 55.38,
      "bid_iv": 55,
      "best_bid_price": 0.0335,
      "best_bid_amount": 0.8,
      "best_ask_price": 0.034,
      "best_ask_amount": 0.1,
      "ask_iv": 55.8,
      "exercise": "European",
      "settlement": "cash"
    },
    "BTC-23AUG24-61000-C": {
      "strike": 61000,
      "expiration_date": "2024-08-23T08:00:00.000Z",
      "claim_type": "call",
      "open_interest": 187.8,
      "volume": 22.4,
      "underlyer": "BTC_USD",
      "underlyer_spot": 60992.12,
      "forward_price": 61083.5,
      "mark_price": 0.0351,
      "mark_iv": 55.38,
      "bid_iv": 54.42,
      "best_bid_price": 0.0345,
      "best_bid_amount": 5,
      "best_ask_price": 0.0355,
      "best_ask_amount": 22.7,
      "ask_iv": 56.03,
      "exercise": "European",
      "settlement": "cash"
    },
    "BTC-23AUG24-60000-P": {
      "strike": 60000,
      "expiration_date": "2024-08-23T08:00:00.000Z",
      "claim_type": "put",
      "open_interest": 326.7,
      "volume": 38.8,
      "underlyer": "BTC_USD",
      "underlyer_spot": 60987.05,
      "forward_price": 61082.04,
      "mark_price": 0.0263,
      "mark_iv": 55.88,
      "bid_iv": 55.39,
      "best_bid_price": 0.026,
      "best_bid_amount": 5.6,
      "best_ask_price": 0.027,
      "best_ask_amount": 81.4,
      "ask_iv": 57.05,
      "exercise": "European",
      "settlement": "cash"
    }
  }
}

Retrieves a list of options instruments available in the analytics system

GET https://api.laevitas.ch/analytics/options/Instruments

This endpoint allows users to a list of options instruments available in the analytics system. The list includes various options contracts with details such as the market, currency, maturity, strike price, option type, and instrument name. Traders and analysts can utilize this information to explore the available options instruments, analyze their characteristics, and select suitable instruments for trading or analysis purposes. Additionally, this endpoint facilitates integration with other systems or tools that require access to a comprehensive list of options instruments.

Query Parameters

NameTypeDescription

option_type

string

N/A example: C, P

strike

string

N/A

maturity

string

N/A example: 26DEC25, 26SEP25

currency

string

N/A example: BTC, BCH, BNB, DOGE, ETH, FIL, ICP, KAS, LINK, LTC, MATIC, NEAR, ORDI, SOL, TON, TRX, XRP

market

string

N/A example: DERIBIT, AEVO, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "market": "deribit",
      "currency": "BTC",
      "maturity": "23AUG24",
      "strike": 62000,
      "option_type": "P",
      "instrument": "BTC-23AUG24-62000-P"
    }
  ]
}

Retrieves the breakdown of open interest and open value for options across different exchanges

GET https://api.laevitas.ch/analytics/options/oi_breakdown

This endpoint is essential for obtaining insights into the distribution of open interest and open value for options across different exchanges. By providing the breakdown of notional and open value data, the API response enables users to analyze the significance of options trading activity on various exchanges. Traders, investors, and analysts can leverage this information to assess market sentiment, identify liquidity sources, and make informed decisions about options trading strategies. Additionally, this endpoint facilitates the monitoring and comparison of options market participation among different exchanges, aiding in the evaluation of market dynamics and exchange performance.

swagger link

{
  "date": 1723633500,
  "data": {
    "notional": {
      "deribit": 20843392412.61,
      "bitcom": 65051713.92,
      "okex": 1978780985.74,
      "binance": 2418476990.65,
      "delta_exchange": 13021245.35,
      "bybit": 379142482.87,
      "coincall": 273771884.1,
      "cme": 2815328617.45
    },
    "open_value": {
      "deribit": 1057347454.55,
      "bitcom": 5854204.3,
      "okex": 145932818.07,
      "binance": 152998170.19,
      "delta_exchange": 112069.26,
      "bybit": 18392253.86,
      "coincall": 27844361.69,
      "cme": 177435258.49
    }
  }
}

