Historical Data

This page provides comprehensive details on historical data options available in our system. As the financial landscape evolves, the need for historical data has become paramount for businesses to analyze past trends, understand market movements, and make informed predictions for the future.

What is Option Historical Data?

Option historical data refers to the archived data related to various options in the market. This data is crucial for traders, analysts, and financial institutions to study past market behaviors and patterns. It encompasses various metrics such as past prices, historical volume, volatility trends, and other essential indicators.

List of Requests

Retrieves historical data for a specific options contract in a given market

GET https://api.laevitas.ch/historical/options/{market}/{instrument}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
instrument*	string	Check analytics/options/Instruments for more information about available instrument example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/options/DERIBIT/BTC-27JUN25-85000-C?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 10
  },
  "items": [
    {
      "date": 1722988800000,
      "index_price": 56076.55,
      "underlying_price": 61036,
      "mark_price": 0.134,
      "bid_price": 0.1305,
      "ask_price": 0.1365,
      "mark_iv": 65.84,
      "bid_iv": 64.88,
      "ask_iv": 66.51,
      "open_interest": 15.8,
      "volume": 0.8,
      "delta": 0.412,
      "gamma": 0.00001,
      "theta": -22.7254,
      "vega": 223.8833,
      "daystogo": 324.33
    }
  ]
}

Fetches historical implied volatility data for a specific options contract in a given market

GET https://api.laevitas.ch/historical/options/iv/{market}/{instrument}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
instrument*	string	Check analytics/options/Instruments for more information about available instrument example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/options/iv/DERIBIT/BTC-27JUN25-85000-C?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "mark_iv": 65.84,
      "bid_iv": 64.88,
      "ask_iv": 66.51
    }
  ]
}

Retrieves historical price data for a specific options contract in a given market

GET https://api.laevitas.ch/historical/options/price/{market}/{instrument}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
instrument*	string	Check analytics/options/Instruments for more information about available instrument example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/options/price/DERIBIT/BTC-27JUN25-85000-C?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "mark_price": 0.134,
      "bid_price": 0.1305,
      "ask_price": 0.1365
    }
  ]
}

Fetches historical open interest and volume data for a specific options contract in a given market

GET https://api.laevitas.ch/historical/options/oi_volume/{market}/{instrument}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
instrument*	string	Check analytics/options/Instruments for more information about available instrument example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/options/oi_volume/DERIBIT/BTC-27JUN25-85000-C?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "open_interest": 15.8,
      "volume": 0.8
    }
  ]
}

Retrieves historical index and underlying price data for a specific options contract in a given market

GET https://api.laevitas.ch/historical/options/underlying_price/{market}/{instrument}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
instrument*	string	Check analytics/options/Instruments for more information about available instrument example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data

200: OK example route : /historical/options/underlying_price/DERIBIT/BTC-27JUN25-85000-C?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "index_price": 56076.55,
      "underlying_price": 61036
    }
  ]
}

Fetches historical options open interest data by strike price for a specific currency and maturity in a given market

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

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)
maturity*	string	Check analytics/options/Instruments for more information about available maturity example: DERIBIT (MATIC maturity exp1, MATIC maturity exp2, XRP maturity exp1, XRP maturity exp2, SOL maturity exp1, SOL maturity exp2, ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), BINANCE (DOGE maturity exp1, DOGE maturity exp2, XRP maturity exp1, XRP maturity exp2, BNB maturity exp1, BNB maturity exp2, ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), BIT (XRP maturity exp1, XRP maturity exp2, FIL maturity exp1, FIL maturity exp2, NEAR maturity exp1, NEAR maturity exp2, TON maturity exp1, TON maturity exp2, SOL maturity exp1, SOL maturity exp2, BCH maturity exp1, BCH maturity exp2, ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), BYBIT (ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), COINCALL (DOGE maturity exp1, DOGE maturity exp2, TRX maturity exp1, TRX maturity exp2, KAS maturity exp1, KAS maturity exp2, MATIC maturity exp1, MATIC maturity exp2, XRP maturity exp1, XRP maturity exp2, FIL maturity exp1, FIL maturity exp2, NEAR maturity exp1, NEAR maturity exp2, TON maturity exp1, TON maturity exp2, ICP maturity exp1, ICP maturity exp2, LINK maturity exp1, LINK maturity exp2, ORDI maturity exp1, ORDI maturity exp2, LTC maturity exp1, LTC maturity exp2, SOL maturity exp1, SOL maturity exp2, BCH maturity exp1, BCH maturity exp2, ETH maturity exp1, ETH maturity exp2, BNB maturity exp1, BNB maturity exp2, BTC maturity exp1, BTC maturity exp2), DELTA_EXCHANGE (ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), OKX (ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2)

Query Parameters

Name	Type	Description
date_h*	string	The date in the format YYYY-MM-DDTHH

200: OK example route : /historical/options/oi_strike/DERIBIT/BTC/16AUG24?date_h=2024-08-07T12

swagger link

[
  {
    "strike": 40000,
    "c": 0,
    "p": 1388.4,
    "notional_c": 0,
    "notional_p": 79413457.916
  }
]

Retrieves historical options volume data by strike price for a specific currency and maturity in a given market

GET https://api.laevitas.ch/historical/options/volume_strike/{market}/{currency}/{maturity}

