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v1.0Swagger ↗

Getting Started

Field Matrix

Every field the API returns, grouped by endpoint, with the tier that reads it. Field names link to their full definition, including the formula where one exists.

Generated from the same endpoint definitions that render these docs, so it cannot fall out of step with the API. The 129 suggested calculations are excluded: those are computations we show you how to run, not fields we return.

Core
542
fields, 26 endpoints
Pro
660
fields, 26 endpoints
Alpha
1,086
fields, 26 endpoints

1,086 fields shown

/v1/instruments/optionsList options instruments15 fields
FieldTypeCoreProAlpha
coinstring✓✓✓
instrument_idinteger✓✓✓
instrument_namestring✓✓✓
underlying_assetstring✓✓✓
option_typestring✓✓✓
strikefloat✓✓✓
expiration_timestampdatetime✓✓✓
is_activeboolean✓✓✓
settlement_periodstring✓✓✓
contract_sizefloat✓✓✓
base_currencystring✓✓✓
quote_currencystring✓✓✓
min_trade_amountfloat✓✓✓
tick_sizefloat✓✓✓
creation_timestampdatetime✓✓✓
/v1/instruments/futuresList futures instruments19 fields
FieldTypeCoreProAlpha
coinstring✓✓✓
instrument_idstring✓✓✓
contract_typestring✓✓✓
expiration_timestampdatetime✓✓✓
is_activeboolean✓✓✓
settlement_periodstring✓✓✓
contract_sizefloat✓✓✓
quote_currencystring✓✓✓
tick_sizefloat✓✓✓
min_trade_amountfloat✓✓✓
max_leverageinteger✓✓✓
maker_commissionfloat✓✓✓
taker_commissionfloat✓✓✓
instrument_typestring✓✓✓
future_typestring✓✓✓
price_indexstring✓✓✓
settlement_currencystring✓✓✓
creation_timestampdatetime✓✓✓
block_trade_commissionfloat––✓
/v1/instruments/spotList spot instruments13 fields
FieldTypeCoreProAlpha
base_currencystring✓✓✓
instrument_idstring✓✓✓
quote_currencystring✓✓✓
is_activeboolean✓✓✓
contract_sizefloat✓✓✓
tick_sizefloat✓✓✓
min_trade_amountfloat✓✓✓
instrument_typestring✓✓✓
maker_commissionfloat✓✓✓
taker_commissionfloat✓✓✓
price_indexstring✓✓✓
creation_timestampdatetime✓✓✓
block_trade_commissionfloat––✓
/v1/spot/ratesSpot index rates8 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
index_pricefloat✓✓✓
price_change_1h_pctfloat–✓✓
price_change_24h_pctfloat–✓✓
price_change_7d_pctfloat–✓✓
price_change_10min_pctfloat–✓✓
price_change_1m_pctfloat––✓
/v1/marketdata/optionsOptions marketdata24 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
instrument_idinteger✓✓✓
instrument_namestring✓✓✓
option_typestring✓✓✓
strikefloat✓✓✓
expiration_timestampdatetime✓✓✓
contract_sizefloat✓✓✓
underlying_pricefloat✓✓✓
mark_pricefloat✓✓✓
mark_ivfloat✓✓✓
deltafloat✓✓✓
gammafloat✓✓✓
thetafloat✓✓✓
vegafloat✓✓✓
rhofloat✓✓✓
best_bid_pricefloat✓✓✓
best_ask_pricefloat✓✓✓
best_bid_amountfloat✓✓✓
best_ask_amountfloat✓✓✓
open_interestfloat✓✓✓
last_pricefloat✓✓✓
index_pricefloat✓✓✓
estimated_delivery_pricefloat––✓
/v1/marketdata/futuresFutures marketdata17 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