Retrieves the breakdown of trading volume and open value for options across different exchanges

GET https://api.laevitas.ch/analytics/options/volume_breakdown

This endpoint is crucial for obtaining insights into the distribution of trading volume and open value for options across different exchanges. By providing the breakdown of notional and open value data, the API response enables users to analyze the significance of options trading activity on various exchanges. Traders, investors, and analysts can leverage this information to assess market liquidity, identify trading opportunities, and monitor the overall trading activity for options. Additionally, this endpoint facilitates the comparison of trading volume and open value among different exchanges, aiding in the evaluation of market dynamics and exchange performance.

swagger link

{
  "date": 1723633500,
  "data": {
    "notional": {
      "deribit": 1322775995.18,
      "bitcom": 134600.47,
      "okex": 170679424.87,
      "binance": 147909835.81,
      "delta_exchange": 8876503.78,
      "bybit": 61690687.33,
      "coincall": 17324486.37,
      "cme": 36779560.3
    },
    "open_value": {
      "deribit": 40387222.25,
      "bitcom": 3046.32,
      "okex": 3767257.94,
      "binance": 4882175.76,
      "delta_exchange": 51179.8,
      "bybit": 765655.86,
      "coincall": 1064203.81,
      "cme": 1156857.93
    }
  }
}

Retrieves the breakdown of open interest and open value for options by currency

GET https://api.laevitas.ch/analytics/options/oi_breakdown_by_currency

This endpoint is useful for obtaining insights into the distribution of open interest and open value for options by currency. By providing the breakdown of notional and open value data, the API response enables users to analyze the significance of options trading activity in different currencies. Traders, investors, and analysts can leverage this information to assess the popularity and liquidity of options contracts in various currencies. It allows for the identification of dominant currencies in options trading and provides an understanding of the market dynamics specific to each currency. Additionally, this endpoint facilitates the comparison of open interest and open value among different currencies, aiding in the evaluation of market trends and currency-specific trading opportunities.

swagger link

{
  "date": 1723633500,
  "data": {
    "notional": {
      "BTC": 21875499522.63,
      "ETH": 6809067755,
      "MATIC": 5409924.8,
      "SOL": 39172485.85,
      "XRP": 14747461.06,
      "BCH": 1761456.12,
      "FIL": 8204838.73,
      "NEAR": 30586.78,
      "TON": 514127.16,
      "BNB": 3697587.91,
      "DOGE": 2112657.38,
      "ICP": 35943.76,
      "KAS": 21563766.9,
      "LINK": 1868960.2,
      "LTC": 1533066.68,
      "ORDI": 122184.7,
      "TRX": 1624007
    },
    "open_value": {
      "BTC": 1136327472.08,
      "ETH": 442213662.54,
      "MATIC": 234197.5,
      "SOL": 1418609.26,
      "XRP": 1011684.17,
      "BCH": 102761.42,
      "FIL": 502470.44,
      "NEAR": 2215.69,
      "TON": 4148.18,
      "BNB": 27847.68,
      "DOGE": 2066936.49,
      "ICP": 1616.86,
      "KAS": 1698567.87,
      "LINK": 125748.89,
      "LTC": 98220.93,
      "ORDI": 6370.07,
      "TRX": 74060.33
    }
  }
}

Retrieves the breakdown of trading volume and open value for options by currency

GET https://api.laevitas.ch/analytics/options/volume_breakdown_by_currency

This endpoint is useful for obtaining insights into the distribution of trading volume and open value for options by currency. By providing the breakdown of notional and open value data, the API response enables users to analyze the significance of options trading activity in different currencies. Traders, investors, and analysts can leverage this information to assess the popularity and liquidity of options contracts in various currencies. It allows for the identification of dominant currencies in options trading and provides an understanding of the market dynamics specific to each currency. Additionally, this endpoint facilitates the comparison of trading volume and open value among different currencies, aiding in the evaluation of market trends and currency-specific trading opportunities.