N/A

Path Parameters

Name	Type	Description
maturity*	string	Check analytics/options/Instruments for more information about available maturity example: DERIBIT (MATIC maturity exp1, MATIC maturity exp2, XRP maturity exp1, XRP maturity exp2, SOL maturity exp1, SOL maturity exp2, ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), BINANCE (DOGE maturity exp1, DOGE maturity exp2, XRP maturity exp1, XRP maturity exp2, BNB maturity exp1, BNB maturity exp2, ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), BIT (XRP maturity exp1, XRP maturity exp2, FIL maturity exp1, FIL maturity exp2, NEAR maturity exp1, NEAR maturity exp2, TON maturity exp1, TON maturity exp2, SOL maturity exp1, SOL maturity exp2, BCH maturity exp1, BCH maturity exp2, ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), BYBIT (ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), COINCALL (DOGE maturity exp1, DOGE maturity exp2, TRX maturity exp1, TRX maturity exp2, KAS maturity exp1, KAS maturity exp2, MATIC maturity exp1, MATIC maturity exp2, XRP maturity exp1, XRP maturity exp2, FIL maturity exp1, FIL maturity exp2, NEAR maturity exp1, NEAR maturity exp2, TON maturity exp1, TON maturity exp2, ICP maturity exp1, ICP maturity exp2, LINK maturity exp1, LINK maturity exp2, ORDI maturity exp1, ORDI maturity exp2, LTC maturity exp1, LTC maturity exp2, SOL maturity exp1, SOL maturity exp2, BCH maturity exp1, BCH maturity exp2, ETH maturity exp1, ETH maturity exp2, BNB maturity exp1, BNB maturity exp2, BTC maturity exp1, BTC maturity exp2), DELTA_EXCHANGE (ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2), OKX (ETH maturity exp1, ETH maturity exp2, BTC maturity exp1, BTC maturity exp2)
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX

Query Parameters

Name	Type	Description
date_h*	string	The date in the format YYYY-MM-DDTHH

200: OK example route : /historical/options/volume_strike/DERIBIT/BTC/16AUG24?date_h=2024-08-07T12

swagger link

[
  {
    "strike": 40000,
    "c": 0,
    "p": 171,
    "notional_c": 0,
    "notional_p": 9779726.93
  }
]

Retrieves historical options trade data for a specific currency in a given market

GET https://api.laevitas.ch/historical/options/trades/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
date*	string	The date of the search range , this date can be timestamps. this date will always be change to start of day Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return

200: OK example route : /historical/options/trades/DERIBIT/BTC?date=2024-08-07

swagger link

{
  "meta": {
    "total": 16294,
    "page": 1,
    "items": 10
  },
  "items": [
    {
      "id": 66414477,
      "market": "deribit",
      "currency": "BTC",
      "option_type": "P",
      "maturity": "7AUG24",
      "date": "2024-08-07T00:00:03.000Z",
      "index_price": "56044.71",
      "strike": "51500",
      "mark_price": "0.00034",
      "implied_vol": "137.06",
      "trade_seq": "87",
      "trade_id": "313102844",
      "liquidation": null,
      "block_trade_id": null,
      "tick_direction": "3",
      "price": "0.0003",
      "direction": 0,
      "amount": "0.2"
    }
  ]
}

Fetches historical snapshot of options for a specific currency in a given market

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

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BYBIT, OKX
currency*	string	N/A example: DERIBIT (BTC, ETH, XRP, SOL, MATIC), BINANCE (BNB, BTC, DOGE, ETH, XRP), BYBIT (BTC, ETH), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page. The maximum limit is 1. Each page corresponds to one minute of data and includes all option instruments in that snapshot.
page	number	The page of results to return, where each page corresponds to one minute of data within the specified time range. Use this parameter to select which minute of data to access.
granularity	string	The interval between dates of result data

200: OK example route : /historical/options/snapshot/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 10751,
    "items": 0
  },
  "items": [
    null
  ]
}

Retrieves historical buy/sell volume data for a specific options instrument in a given market

GET https://api.laevitas.ch/historical/options/instrument_volume_buy_sell/{market}/{instrument}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX
instrument*	string	N/A example: DERIBIT (BTC, MATIC, XRP, SOL, ETH), BINANCE (DOGE, XRP, BNB, ETH, BTC), BIT (XRP, FIL, NEAR, TON, SOL, BCH, ETH, BTC), BYBIT (ETH, BTC), COINCALL (DOGE, TRX, KAS, MATIC, XRP, FIL, NEAR, TON, ICP, LINK, ORDI, LTC, SOL, BCH, ETH, BNB, BTC), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return

200: OK example route : /historical/options/instrument_volume_buy_sell/DERIBIT/BTC-27JUN25-85000-C?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 3,
    "page": null,
    "items": 3
  },
  "items": [
    {
      "date": 1723150800000,
      "volume": "0.9",
      "direction": "sell"
    }
  ]
}

Retrieves historical total notional value and open value by market for a specific market

GET https://api.laevitas.ch/historical/options/total/oi_by_market/{market}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/total/oi_by_market/DERIBIT?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "n": 18860009940.31,
      "ov": 1079970953.28
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Retrieves historical total notional volume and premium volume data for a specific market

GET https://api.laevitas.ch/historical/options/total/volume_by_market/{market}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/total/volume_by_market/DERIBIT?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "n": 2365957574.73,
      "ov": 81927491.69
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Delta Volatility (Dvol) Data by Market and Currency in Options Market