instrument_idstring✓✓✓
contract_typestring✓✓✓
expiration_timestampdatetime✓✓✓
contract_sizefloat✓✓✓
mark_pricefloat✓✓✓
bid_pricefloat✓✓✓
ask_pricefloat✓✓✓
best_bid_amountfloat✓✓✓
best_ask_amountfloat✓✓✓
last_pricefloat✓✓✓
open_interestfloat✓✓✓
index_pricefloat✓✓✓
funding_ratefloat✓✓✓
funding_8hfloat✓✓✓
estimated_delivery_pricefloat––✓
/v1/marketdata/spotSpot marketdata10 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
base_currencystring✓✓✓
instrument_idstring✓✓✓
mark_pricefloat✓✓✓
bid_pricefloat✓✓✓
ask_pricefloat✓✓✓
best_bid_amountfloat✓✓✓
best_ask_amountfloat✓✓✓
last_pricefloat✓✓✓
index_pricefloat✓✓✓
/v1/greeks/snapshotGreeks snapshot66 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
instrument_idinteger✓✓✓
instrument_namestring✓✓✓
option_typestring✓✓✓
underlying_pricefloat✓✓✓
strikefloat✓✓✓
expiration_timestampdatetime✓✓✓
days_to_expiryinteger✓✓✓
time_to_expiryfloat✓✓✓
contract_sizefloat✓✓✓
mark_price_usdfloat✓✓✓
theoretical_price_usdfloat✓✓✓
mark_price_ccyfloat✓✓✓
theoretical_price_ccyfloat✓✓✓
price_deviation_pctfloat✓✓✓
bs_pricefloat✓✓✓
mark_iv_pctfloat✓✓✓
iv_pctfloat✓✓✓
implied_rfr_pctfloat––✓
reliability_scoreinteger✓✓✓
liquidity_scoreinteger✓✓✓
is_valid_cp_pairboolean––✓
is_reliable_ivboolean––✓
volume_usdfloat✓✓✓
open_interestfloat✓✓✓
fallbackstring––✓
d1float–✓✓
d2float–✓✓
deltafloat–✓✓
gammafloat–✓✓
thetafloat–✓✓
vegafloat–✓✓
rhofloat–✓✓
elasticityfloat–✓✓
dual_deltafloat–✓✓
alphafloat–✓✓
dual_gammafloat–✓✓
vannafloat–✓✓
charmfloat–✓✓
vommafloat–✓✓
vetafloat–✓✓
thetannafloat––✓
surface_vannafloat––✓
surface_charmfloat––✓
speedfloat–✓✓
colorfloat–✓✓
zommafloat–✓✓
zomannafloat––✓
ultimafloat–✓✓
vannacayfloat––✓
charismafloat––✓
dropletfloat––✓
flarefloat––✓
lightningfloat––✓
halofloat––✓
gammegafloat––✓
chronommafloat––✓
quatrommafloat––✓
quatrospeedafloat––✓
chronospeedafloat––✓
volaspeedafloat––✓
instabilityfloat––✓
echofloat––✓
vannaccelfloat––✓
aurorafloat––✓
/v1/greeks/ratiosGreek ratios47 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
instrument_idinteger✓✓✓
instrument_namestring✓✓✓
option_typestring✓✓✓
underlying_pricefloat✓✓✓
strikefloat✓✓✓
days_to_expiryinteger✓✓✓
ivfloat✓✓✓
reliability_scoreinteger✓✓✓
calculation_quality_scoreinteger✓✓✓
null_ratio_countinteger✓✓✓
instability_vanna_ratiofloat––✓
vannaccel_vanna_ratiofloat––✓
quatrospeeda_speed_ratiofloat––✓
echo_vanna_ratiofloat––✓
speed_gamma_ratiofloat–✓✓
gamma_delta_ratiofloat–✓✓
color_gamma_ratiofloat–✓✓
vanna_gamma_ratiofloat–✓✓
vomma_vega_ratiofloat–✓✓
ultima_vomma_ratiofloat–✓✓
chronomma_vomma_ratiofloat––✓
volaspeeda_speed_ratiofloat––✓
quatromma_vomma_ratiofloat––✓
zomma_vanna_ratiofloat––✓
zomanna_vomma_ratiofloat––✓
gammega_vomma_ratiofloat––✓
vannacay_vanna_ratiofloat––✓
charm_delta_ratiofloat––✓
thetanna_theta_ratiofloat––✓
chronospeeda_speed_ratiofloat––✓
charisma_charm_ratiofloat––✓
surface_vanna_ratiofloat––✓