swagger link

{
  "date": 1723633500,
  "data": {
    "notional": {
      "BTC": 1380681781.06,
      "ETH": 372499321.82,
      "MATIC": 253466.8,
      "SOL": 3714207.27,
      "XRP": 948931.45,
      "BCH": 289293.73,
      "FIL": 725761.33,
      "NEAR": 10874.35,
      "TON": 35407.24,
      "BNB": 2327165.71,
      "DOGE": 335888.14,
      "ICP": 110.41,
      "KAS": 3816275.4,
      "LINK": 157653.8,
      "LTC": 120383.62,
      "ORDI": 15235,
      "TRX": 239337
    },
    "open_value": {
      "BTC": 38479062.96,
      "ETH": 13022002.41,
      "MATIC": 9040.18,
      "SOL": 85991.14,
      "XRP": 40467.69,
      "BCH": 11847.84,
      "FIL": 49621.24,
      "NEAR": 555.91,
      "TON": 298.96,
      "BNB": 10508.95,
      "DOGE": 22932.28,
      "ICP": 0.807,
      "KAS": 319093.17,
      "LINK": 9089.12,
      "LTC": 7174.22,
      "ORDI": 6.673,
      "TRX": 9906.12
    }
  }
}

Retrieves the details of expired option expiries for a specific market and currency

GET https://api.laevitas.ch/analytics/options/expired_expiries/{market}/{currency}

This endpoint is useful for retrieving information about expired option expiries for a particular market and currency. Traders, investors, and analysts can utilize this data to analyze the outcomes and performance of expired options, assess the profitability of options trading strategies, and gain insights into market trends and dynamics. By examining the mark price, position, and index price, users can evaluate the effectiveness of their trading decisions and strategies.

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, bybit, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: deribit (BTC, ETH), bybit (BTC, ETH), okx (BTC, ETH)

Query Parameters

NameTypeDescription

maturity

string

Write an expired Maturity Format DDMMYY example: 31DEC21

swagger link

{
  "date": 1723623000,
  "data": [
    {
      "Date": "14AUG24",
      "Strike": 52000,
      "OptionType": "P",
      "mark_price": 0,
      "mark_price_usd": 0,
      "position": 59.7,
      "index_price": 60874.05
    }
  ]
}

historical data with applied changes between the specified end_date and start_date, depending on the specific type of data you are interested in analyzing

GET https://api.laevitas.ch/analytics/options/custom_change/{name}/{market}/{currency}

N/A

Path Parameters

NameTypeDescription

name*

string

N/A example: atmivts_historical, heatmap_change, historical_buy_sell_volume, iv_table_change, oi_gainers_and_losers, oi_net_change, time_skew

market*

string

N/A example: deribit, bit, bybit, delta_exchange, okx

currency*

string

Check analytics/options/Instruments for more information about available currency example: btc, eth, sol

Query Parameters

NameTypeDescription

end*

string

N/A

start*

string

N/A

swagger link

{
  "statusCode": 500,
  "message": "Internal server error"
}

Retrieves the skew data for options based on the specified currency, maturity, and type

GET https://api.laevitas.ch/analytics/options/model_charts/skew/{currency}/{maturity}/{type}

Skew data provides insights into the implied volatility of options at different strikes or deltas, allowing users to analyze the market's perception of potential price movements. By retrieving the skew data, traders, investors, and analysts can assess the relative pricing of options at different strike prices or delta levels, identify potential opportunities for arbitrage or hedging strategies, and gain a deeper understanding of market sentiment and risk perception.

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

maturity*

string

Write an expired Maturity Format DDMMYY example: 26DEC25, 26SEP25, all

type*

string

Write an expired Maturity Format DDMMYY example: delta, strike

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "delta": 0.9,
      "iv": 64.4
    }
  ]
}

volatility run data for options based on the specified currency and maturity

GET https://api.laevitas.ch/analytics/options/model_charts/vol_run/{currency}/{maturity}

Volatility run data provides insights into the implied volatility and option parameters at different delta levels, allowing users to analyze the market's perception of potential price movements and risk profiles across various option strikes. By retrieving the volatility run data, traders, investors, and analysts can assess the relative pricing and skewness of options at different delta levels, identify potential opportunities for trading strategies, and gain a deeper understanding of market sentiment and risk perception