GET https://api.laevitas.ch/historical/options/dvol/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH), BINANCE (BTC, ETH)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/dvol/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "dvol": 61.53,
      "index": 56083.25
    }
  ],
  "meta": {
    "total": 2148,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Volatility Index (VIX) Data by Market and Currency in Options Market

GET https://api.laevitas.ch/historical/options/vix/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH), BINANCE (BTC, ETH)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/vix/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "15": 52.77,
      "30": 57.28,
      "60": 60.68,
      "90": 59.61,
      "180": 60.48,
      "date": 1722988800000,
      "index": 56077.1
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Total Open Interest (OI) by Market and Currency in Options Market

GET https://api.laevitas.ch/historical/options/oi_total/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, SOL, XRP, ETH), AGGREGATE (TON, NEAR, LINK, ETH, LTC, BCH, KAS, FIL, ICP, TRX, BTC, XRP, DOGE, MATIC, BNB, ORDI, SOL), BINANCE (ETH, BTC, BNB, DOGE, XRP), BIT (FIL, BTC, SOL, ETH, XRP, NEAR, BCH, TON), BYBIT (BTC, ETH), COINCALL (BNB, TRX, DOGE, ORDI, MATIC, XRP, NEAR, BCH, ETH, LTC, ICP, SOL, KAS, LINK, TON, FIL, BTC), DELTA_EXCHANGE (BTC, ETH), OKX (BTC, ETH), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/oi_total/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "oi": 260385.4,
      "premium": 767554521.8,
      "notional": 14601700469.72
    }
  ]
}

Historical Put-Call (PC) Ratio in Options Market by Market and Currency

GET https://api.laevitas.ch/historical/options/oi_pc_ratio/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, SOL, XRP, ETH), AGGREGATE (TON, NEAR, LINK, ETH, LTC, BCH, KAS, FIL, ICP, TRX, BTC, XRP, DOGE, MATIC, BNB, ORDI, SOL), BINANCE (ETH, BTC, BNB, DOGE, XRP), BIT (FIL, BTC, SOL, ETH, XRP, NEAR, BCH, TON), BYBIT (BTC, ETH), COINCALL (BNB, TRX, DOGE, ORDI, MATIC, XRP, NEAR, BCH, ETH, LTC, ICP, SOL, KAS, LINK, TON, FIL, BTC), DELTA_EXCHANGE (BTC, ETH), OKX (BTC, ETH), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/oi_pc_ratio/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "pc": 0.493,
      "p": 85929,
      "c": 174456,
      "pc_p": 1.067,
      "p_p": 406170169,
      "c_p": 380597711,
      "p_notional": 4886201016,
      "c_notional": 9985311665
    }
  ]
}

Total Historical Volume in Options Market by Market and Currency

GET https://api.laevitas.ch/historical/options/volume_total/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, SOL, XRP, ETH), AGGREGATE (TON, NEAR, LINK, ETH, LTC, BCH, KAS, FIL, ICP, TRX, BTC, XRP, DOGE, MATIC, BNB, ORDI, SOL), BINANCE (ETH, BTC, BNB, DOGE, XRP), BIT (FIL, BTC, SOL, ETH, XRP, NEAR, BCH, TON), BYBIT (BTC, ETH), COINCALL (BNB, TRX, DOGE, ORDI, MATIC, XRP, NEAR, BCH, ETH, LTC, ICP, SOL, KAS, LINK, TON, FIL, BTC), DELTA_EXCHANGE (BTC, ETH), OKX (BTC, ETH), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/volume_total/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "premium": 61360763.56,
      "volume": 33562.9,
      "notional": 1882100702.72
    }
  ]
}

Historical ATM Implied Volatility by Market and Currency

GET https://api.laevitas.ch/historical/options/atm_iv/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH, SOL, MATIC, XRP), BINANCE (BNB, BTC, ETH), BIT (SOL, TON, BCH, NEAR, BTC, XRP, ETH, FIL), BYBIT (ETH, BTC), COINCALL (BCH, ETH, ICP, LTC, NEAR, XRP, BTC, FIL, DOGE, MATIC, ORDI, TON, KAS, LINK, SOL, TRX, BNB), DELTA_EXCHANGE (ETH, BTC), OKX (ETH, BTC), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/atm_iv/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "1": 67.98,
      "7": 62.73,
      "14": 59.3,
      "30": 58.09,
      "60": 58.08,
      "90": 59.59,
      "180": 62.41,
      "365": 63.89,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2147,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Max Pain Data by Market and Currency

GET https://api.laevitas.ch/historical/options/max_pain/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, SOL, XRP, ETH), AGGREGATE (TON, NEAR, LINK, ETH, LTC, BCH, KAS, FIL, ICP, TRX, BTC, XRP, DOGE, MATIC, BNB, ORDI, SOL), BINANCE (ETH, BTC, BNB, DOGE, XRP), BIT (FIL, BTC, SOL, ETH, XRP, NEAR, BCH, TON), BYBIT (BTC, ETH), COINCALL (BNB, TRX, DOGE, ORDI, MATIC, XRP, NEAR, BCH, ETH, LTC, ICP, SOL, KAS, LINK, TON, FIL, BTC), DELTA_EXCHANGE (BTC, ETH), OKX (BTC, ETH), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/max_pain/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "maturity": "30AUG24",
      "max_pain": 62000,
      "index_price": 56076.55
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical GEX Index Data by Market and Currency

