IV skew: risk reversal & butterfly
API · /optionsskew-api
Crypto Options IV Skew & Term Structure API
Die Form der impliziten Volatilitätsfläche von Kryptowährungen, live aus dem öffentlichen Optionsbuch von Deribit berechnet – kein API-Key, nichts gespeichert. Eine einzelne At-the-Money-Zahl verbirgt, was der Optionsmarkt wirklich sagt. Der Skew-Endpunkt gibt für eine Währung (BTC, ETH, SOL, XRP) und ein Verfallsdatum die ATM-implizite Volatilität, die impliziten Volatilitäten einer Out-of-the-Money-Put- und Call-Option bei einer gewählten Moneyness, den Risk Reversal (Call-IV minus Put-IV – positiv bedeutet, dass Calls nachgefragt werden und Aufwärtspotenzial bevorzugt wird, negativ bedeutet, dass Puts nachgefragt werden und der Markt für Absicherung nach unten zahlt) und den Butterfly (Durchschnitt der Flügel minus ATM – wie konvex das Lächeln ist) zurück. Der Termstructure-Endpunkt gibt die ATM-implizite Volatilität für jedes gelistete Verfallsdatum zurück, sodass Sie sehen, ob die kurzfristige Volatilität über der langfristigen liegt (Backwardation, Stress) oder darunter (Contango, der ruhige Standard). Der Smile-Endpunkt gibt die vollständige implizite Volatilitätskurve über die Ausübungspreise für ein Verfallsdatum zurück – das klassische Volatilitätslächeln. Dies ist die Volatilitätsflächen-Analytik für Kryptowährungen – abgegrenzt von der rohen, vertragsspezifischen Optionskette, der Max-Pain-/Open-Interest-Positionsansicht, der realisierten Volatilitätsreihe und den US-Aktien-Put/Call-APIs im Katalog. Währung ist BTC, ETH, SOL oder XRP; Verfallsdatum ist ein Deribit-Code wie 26JUN26 (für das nächste Verfallsdatum weglassen).
API salute
salutare- Tempo di attività
- 100.00%
- Sondaggi del server · 24 ore su 24
- Latenza media
- 150 ms
- Sondaggi del server · 24 ore su 24
- Abbonati
- 3,008
- attiva
- Chiamate totali
- 4
- ultimi 7 giorni
Prezzi
Scegli un livello: fatturazione mensile, annullamento in qualsiasi momento.
Free
Gratis
- 350 chiamate/mese
- 2 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 350 Aufrufe/Monat
- 2 req/sec
- Skew + Term Structure + Smile
- Keine Kreditkarte
Starter
€12.94 /mese
- 10,500 chiamate/mese
- 6 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 10.500 Aufrufe/Monat
- 6 req/sec
- Alle vier Währungen
- E-Mail-Support
Pro
€38.88 /mese
- 62,000 chiamate/mese
- 16 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 62.000 Aufrufe/Monat
- 16 req/sec
- Vol-Oberflächen-Dashboards
- Prioritäts-Support
Business
€89.30 /mese
- 330,000 chiamate/mese
- 40 richieste/secondo
- Tetto rigido (429 sopra la quota, nessuna eccedenza)
- 330.000 Aufrufe/Monat
- 40 req/sec
- Volumenhandel-Schreibtisch-Skala
- Dedizierte SLA
Costruito da
Correlato APIs
Altro APIs con tag sovrapposti.
Crypto Options Gamma Exposure (GEX) API
Where option-dealer hedging flows concentrate, and whether they damp or amplify price moves — computed live from Deribit's public option book, no key, nothing stored. Each open option carries gamma; when dealers are net long gamma they hedge against the move (buy dips, sell rips) and volatility is suppressed, and when they are net short gamma they hedge with the move and volatility is amplified. The gex endpoint aggregates Black-Scholes gamma across every listed expiry, weighted by open interest, into the net dealer gamma exposure (in dollars per 1% move), the call and put gamma split, the zero-gamma flip level — the spot price at which net GEX crosses zero, the boundary between the mean-reverting (positive-gamma) and trending (negative-gamma) regimes — where spot sits relative to it, and the strikes holding the most gamma (the pinning magnets and acceleration zones). The profile endpoint returns GEX by strike, across all expiries or one. The expiries endpoint returns net GEX per listed expiry. This is the dealer-gamma / GEX analytics cut for crypto — distinct from the max-pain / open-interest positioning view, the implied-vol skew surface, the raw option chain and the single-option Black-Scholes pricer in the catalogue. GEX uses the SpotGamma convention (dealers long calls / short puts, r=0) and Black-Scholes gamma from mark IV — a model estimate of positioning, documented as such, not exchange-reported dealer inventory. Currency is BTC, ETH, SOL or XRP.