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

maturity*

string

Write an expired Maturity Format DDMMYY example: 26DEC25, 26SEP25, all

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "expiry": "16AUG24",
      "forward": 61076.75,
      "atm_spot_iv": 63.63,
      "skew_10d": 17.8,
      "skew_15d": 12.78,
      "skew_25d": 5.92,
      "skew_35d": 2.27,
      "rr_10d": -11.33,
      "rr_15d": -8.13,
      "rr_25d": -3.77,
      "rr_35d": -1.44,
      "fly_10d": 6.44,
      "fly_15d": 4.25,
      "fly_25d": 1.6,
      "fly_35d": 0.425
    }
  ]
}

time-lapse data for the specified skew model chart based on the given currency, maturity, and type

GET https://api.laevitas.ch/analytics/options/model_charts/skew/{currency}/{maturity}/{type}/time_lapse

Time-lapse data provides a historical perspective on the skew values and implied volatility (IV) for different strikes or deltas over a specific time period. By retrieving the time-lapse data, traders, investors, and analysts can analyze how the skew and IV have changed over time, identify trends or patterns in the market sentiment, and assess the impact of market events on the options market

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

maturity*

string

Write an expired Maturity Format DDMMYY example: 26DEC25, 26SEP25, all

type*

string

N/A example: delta, strike

swagger link

{
  "date": 1723633740,
  "data": {
    "Today": [
      {
        "delta": 0.9,
        "iv": 57.59
      }
    ],
    "Yesterday": [
      {
        "delta": 0.9,
        "iv": 57.9
      }
    ],
    "2 Days Ago": [
      {
        "delta": 0.9,
        "iv": 59.68
      }
    ],
    "1 Week Ago": [
      {
        "delta": 0.9,
        "iv": 61.27
      }
    ],
    "2 Weeks Ago": [
      {
        "delta": 0.9,
        "iv": 56.26
      }
    ]
  }
}

forward curve data for the specified currency

GET https://api.laevitas.ch/analytics/options/model_charts/forward_curve/{currency}

The forward curve is an essential tool in options pricing and risk management. It provides insights into the relationship between the time-to-maturity (TTM) and the corresponding forward prices for options. By retrieving the forward curve data, traders, investors, and analysts can assess the term structure of options prices, identify potential market inefficiencies or mispricings, and make informed decisions regarding options trading and portfolio management

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "forward": 61067.58,
      "implied_forward": 61068.63,
      "ttm": 0
    }
  ]
}

term structure data for at-the-money (ATM) options in the specified currency

GET https://api.laevitas.ch/analytics/options/model_charts/term_structure_atm/{currency}

The term structure provides valuable insights into the relationship between the time-to-maturity (TTM) and the corresponding implied volatility (IV) for ATM options. Implied volatility is a critical component in options pricing, representing the market's expectation of future price volatility of the underlying asset. By analyzing the term structure, traders, investors, and analysts can gain insights into the market's perception of future volatility at different tenors and expiries

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

swagger link

{
  "date": 1723633500,
  "data": {
    "tenor": [
      {
        "ttm": 1,
        "iv": 69.47
      }
    ],
    "expiry": [
      {
        "expiry": "15AUG24",
        "iv": 69.47
      }
    ]
  }
}

time-lapse term structure data for at-the-money (ATM) options in the specified currency

GET https://api.laevitas.ch/analytics/options/model_charts/term_structure_atm/{currency}/time_lapse

The term structure represents the relationship between the time-to-maturity (TTM) and the corresponding implied volatility (IV) for ATM options, providing insights into market expectations of future volatility. By comparing the term structure at different time points, traders, investors, and analysts can observe changes in market sentiment and gauge the evolution of implied volatility over time