GET https://api.laevitas.ch/historical/options/gex_index/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: COINCALL (KAS, SOL, TRX, BNB, ETH, ICP, LTC, TON, LINK, BTC, FIL, DOGE, BCH, MATIC, ORDI, NEAR)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/gex_index/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "gex": 8715.84,
      "vex": 28186.23,
      "gex_plus": 36902.07,
      "index_price": 56077.1
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Put/Call Ratio Data by Market and Currency

GET https://api.laevitas.ch/historical/options/volume_pc_ratio/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, MATIC, SOL, XRP, ETH), AGGREGATE (TON, NEAR, LINK, ETH, LTC, BCH, KAS, FIL, ICP, TRX, BTC, XRP, DOGE, MATIC, BNB, ORDI, SOL), BINANCE (ETH, BTC, BNB, DOGE, XRP), BIT (FIL, BTC, SOL, ETH, XRP, NEAR, BCH, TON), BYBIT (BTC, ETH), COINCALL (BNB, TRX, DOGE, ORDI, MATIC, XRP, NEAR, BCH, ETH, LTC, ICP, SOL, KAS, LINK, TON, FIL, BTC), DELTA_EXCHANGE (BTC, ETH), OKX (BTC, ETH), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/volume_pc_ratio/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "pc": 1.011,
      "p": 16874.4,
      "c": 16688.5,
      "pc_p": 0.89,
      "p_p": 29571653.54,
      "c_p": 33208316.67,
      "p_notional": 956057121.56,
      "c_notional": 948048200.23
    }
  ]
}

Historical Gamma Bands by Market, Currency and Type

GET https://api.laevitas.ch/historical/options/type/gamma_bands/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, SOL, ETH, MATIC), BINANCE (BTC, DOGE, ETH, XRP, BNB), BIT (XRP, TON, ETH, BTC, NEAR, SOL, FIL, BCH), BYBIT (BTC, ETH), COINCALL (BTC, LTC, TON, BNB, ICP, BCH, SOL, NEAR, TRX, MATIC, FIL, ORDI, DOGE, XRP, LINK, ETH, KAS), DELTA_EXCHANGE (ETH, BTC), OKX (BTC, ETH), undefined (ETH, BTC)
type*	string	N/A example: 1D, 30D, 7D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/gamma_bands/DERIBIT/BTC/1D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "vwap": 56338.75,
      "price": 56078.41,
      "u1_4": 56836.01,
      "u1_2": 57333.27,
      "u1": 58327.78,
      "u2": 60316.82,
      "l1_4": 55838.31,
      "l1_2": 55337.87,
      "l1": 54336.98,
      "l2": 52335.21
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

total Open Interest by Currency

GET https://api.laevitas.ch/historical/options/total/oi_by_currency/{currency}

N/A

Path Parameters

Name	Type	Description
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: BTC, BCH, BNB, DOGE, ETH, FIL, ICP, KAS, LINK, LTC, MATIC, NEAR, ORDI, SOL, TON, TRX, XRP

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/total/oi_by_currency/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "n": 20040728558.06,
      "ov": 1128360112.45
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Volume Data by Currency in Options Market

GET https://api.laevitas.ch/historical/options/total/volume_by_currency/{currency}

N/A

Path Parameters

Name	Type	Description
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: BTC, BCH, BNB, DOGE, ETH, FIL, ICP, KAS, LINK, LTC, MATIC, NEAR, ORDI, SOL, TON, TRX, XRP

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/total/volume_by_currency/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "n": 2469814283.16,
      "ov": 73091194.03
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Implied Volatility Bid and Ask by Market, Currency and Type

GET https://api.laevitas.ch/historical/options/type/iv_bid_ask/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BYBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, SOL, MATIC, ETH, XRP), BYBIT (BTC, ETH)
type*	string	N/A example: C_10, C_25, C_ATM, P_10, P_25, P_ATM

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/iv_bid_ask/DERIBIT/BTC/C_10?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "1": {
        "b": 66.6,
        "a": 70.9,
        "m": 69.1
      },
      "7": {
        "b": 63.9,
        "a": 66.3,
        "m": 65.3
      },
      "14": {
        "b": 62.1,
        "a": 63.8,
        "m": 62.9
      },
      "30": {
        "b": 63.4,
        "a": 64.4,
        "m": 64
      },
      "60": {
        "b": 64.4,
        "a": 65.5,
        "m": 65
      },
      "90": {
        "b": 68.1,
        "a": 70,
        "m": 69.1
      },
      "180": {
        "b": 71.1,
        "a": 72.5,
        "m": 72
      },
      "365": {
        "b": 74.3,
        "a": 75.6,
        "m": 74.8
      },
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Risk Reversal Model Data by Market, Currency and Type

GET https://api.laevitas.ch/historical/options/type/risk_reversal_model/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10D, 15D, 25D, 35D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/risk_reversal_model/DERIBIT/BTC/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "7": -9.78,
      "14": -9.24,
      "30": -3.77,
      "60": -1.93,
      "90": 3,
      "180": 4.51,
      "270": 5.53,
      "365": 8.58,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Risk Reversal Data by Market, Currency and Type

