API Reference

Changelog

New endpoints, field additions, tier changes, and fixes.

1.5.02026-05-14

Volume thermography: 5 new endpoints

Strike-level volume heatmaps, Greek time series, OI drilldown, and expiry decomposition. 28 live endpoints.

NEWGET /v1/thermography/volume: strike x time volume matrix with call/put USD split and 12-Greek overlay. Adaptive time bins (30m to 4h).

NEWGET /v1/thermography/greeks: per-strike Greek time series for selected strikes. 10 Greeks + IV, binned over requested range.

NEWGET /v1/thermography/strikes: latest volume snapshot by strike with call/put USD split.

NEWGET /v1/thermography/strike-oi: per-strike OI time series (call/put USD) at 10-minute resolution.

NEWGET /v1/thermography/strike-decomp: OI and net GEX decomposed by expiration at a single strike.

IMPROVEDEndpoint count: 23 to 28. New Thermography domain added to all tiers.

1.4.02026-03-12

Vol surface and skew endpoints, tier rework

Two new volatility endpoints, comprehensive tier rework across all 23 endpoints, and derived fields with LaTeX formulas.

NEWGET /v1/vol/surface: 127-column coin-level volatility surface options-volatility-landscape: VRP, lifecycle, cross-asset relative value, dynamic signals, skew contagion.

NEWGET /v1/vol/skew: per-tenor skew options-volatility-landscape: risk reversal, butterfly, deep OTM, normalized, velocity regime, tail-body ratio.

NEWDerived Fields with LaTeX formulas on vol/surface (6), vol/skew (19), and vol/term-structure (15). Gold expandable cards with mathematical notation.

NEW133 Suggested Calculations across all endpoints with formulas, headlines, and tier badges.

IMPROVEDTier rework (Pro / Alpha) across all endpoints. Pro = WHAT + WHERE, Alpha = WHEN + HOW MUCH.

IMPROVEDField counts: 566 Pro, 934 Alpha (cumulative).

IMPROVEDAPI documentation site: new Pricing page, updated Data comparison page, redesigned Overview, Tiers, and Authentication pages.

IMPROVEDNavigation: API and Pricing added to main header. Cayo Lab moved to footer. API doc topbar shows site logo with back link.

FIXEDRemoved all "Wave X" and "Alpha Enterprise" references from user-facing documentation.

1.3.02026-02-15

GEX outcomes, liquidity cohort, trade tape

Prediction validation, cohort liquidity intelligence, and full trade history endpoints.

NEWGET /v1/gex/outcomes: magnet vs max pain hit rate validation. Verify our predictions with your own data.

NEWGET /v1/liquidity/cohort: 57-column cohort liquidity: grade (A-F), usable liquidity, velocity, draining alerts.

NEWGET /v1/trades/options: full options trade tape with direction, USD value, size buckets (WHALE/LARGE/MEDIUM), block detection, combo parsing.

NEWGET /v1/trades/futures: futures trade tape with perpetual/dated split, liquidation flags, execution slippage.

IMPROVEDGEX pinning expanded to 81 columns: IV momentum at gamma strikes, scenario detection, stability and persistence scores.

IMPROVEDGEX strikes: taker-flow corrected GEX (55-60 pct of heuristic sign assignment is wrong). 9 proprietary strike-surface Greeks.

1.2.02026-01-28

Greeks ratios, cohort Greeks, OI positioning

NEWGET /v1/greeks/ratios: 22 cross-Greek ratios across 5 tiers (convexity, vol regime, cross-derivative, time decay, efficiency).

NEWGET /v1/greeks/cohort: liquidity-weighted Greek aggregation across 28 cohorts (7 moneyness x 4 expiry).

NEWGET /v1/greeks/cohort-ratios: cohort-level ratio statistics (wavg, median, std).

NEWGET /v1/positioning/oi: 46-column OI options-volatility-landscape: 24h changes, velocity, HHI concentration, warning system.

NEWGET /v1/positioning/volume: per-strike volume positioning.

IMPROVEDGreeks snapshot: 37 Greeks per option including 4th-order (instability, echo, aurora). d1/d2 values, reliability score.

1.1.02026-01-15

Marketdata, spot rates, vol term structure

NEWGET /v1/marketdata/options: options prices, IV, OI, bid/ask per instrument.

NEWGET /v1/marketdata/futures: futures prices, OI, funding rates.

NEWGET /v1/marketdata/spot: spot pair prices and bid/ask.

NEWGET /v1/spot/rates: index price time series for all 6 coins. 1-min returns to 6h sampling.

NEWGET /v1/vol/term-structure: per-cohort IV options-volatility-landscape across moneyness x expiry grid. Risk reversal, smile curvature, IV momentum.

NEWGET /v1/liquidity/options: per-option spread, depth, book values, liquidity score.

NEWGET /v1/gex/strikes: per-strike GEX with OI breakdown, call/put split, distance to spot.

NEWGET /v1/gex/pinning: magnetic strike identification, pinning zones, breakout levels, gamma flip detection.

1.0.02026-01-05

Initial release

First public API release with instruments and Greeks snapshot.

NEWGET /v1/instruments/options: all active Deribit option instruments with contract specs.

NEWGET /v1/instruments/futures: futures and perpetual instruments.

NEWGET /v1/instruments/spot: spot trading pair instruments.

NEWGET /v1/greeks/snapshot: 37 Greeks per instrument, repriced every 10 minutes. 6 coins: BTC, ETH, SOL, XRP, AVAX, TRX.

NEWAPI documentation site with interactive Try It Live, code examples (Python, curl, SQL), and response previews.