Halcyon Waters · Cayo Largo API

The Options Data API Crypto Never Had

REST API delivering Deribit options data, 37 Greeks per instrument, volatility surface analytics with lifecycle intelligence, gamma pinning with taker-flow correction, strike-level volume thermography, and flow intelligence. 26 live endpoints across 11 domains, 1,086 fields, 6 coins, 10-minute resolution.

Base URLhttps://api.cayolargo.fiVersionv1

Live endpoints

10 domains, 3 tiers

1,086

Data fields

542 core, 660 pro, 1086 alpha

Greeks

per option, 4th order

127

Vol surface cols

VRP, lifecycle, cross-asset

What this API gives you

Full instrument coverage

Every active Deribit option, future, and spot pair across BTC, ETH, SOL, XRP, AVAX, TRX. Contract specs, funding rates, index prices.

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37 Greeks per option

Delta through 4th-order Greeks. 22 cross-Greek ratios. Cohort-level aggregation across 28 risk cohorts. 9 proprietary strike-surface Greeks.

Vol surface intelligence

127-column surface analytics: VRP, realized vol, term structure, skew dynamics, cross-asset relative value, and the vol lifecycle state machine.

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GEX and gamma pinning

Taker-flow corrected GEX. Magnetic strikes. Pinning zones. Breakout levels. Stability and persistence scores. Outcome validation with hit rates.

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Volume thermography

Strike x time volume heatmaps with Greek overlays. Per-strike drilldown: OI time series, expiry decomposition, net GEX by tenor. See where capital concentrates.

Quick start

Get your API key

Request access at api [at] cayolargo [dot] fi. You will receive a tier-specific key (clg_core_*, clg_pro_* or clg_alpha_*) within one business day.

Authentication docs →

Make your first call

Pass your key via the X-API-Key header. Start with spot rates or instruments. No pagination, no session management.

curl

curl -s \
  "https://api.cayolargo.fi/v1/vol/surface?coin=BTC&limit=1" \
  -H "X-API-Key: clg_pro_YOUR_KEY_HERE"

Understand tiers

Three tiers: Core (542 fields, 4 hours sampling, 3 months history), Pro (660 fields, 1 hour sampling, 6 months history), Alpha (1,086 fields, 10 minutes sampling, full (inception) history). Every endpoint returns data at every tier.

Tiers & Limits →

26 live endpoints

Instruments

GET/v1/instruments/optionsAll active Deribit option instruments with contract specs.

GET/v1/instruments/futuresFutures and perpetual instruments.

GET/v1/instruments/spotSpot trading pair instruments.

Spot

GET/v1/spot/ratesIndex price time series for all 6 coins. 1-min to 6h resolution.

Marketdata

GET/v1/marketdata/optionsOptions prices, IV, OI, bid/ask per instrument.

GET/v1/marketdata/futuresFutures prices, OI, funding rates.

GET/v1/marketdata/spotSpot pair prices and bid/ask.

Greeks

GET/v1/greeks/snapshot37 Greeks + BS pricing per option, repriced every 10 min.

GET/v1/greeks/ratios22 cross-Greek ratios (convexity, vol regime, efficiency).

GET/v1/greeks/cohortLiquidity-weighted Greek aggregation across 28 cohorts.

GET/v1/greeks/cohort-ratiosCohort-level ratio statistics (wavg, median, std).

Volatility

GET/v1/vol/surface127 columns: VRP, lifecycle, cross-asset, skew contagion.

GET/v1/vol/term-structurePer-cohort IV options-volatility-landscape across moneyness x expiry grid.

GET/v1/vol/skewPer-tenor skew: risk reversal, butterfly, velocity, regimes.

GEX

GET/v1/gex/strikesPer-strike GEX + 9 proprietary strike-surface Greeks.

GET/v1/gex/pinning81-col pinning intelligence: magnets, zones, scenarios.

GET/v1/gex/outcomesPrediction validation: magnet hit rate vs max pain.

Trades

GET/v1/trades/optionsOptions trade tape: direction, USD value, blocks, combos.

GET/v1/trades/futuresFutures trade tape: direction, liquidations, slippage.

Positioning

GET/v1/positioning/oiOI options-volatility-landscape: 24h changes, velocity, concentration.

GET/v1/positioning/volumeVolume positioning by strike.

Thermography

GET/v1/thermography/volumeStrike x time volume matrix: call/put USD, 12 Greeks per bin, 6 time ranges.

Liquidity

GET/v1/liquidity/optionsPer-option: spread, depth, book values, liquidity score.

GET/v1/liquidity/cohortCohort-level: grade, usable liquidity, velocity, warnings.

More endpoints shipping Q3 2026: vol/surface context, flow intelligence, cross-asset contagion.

Who this is for

If you want "signals" or "easy alpha": wrong place.

Vol traders

VRP regime, gamma carry, lifecycle phase, cross-asset relative value. The numbers that determine whether you sell or buy vol.

Quant researchers

37 Greeks, 22 ratios, 127-column vol surface, 10-min resolution. The dataset that did not exist before.

Risk managers

Portfolio Greeks across strikes and expirations. Breach rates, VoV, skew contagion, liquidity drain alerts.

Market makers

Taker-flow corrected GEX, usable liquidity, execution cost surfaces, book imbalance signals.

Ready to start building?

Request your API key and be live in minutes.

Get API Key →