GET https://api.laevitas.ch/historical/options/type/risk_reversal/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, SOL, MATIC, ETH, XRP), BINANCE (BTC, BNB, ETH), BIT (ETH, BTC, SOL, BCH, XRP, FIL, TON, NEAR), BYBIT (BTC, ETH), COINCALL (ICP, KAS, ORDI, TON, LINK, DOGE, ETH, LTC, MATIC, SOL, BTC, NEAR, FIL, TRX, BCH, BNB, XRP), DELTA_EXCHANGE (ETH, BTC), OKX (BTC, ETH), undefined (BTC, ETH)
type*	string	N/A example: 10D, 25D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/risk_reversal/DERIBIT/BTC/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "1": -16.53,
      "7": -10.43,
      "14": -8.73,
      "30": -3.76,
      "60": -2.05,
      "90": 3.74,
      "180": 3.82,
      "365": 7.16,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Skew Model Data by Market, Currency and Type

GET https://api.laevitas.ch/historical/options/type/skew_model/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10D, 15D, 25D, 35D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/skew_model/DERIBIT/BTC/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "7": 16.02,
      "14": 15.66,
      "30": 6.49,
      "60": 3.33,
      "90": -5.03,
      "180": -7.2,
      "270": -8.67,
      "365": -13.42,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Skew Data by Market, Currency and Type

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

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, SOL, MATIC, ETH, XRP), BINANCE (BTC, BNB, ETH), BIT (ETH, BTC, SOL, BCH, XRP, FIL, TON, NEAR), BYBIT (BTC, ETH), COINCALL (ICP, KAS, ORDI, TON, LINK, DOGE, ETH, LTC, MATIC, SOL, BTC, NEAR, FIL, TRX, BCH, BNB, XRP), DELTA_EXCHANGE (ETH, BTC), OKX (BTC, ETH), undefined (BTC, ETH)
type*	string	N/A example: 10D, 25D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/skew/DERIBIT/BTC/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "1": 24.32,
      "7": 16.63,
      "14": 14.73,
      "30": 6.47,
      "60": 3.52,
      "90": -6.28,
      "180": -6.12,
      "365": -11.21,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Butterfly Model Data by Market, Currency, and Type

GET https://api.laevitas.ch/historical/options/type/butterfly_model/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10D, 15D, 25D, 35D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/butterfly_model/DERIBIT/BTC/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "7": 9.08,
      "14": 8.35,
      "30": 7.93,
      "60": 7.73,
      "90": 7.38,
      "180": 6.93,
      "270": 6.74,
      "365": 6.55,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Butterfly Data by Market, Currency, and Type

GET https://api.laevitas.ch/historical/options/type/butterfly/{market}/{currency}/{type}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, SOL, MATIC, ETH, XRP), BINANCE (BTC, BNB, ETH), BIT (ETH, BTC, SOL, BCH, XRP, FIL, TON, NEAR), BYBIT (BTC, ETH), COINCALL (ICP, KAS, ORDI, TON, LINK, DOGE, ETH, LTC, MATIC, SOL, BTC, NEAR, FIL, TRX, BCH, BNB, XRP), DELTA_EXCHANGE (ETH, BTC), OKX (BTC, ETH), undefined (BTC, ETH)
type*	string	N/A example: 10D, 25D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/butterfly/DERIBIT/BTC/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "1": 9.385,
      "7": 7.812,
      "14": 7.939,
      "30": 7.799,
      "60": 7.896,
      "90": 7.658,
      "180": 7.712,
      "365": 7.29,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical ATM IV Model Data by Market, Currency, and Type

GET https://api.laevitas.ch/historical/options/type/atm_iv_model/{market}/{currency}/{type}

This endpoint provides historical ATM IV Model data for the specified currency, market, and option type. The ATM IV Model values are given for various days to maturity. In finance, the At-The-Money Implied Volatility is a key metric in pricing options and it represents the market's expectation of future volatility.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10C, 10P, 15C, 15P, 25C, 25P, 35C, 35P, ATM, SLOPE, YIELD

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/type/atm_iv_model/DERIBIT/BTC/10C?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "7": 65.24,
      "14": 62.74,
      "30": 64.07,
      "60": 64.77,
      "90": 68.5,
      "180": 71.91,
      "270": 73.24,
      "365": 74.76,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2151,
    "page": 1,
    "items": 5,
    "total_pages": 431
  }
}

Historical At-The-Money Implied Volatility (ATM IV) for a Specific Maturity by Market and Currency

GET https://api.laevitas.ch/historical/options/maturity/atm_iv_h/{market}/{currency}/{maturity}

This endpoint provides historical ATM IV data for the specified market, currency, and maturity. ATM IV is a key metric in options pricing, as it provides a measure of the market's expectations for future volatility. High IV values generally suggest that the market anticipates significant price movement, while low IV values indicate an expectation of relatively stable prices.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH, SOL, MATIC, XRP), BINANCE (BTC, DOGE, BNB, ETH, XRP), BIT (BTC, TON, BCH, ETH, SOL, NEAR, FIL, XRP), BYBIT (ETH, BTC), COINCALL (LINK, DOGE, TRX, MATIC, BNB, XRP, BTC, ETH, LTC, ORDI, ICP, TON, FIL, NEAR, BCH, SOL, KAS), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)
maturity*	string	Check analytics/options/Instruments for more information about available maturity example: DERIBIT (BTC, ETH, SOL, MATIC, XRP), BINANCE (BTC, DOGE, BNB, ETH, XRP), BIT (BTC, TON, BCH, ETH, SOL, NEAR, FIL, XRP), BYBIT (ETH, BTC), COINCALL (LINK, DOGE, TRX, MATIC, BNB, XRP, BTC, ETH, LTC, ORDI, ICP, TON, FIL, NEAR, BCH, SOL, KAS), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/maturity/atm_iv_h/DERIBIT/BTC/16AUG24?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "iv": 60.26
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Open Interest (OI) and Volume for a Specific Maturity by Market and Currency