api.oanor.com/gex-api
Crypto Options Max Pain & Open Interest API
Where the crypto options market is positioned, and the strike toward which an expiry's open interest exerts the most "pain" — computed live from Deribit's public option book, no key, nothing stored. Max pain is the strike at which the total value of all open options is lowest at expiry: the price at which the greatest dollar amount of option open interest expires worthless and option writers keep the most premium. Traders watch it because price often gravitates toward max pain into a large expiry. The maxpain endpoint takes a currency (BTC, ETH, SOL, XRP) and an expiry and returns the max-pain strike, the spot/underlying, how far spot sits from max pain, and the call and put open-interest totals with the put/call OI ratio. The oi endpoint returns the full open-interest-by-strike distribution for an expiry — which strikes hold the most open interest, the magnets and walls (support & resistance) traders watch. The expiries endpoint lists every listed expiry with its aggregate open interest, contract count and call/put split. This is the aggregate options-positioning / max-pain analytics cut for crypto — distinct from the raw per-contract option chain (greeks/IV), from US equity options and from the crypto-volatility APIs in the catalogue. Currency is BTC, ETH, SOL or XRP; expiry is a Deribit code like 26JUN26.
api.oanor.com/maxpain-api
Put/Call Ratio & Options Sentiment API
Live (15-minute delayed) options put/call sentiment analytics for US stocks and indices, computed from CBOE's public delayed-quotes feed. The ratio endpoint aggregates the entire option chain into the headline sentiment gauges — the put/call ratio by volume and by open interest, the total put and call volume and open interest, the contract counts, and the underlying price with its 30-day implied volatility (IV30) — plus a plain-language sentiment lean. The expiries endpoint breaks the put/call ratio down by expiration date, giving the term structure of sentiment. The strikes endpoint maps call-versus-put volume and open interest across strikes for an expiration, showing where positioning sits. This is the computed options-sentiment and positioning view — ratios and skew, not a contract dump — distinct from the raw options-chain, the volatility-index and the options-pricing calculators in the catalogue. US index options use an underscore-prefixed symbol (_SPX, _VIX); a ratio above 1 means more puts than calls (defensive/bearish lean). Live, no key on the upstream, nothing stored.
api.oanor.com/putcallratio-api
Stock Options Chain API
Live (15-minute delayed) US equity and index options chains, served from CBOE's public delayed-quotes feed. For any optionable ticker the summary endpoint returns the underlying quote — current price, day change, open/high/low/close, volume, bid/ask and the 30-day implied volatility (IV30) with its change. The expirations endpoint lists every available expiration date with its call and put contract counts. The chain endpoint returns the option contracts themselves: for each strike and expiry it gives the call/put bid, ask, last, implied volatility, open interest, volume and the full greeks — delta, gamma, theta and vega — and can be filtered by expiration date and by call or put. US index options are addressed with an underscore prefix (_SPX, _VIX). This is the single-name equity and index options surface — strikes, expiries, IV and greeks — distinct from the options-pricing calculators, the crypto-options and the FX/rate APIs in the catalogue. Live, no key on the upstream, nothing stored.
api.oanor.com/optionschain-api
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Frammenti di codice
Iscriviti per ottenere una chiave API, quindi chiama qualsiasi percorso sotto il tuo slug.
curl https://api.oanor.com/optionsskew-api/SOME_PATH \
-H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/optionsskew-api/SOME_PATH", {
headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/optionsskew-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
"https://api.oanor.com/optionsskew-api/SOME_PATH",
headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())
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