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

swagger link

{
  "date": 1723633740,
  "data": {
    "Today": {
      "tenor": [
        {
          "ttm": 1,
          "iv": 59.4
        }
      ],
      "expiry": [
        {
          "expiry": "23AUG24",
          "iv": 53.77
        }
      ]
    },
    "Yesterday": {
      "tenor": [
        {
          "ttm": 1,
          "iv": 62.23
        }
      ],
      "expiry": [
        {
          "expiry": "23AUG24",
          "iv": 55.88
        }
      ]
    },
    "2 Days Ago": {
      "tenor": [
        {
          "ttm": 1,
          "iv": 62.53
        }
      ],
      "expiry": [
        {
          "expiry": "16AUG24",
          "iv": 59.25
        }
      ]
    },
    "1 Week Ago": {
      "tenor": [
        {
          "ttm": 1,
          "iv": 56.29
        }
      ],
      "expiry": [
        {
          "expiry": "16AUG24",
          "iv": 56.29
        }
      ]
    },
    "2 Weeks Ago": {
      "tenor": [
        {
          "ttm": 1,
          "iv": 47.61
        }
      ],
      "expiry": [
        {
          "expiry": "30AUG24",
          "iv": 49.46
        }
      ]
    }
  }
}

term structure data for options in the specified currency based on the provided type

GET https://api.laevitas.ch/analytics/options/model_charts/term_structure/{currency}/{type}

The term structure provides insights into the relationship between a specific parameter (delta or strike) and the corresponding implied volatility (IV) for options with different expiries. By analyzing the term structure, traders, investors, and analysts can identify patterns or anomalies in implied volatility across different option expiries

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

type*

string

N/A example: delta, strike

swagger link

{
  "date": 1723633500,
  "data": {
    "0.1": [
      {
        "expiry": "15AUG24",
        "iv": 56.17
      }
    ],
    "0.15": [
      {
        "expiry": "15AUG24",
        "iv": 55.8
      }
    ],
    "0.25": [
      {
        "expiry": "15AUG24",
        "iv": 55.6
      }
    ],
    "0.35": [
      {
        "expiry": "15AUG24",
        "iv": 55.69
      }
    ],
    "0.5": [
      {
        "expiry": "15AUG24",
        "iv": 55.94
      }
    ]
  }
}

skew data for options in the specified currency and maturity

GET https://api.laevitas.ch/analytics/options/skew_currency/{currency}/{maturity}

Skew data provides insights into the market's perception of potential upside or downside risks in the underlying asset

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, ETH, MATIC, SOL, XRP

maturity*

string

Write an expired Maturity Format DDMMYY example: 26DEC25, 26SEP25

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "market": "deribit",
      "currency": "BTC",
      "strike": 96000,
      "delta": 1,
      "iv": 118.7
    }
  ]
}

skew data for options in the specified market and maturity

GET https://api.laevitas.ch/analytics/options/skew_market/{market}/{maturity}

Skew data provides insights into the market's perception of potential upside or downside risks in the underlying asset

Path Parameters

NameTypeDescription

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX

maturity*

string

Write an expired Maturity Format DDMMYY example: 26DEC25, 26SEP25

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "market": "deribit",
      "currency": "BTC",
      "strike": 96000,
      "delta": 1,
      "iv": 118.7
    }
  ]
}

implied volatility (IV) data for options in the specified currency

GET https://api.laevitas.ch/analytics/options/iv_currency/{currency}

Implied volatility (IV) is a key parameter in option pricing models. It represents the market's expectation of the future volatility of the underlying asset. IV data provides insights into the perceived level of risk and uncertainty in the market

Path Parameters

NameTypeDescription

currency*

string

N/A example: BTC, BCH, BNB, DOGE, ETH, FIL, ICP, KAS, LINK, LTC, MATIC, NEAR, ORDI, SOL, TON, TRX, XRP

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "market": "deribit",
      "currency": "BTC",
      "maturity": "15AUG24",
      "iv": 69.47
    }
  ]
}

implied volatility (IV) data for options in the specified market

GET https://api.laevitas.ch/analytics/options/iv_market/{market}

Implied volatility (IV) is a key parameter in option pricing models. It represents the market's expectation of the future volatility of the underlying asset. IV data provides insights into the perceived level of risk and uncertainty in the market

Path Parameters

NameTypeDescription

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX

swagger link

{
  "date": 1723633500,
  "data": [
    {
      "market": "deribit",
      "currency": "BTC",
      "maturity": "15AUG24",
      "iv": 69.47
    }
  ]
}

term structure of at-the-money (ATM) implied volatility (IV) for Ethereum-Bitcoin (ETH-BTC) options