GET https://api.laevitas.ch/historical/options/maturity/oi_volume/{market}/{currency}/{maturity}

This endpoint provides historical OI and volume data for the specified market, currency, and maturity. These metrics provide insights into market activity and investor sentiment. High OI values suggest that a large number of contracts are open and could result in significant future trading activity, while high volume values indicate a high level of recent trading activity.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH, XRP, MATIC, SOL), AGGREGATE (ETH, BTC, KAS, LTC, DOGE, MATIC, BCH, SOL, XRP, LINK, NEAR, BNB, TRX, ICP, FIL, ORDI, TON), BINANCE (BTC, BNB, XRP, ETH, DOGE), BIT (BTC, XRP, ETH, SOL, NEAR, FIL, BCH, TON), BYBIT (BTC, ETH), COINCALL (ETH, ORDI, BTC, NEAR, FIL, TON, BNB, SOL, XRP, TRX, DOGE, ICP, KAS, LTC, BCH, MATIC, LINK), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)
maturity*	string	Check analytics/options/Instruments for more information about available maturity example: DERIBIT (BTC, ETH, XRP, MATIC, SOL), AGGREGATE (ETH, BTC, KAS, LTC, DOGE, MATIC, BCH, SOL, XRP, LINK, NEAR, BNB, TRX, ICP, FIL, ORDI, TON), BINANCE (BTC, BNB, XRP, ETH, DOGE), BIT (BTC, XRP, ETH, SOL, NEAR, FIL, BCH, TON), BYBIT (BTC, ETH), COINCALL (ETH, ORDI, BTC, NEAR, FIL, TON, BNB, SOL, XRP, TRX, DOGE, ICP, KAS, LTC, BCH, MATIC, LINK), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/maturity/oi_volume/DERIBIT/BTC/16AUG24?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "oi": 14219.1,
      "volume": 2449.7,
      "oi_p": 6114.1,
      "v_p": 1423.8,
      "oi_premium": 26288063.54,
      "v_premium": 3656145.88,
      "oi_p_premium": 20508639.64,
      "v_p_premium": 2243226.76,
      "oi_c": 8105,
      "v_c": 1025.9,
      "oi_c_premium": 5779423.9,
      "v_c_premium": 1412919.12,
      "oi_pc_ratio": 0.75,
      "v_pc_ratio": 1.39,
      "oi_pc_premium_ratio": 3.55,
      "v_pc_premium_ratio": 1.59,
      "oi_notional": 797350543.92,
      "volume_notional": 137368292.3,
      "oi_p_notional": 342853199.56,
      "v_p_notional": 79840329.68,
      "oi_c_notional": 454497344.36,
      "v_c_notional": 57527962.63
    }
  ]
}

Historical Options Orbit Data for a Specific Maturity by Currency

GET https://api.laevitas.ch/historical/options/orbit_dig/{currency}/{maturity_name}/{field}

This endpoint provides historical options orbit data for the specified currency and maturity. The orbit data, including the strike prices for call and put options and the price of the underlying index, are key factors that traders consider when analyzing and predicting market trends.

Path Parameters

Name	Type	Description
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: BTC, AVAX, ETH, SOL
maturity_name*	string	N/A example: 1M, 1W, 2W, 3M, 6M
field*	string	N/A example: 10, 15, 20, 5

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
legacy	string	use old endpoint logic

200: OK example route : /historical/options/orbit_dig/BTC/1M/10?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 0,
    "page": 1,
    "items": 0,
    "total_pages": 0
  },
  "items": [
    null
  ]
}

Historical Implied Volatility (IV) and Realized Volatility (RV) Data by Market and Currency in Options Market

GET https://api.laevitas.ch/historical/options/iv_rv/{market}/{currency}

N/A

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: COINCALL (KAS, SOL, TRX, BNB, ETH, ICP, LTC, TON, LINK, BTC, FIL, DOGE, BCH, MATIC, ORDI, NEAR)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/iv_rv/DERIBIT/BTC?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "iv_7": 62.73,
      "iv_30": 58.09,
      "iv_60": 58.08,
      "iv_90": 59.59,
      "iv_180": 62.41,
      "iv_365": 63.89,
      "rv_7": 101.76,
      "rv_30": 65.08,
      "rv_60": 55.32,
      "rv_90": 51,
      "rv_180": 54.97,
      "rv_365": 48.59
    }
  ],
  "meta": {
    "total": 180,
    "page": 1,
    "total_pages": 36
  }
}

Historical Skew Data for a Specific Spread (ETH - BTC) by Market and Type

GET https://api.laevitas.ch/historical/options/spread/type/skew/{market}/{type}

This endpoint provides historical skew data for the specified market and type for a spread (ETH - BTC). The skew values are given for various days to maturity. In options trading, skew refers to the difference in implied volatility of different strike prices across the same maturity options. This can be used as an indicator of the market's sentiment about the future variability of the underlying assets in the context of the spread (ETH - BTC).

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
type*	string	N/A example: 10D, 25D

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/spread/type/skew/DERIBIT/10D?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "7": -5.08,
      "14": -2.59,
      "30": 2.05,
      "60": -4.14,
      "90": 5.77,
      "180": -5.18,
      "365": -9.1,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2160,
    "page": 1
  }
}

Historical Total Open Interest (OI) for a Specific Maturity by Market and Currency

GET https://api.laevitas.ch/historical/options/maturity/total_oi/{market}/{currency}/{maturity}

This endpoint provides historical total open interest (OI) data for the specified market, currency, and maturity. The open interest data is given in total, for put options, for call options, and the ratio between put and call. Open interest represents the total number of outstanding derivative contracts, such as options or futures, that have not been settled. This can be used as an indicator of the market's liquidity and activity for the specific maturity.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH, XRP, MATIC, SOL), AGGREGATE (ETH, BTC, KAS, LTC, DOGE, MATIC, BCH, SOL, XRP, LINK, NEAR, BNB, TRX, ICP, FIL, ORDI, TON), BINANCE (BTC, BNB, XRP, ETH, DOGE), BIT (BTC, XRP, ETH, SOL, NEAR, FIL, BCH, TON), BYBIT (BTC, ETH), COINCALL (ETH, ORDI, BTC, NEAR, FIL, TON, BNB, SOL, XRP, TRX, DOGE, ICP, KAS, LTC, BCH, MATIC, LINK), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)
maturity*	string	Check analytics/options/Instruments for more information about available maturity example: DERIBIT (BTC, ETH, XRP, MATIC, SOL), AGGREGATE (ETH, BTC, KAS, LTC, DOGE, MATIC, BCH, SOL, XRP, LINK, NEAR, BNB, TRX, ICP, FIL, ORDI, TON), BINANCE (BTC, BNB, XRP, ETH, DOGE), BIT (BTC, XRP, ETH, SOL, NEAR, FIL, BCH, TON), BYBIT (BTC, ETH), COINCALL (ETH, ORDI, BTC, NEAR, FIL, TON, BNB, SOL, XRP, TRX, DOGE, ICP, KAS, LTC, BCH, MATIC, LINK), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/maturity/total_oi/DERIBIT/BTC/16AUG24?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "oi": 14219.1,
      "oi_usd": 797350543.92,
      "oi_premium": 26288063.54,
      "oi_p": 6114.1,
      "oi_p_usd": 342853199.56,
      "oi_p_premium": 20508639.64,
      "oi_c": 8105,
      "oi_c_usd": 454497344.36,
      "oi_c_premium": 5779423.9,
      "oi_pc_ratio": 0.75,
      "oi_pc_premium_ratio": 3.55
    }
  ]
}

Historical Total Volume for a Specific Maturity by Market and Currency

GET https://api.laevitas.ch/historical/options/maturity/total_volume/{market}/{currency}/{maturity}

This endpoint provides historical total volume data for the specified market, currency, and maturity. The volume data is given in total, for put options, for call options, and the ratio between put and call. Volume represents the number of contracts traded during a given period. This can be used as an indicator of the market's activity and liquidity for the specific maturity.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT, AGGREGATE, BINANCE, BIT, BYBIT, COINCALL, DELTA_EXCHANGE, OKX, undefined
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, ETH, XRP, MATIC, SOL), AGGREGATE (ETH, BTC, KAS, LTC, DOGE, MATIC, BCH, SOL, XRP, LINK, NEAR, BNB, TRX, ICP, FIL, ORDI, TON), BINANCE (BTC, BNB, XRP, ETH, DOGE), BIT (BTC, XRP, ETH, SOL, NEAR, FIL, BCH, TON), BYBIT (BTC, ETH), COINCALL (ETH, ORDI, BTC, NEAR, FIL, TON, BNB, SOL, XRP, TRX, DOGE, ICP, KAS, LTC, BCH, MATIC, LINK), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)
maturity*	string	Check analytics/options/Instruments for more information about available maturity example: DERIBIT (BTC, ETH, XRP, MATIC, SOL), AGGREGATE (ETH, BTC, KAS, LTC, DOGE, MATIC, BCH, SOL, XRP, LINK, NEAR, BNB, TRX, ICP, FIL, ORDI, TON), BINANCE (BTC, BNB, XRP, ETH, DOGE), BIT (BTC, XRP, ETH, SOL, NEAR, FIL, BCH, TON), BYBIT (BTC, ETH), COINCALL (ETH, ORDI, BTC, NEAR, FIL, TON, BNB, SOL, XRP, TRX, DOGE, ICP, KAS, LTC, BCH, MATIC, LINK), DELTA_EXCHANGE (BTC, ETH), OKX (ETH, BTC), undefined (ETH, BTC)

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/maturity/total_volume/DERIBIT/BTC/16AUG24?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "volume": 2449.7,
      "v_premium": 3656145.88,
      "v_p": 1423.8,
      "v_p_usd": 79840329.68,
      "v_p_premium": 2243226.76,
      "v_c": 1025.9,
      "v_c_usd": 57527962.63,
      "v_c_premium": 1412919.12,
      "v_pc_ratio": 1.39,
      "v_pc_premium_ratio": 1.59
    }
  ]
}

Historical Options Actual Volatility with Butterfly Model for a Specific Type and Number of Days