GET https://api.laevitas.ch/analytics/options/eth-btc_atm_iv_term_structure

The term structure of at-the-money (ATM) implied volatility (IV) provides valuable information about the market's expectations of future volatility for Ethereum-Bitcoin (ETH-BTC) options. By analyzing the IV term structure, traders and investors can gain insights into how the market perceives the potential price movements of ETH-BTC options over different time periods

swagger link

{
  "date": 1723633560,
  "data": {
    "Today": [
      {
        "maturity": "16AUG24",
        "iv": 11.5
      }
    ],
    "Yesterday": [
      {
        "maturity": "16AUG24",
        "iv": 15.6
      }
    ],
    "2 Days Ago": [
      {
        "maturity": "16AUG24",
        "iv": 14.84
      }
    ],
    "1 Week Ago": [
      {
        "maturity": "9AUG24",
        "iv": 11.45
      }
    ],
    "2 Weeks Ago": [
      {
        "maturity": "2AUG24",
        "iv": 2.37
      }
    ]
  }
}

skew data for options in the specified currency and market

GET https://api.laevitas.ch/analytics/options/skew/{market}/{currency}

Skew data provides insights into the market's perception of potential upside or downside risks in the underlying asset

Path Parameters

NameTypeDescription

market*

string

N/A example: deribit, binance, bitcom, bybit, coincall, delta_exchange

currency*

string

N/A example: binance (BNB, BTC, DOGE, ETH, XRP), bitcom (BCH, BTC, ETH, SOL, TON), bybit (BTC, ETH), coincall (BCH, BNB, BTC, DOGE, ETH), delta_exchange (BTC, ETH), deribit (BTC, ETH, MATIC, SOL, XRP)

swagger link

{
  "date": 1723633500,
  "data": {
    "14AUG24": [
      null
    ],
    "15AUG24": [
      {
        "market": "deribit",
        "currency": "BTC",
        "strike": 70000,
        "delta": 1,
        "iv": 80.65
      }
    ],
    "16AUG24": [
      {
        "market": "deribit",
        "currency": "BTC",
        "strike": 96000,
        "delta": 1,
        "iv": 118.7
      }
    ],
    "17AUG24": [
      {
        "market": "deribit",
        "currency": "BTC",
        "strike": 71000,
        "delta": 0.991,
        "iv": 71.18
      }
    ],
    "18AUG24": [
      null
    ]
  }
}

Retrieves a timestamped summary of open interest changes for options in a specific currency over a given period.

GET https://api.laevitas.ch/analytics/options/open_interest_change_summary/{currency}/{period}

N/A

Path Parameters

NameTypeDescription

currency*

string

Currency (e.g., BTC) example: BTC, BCH, BNB, DOGE, ETH, FIL, KAS, LINK, LTC, MATIC, ORDI, SOL, TON, TRX, XRP

period*

string

change period in hours example: 1, 2, 4, 8, 12, 18, 24, 48, 168, 336, 504, 720, 8760, ytd

swagger link

{
  "date": 1723633800,
  "data": [
    {
      "markets": [
        "DELTA_EXCHANGE"
      ],
      "ticker": "BTC-14AUG24",
      "open_interest": 5488671.3,
      "open_interest_notional": 89.925,
      "open_interest_change_usd": 151044.8,
      "open_interest_notional_change": 2.377
    }
  ]
}

Retrieves a timestamped report of open interest changes for a specific market and currency over a given period.

GET https://api.laevitas.ch/analytics/options/open_interest_change/{market}/{currency}/{period}

N/A

Path Parameters

NameTypeDescription

market*

string

Market example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX

currency*

string

Currency (e.g., BTC) example: BTC, BCH, BNB, DOGE, ETH, FIL, KAS, LINK, LTC, MATIC, ORDI, SOL, TON, TRX, XRP

period*

string

change period in hours example: 1, 2, 4, 8, 12, 18, 24, 48, 168, 336, 504, 720, 8760, ytd

swagger link

{
  "date": 1723633740,
  "data": [
    {
      "symbol": "BTC Daily Options 15AUG24",
      "open_interest": 115058168.5,
      "open_interest_notional": 1884.75,
      "open_interest_change_usd": 31653373.2,
      "open_interest_notional_change": 519.9
    }
  ]
}
PreviousCatalogNextHistorical Data

Last updated