GET https://api.laevitas.ch/historical/options/actual_vol/butterfly_model/{market}/{currency}/{type}/{days}

This endpoint provides historical options actual volatility data using the Butterfly Model for the specified market, currency, option type (call or put), and a certain number of days. Volatility is a key factor that traders consider when analyzing and predicting market trends.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10, 15, 25, 35
days*	string	N/A example: 180, 30, 365, 60, 7, 90

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/actual_vol/butterfly_model/DERIBIT/BTC/10/180?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "atm": 62.72,
      "c": 71.91,
      "p": 67.39,
      "d": 6.93
    }
  ],
  "meta": {
    "total": 2151,
    "page": 1,
    "total_pages": 431
  }
}

Historical Options Actual Volatility with Skew Model for a Specific Type and Number of Days

GET https://api.laevitas.ch/historical/options/actual_vol/skew_model/{market}/{currency}/{type}/{days}

This endpoint provides historical options actual volatility data using the Skew Model for the specified market, currency, option type (call or put), and a certain number of days. Volatility skew is a measure of the disparity of option volatility for option contracts with different strikes but the same expiration.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10, 15, 25, 35
days*	string	N/A example: 180, 30, 365, 60, 7, 90

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/actual_vol/skew_model/DERIBIT/BTC/10/180?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "atm": 62.72,
      "c": 71.91,
      "p": 67.39,
      "d": -7.2
    }
  ],
  "meta": {
    "total": 2151,
    "page": 1,
    "total_pages": 431
  }
}

Historical Options Actual Volatility with Risk Reversal Model for a Specific Type and Number of Days

GET https://api.laevitas.ch/historical/options/actual_vol/risk_reversal_model/{market}/{currency}/{type}/{days}

This endpoint provides historical options actual volatility data using the Risk Reversal Model for the specified market, currency, option type (call or put), and a certain number of days. A risk reversal is a strategy in options trading that involves holding a long and a short position in two options of the same type (put or call).

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)
type*	string	N/A example: 10, 15, 25, 35
days*	string	N/A example: 180, 30, 365, 60, 7, 90

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/actual_vol/risk_reversal_model/DERIBIT/BTC/10/180?start=2024-08-07&end=2024-08-14

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "atm": 62.72,
      "c": 71.91,
      "p": 67.39,
      "d": 4.51
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "total_pages": 431
  }
}

Get historical trades for a specific market and currency

GET https://api.laevitas.ch/historical/options/v2/trades/{market}/{currency}

This endpoint provides historical trade data for a given market and currency. It returns a list of trades with detailed information about each trade.

Path Parameters

Name	Type	Description
market*	string	N/A example: DERIBIT
currency*	string	Check analytics/options/Instruments for more information about available currencies and instruments example: DERIBIT (BTC, XRP, MATIC, ETH, SOL), BINANCE (ETH, BTC), BYBIT (BTC, ETH), OKX (BTC, ETH)

Query Parameters

Name	Type	Description
date*	string	The date of the search range , this date can be timestamps. this date will always be change to start of day Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return

200: OK example route : /historical/options/v2/trades/DERIBIT/BTC?date=2024-08-07

swagger link

{
  "meta": {
    "page": 1,
    "items": 10,
    "total": 11237
  },
  "items": [
    {
      "market": "deribit",
      "date": 1722988803,
      "currency": "BTC",
      "strategy": "LONG_PUT",
      "trades": [
        {
          "currency": "BTC",
          "option_type": "P",
          "maturity": "7AUG24",
          "date": "07-08-2024 00:00:03",
          "index_price": 56044.71,
          "strike": 51500,
          "iv": 137.06,
          "trade_id": 313102844,
          "block_trade_id": null,
          "price": 0.0003,
          "direction": "buy",
          "amount": 0.2,
          "premium": 0.0001,
          "notional": 11208.94,
          "premium_usd": 3.36,
          "instrument_name": "BTC-7AUG24-51500-P",
          "oi_change": 0,
          "mark_price": 0.0003,
          "ask_price": 0.0003,
          "bid_price": 0.0001,
          "ask_size": 23.1,
          "bid_size": 15.1,
          "delta": -0.00390681,
          "gamma": 0.0000344,
          "vega": 0.160679,
          "theta": -33.06698
        }
      ],
      "summary": {
        "tot_p": 0.0003,
        "tot_amnt": 0.2,
        "tot_not": 11208.94,
        "delta": -0.00390681,
        "vega": 0.160679,
        "gamma": 0.0000344,
        "theta": -33.06698
      }
    }
  ]
}

Get total trading volume for options

GET https://api.laevitas.ch/historical/options/total_volume_by_currency

N/A

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/total_volume_by_currency?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "BTC": 2469584569.2999997,
      "ETH": 719505314.2999998,
      "Other": 19669076.700000003
    }
  ]
}

Get total open interest (OI) for options

GET https://api.laevitas.ch/historical/options/total_open_interest_by_currency

N/A

Query Parameters

Name	Type	Description
start*	string	The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000
end*	string	The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000
limit	number	The maximum number of results to return per page Max limit=144
page	number	The page of results to return
granularity	string	The interval between dates of result data
legacy	string	use old endpoint logic

200: OK example route : /historical/options/total_open_interest_by_currency?start=2024-08-07&end=2024-08-14

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "BTC": 20042240700.20001,
      "ETH": 5957946527.799995,
      "Other": 86422237.50999999
    }
  ]
}