surface_charm_ratiofloat––✓
droplet_surface_ratiofloat––✓
flare_surface_ratiofloat––✓
halo_vanna_ratiofloat––✓
aurora_halo_ratiofloat––✓
alpha_efficiency_ratiofloat––✓
alpha_precomputed_ratiofloat––✓
elasticity_delta_ratiofloat––✓
rho_vega_ratiofloat––✓
veta_vega_ratiofloat––✓
second_to_first_order_ratiofloat––✓
third_to_second_order_ratiofloat––✓
fourth_to_third_order_ratiofloat––✓
/v1/greeks/cohortCohort Greeks67 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
moneyness_bucketstring✓✓✓
expiration_bucketstring✓✓✓
cohort_namestring✓✓✓
option_countinteger✓✓✓
call_countinteger✓✓✓
put_countinteger✓✓✓
call_put_ratiofloat✓✓✓
tier_1_countinteger––✓
tier_2_countinteger––✓
tier_3_countinteger––✓
tier_4_countinteger––✓
total_volume_usdfloat✓✓✓
total_open_interestfloat✓✓✓
avg_bid_ask_spread_pctfloat✓✓✓
avg_reliability_scorefloat✓✓✓
total_liquidity_weightfloat––✓
avg_liquidity_weightfloat✓✓✓
pct_with_liquidity_datafloat✓✓✓
weighted_avg_deltafloat–✓✓
weighted_avg_gammafloat–✓✓
weighted_avg_thetafloat–✓✓
weighted_avg_vegafloat–✓✓
weighted_avg_rhofloat–✓✓
weighted_avg_elasticityfloat–✓✓
weighted_avg_dual_deltafloat–✓✓
weighted_avg_alphafloat–✓✓
weighted_avg_dual_gammafloat–✓✓
weighted_avg_vannafloat–✓✓
weighted_avg_charmfloat–✓✓
weighted_avg_vommafloat–✓✓
weighted_avg_vetafloat–✓✓
weighted_avg_thetannafloat––✓
weighted_avg_surface_vannafloat––✓
weighted_avg_surface_charmfloat––✓
weighted_avg_speedfloat––✓
weighted_avg_colorfloat––✓
weighted_avg_zommafloat––✓
weighted_avg_zomannafloat––✓
weighted_avg_ultimafloat––✓
weighted_avg_vannacayfloat––✓
weighted_avg_charismafloat––✓
weighted_avg_dropletfloat––✓
weighted_avg_flarefloat––✓
weighted_avg_lightningfloat––✓
weighted_avg_halofloat––✓
weighted_avg_gammegafloat––✓
weighted_avg_chronommafloat––✓
weighted_avg_quatrommafloat––✓
weighted_avg_quatrospeedafloat––✓
weighted_avg_chronospeedafloat––✓
weighted_avg_volaspeedafloat––✓
weighted_avg_instabilityfloat––✓
weighted_avg_echofloat––✓
weighted_avg_vannaccelfloat––✓
weighted_avg_aurorafloat––✓
sum_deltafloat–✓✓
sum_gammafloat–✓✓
sum_vegafloat–✓✓
sum_thetafloat–✓✓
sum_speedfloat––✓
sum_zommafloat––✓
sum_colorfloat––✓
sum_ultimafloat––✓
sum_instabilityfloat––✓
sum_echofloat––✓
/v1/greeks/cohort-ratiosCohort Greek ratios51 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
moneyness_bucketstring✓✓✓
expiration_bucketstring✓✓✓
cohort_namestring✓✓✓
option_countinteger✓✓✓
instability_vanna_wavgfloat––✓
instability_vanna_medianfloat––✓
instability_vanna_stdfloat––✓
vannaccel_vanna_wavgfloat––✓
vannaccel_vanna_medianfloat––✓
vannaccel_vanna_stdfloat––✓
quatrospeeda_speed_wavgfloat––✓
quatrospeeda_speed_medianfloat––✓
quatrospeeda_speed_stdfloat––✓
echo_vanna_wavgfloat––✓
echo_vanna_medianfloat––✓
echo_vanna_stdfloat––✓
speed_gamma_wavgfloat–✓✓
speed_gamma_medianfloat–✓✓
speed_gamma_stdfloat–✓✓
gamma_delta_wavgfloat–✓✓
gamma_delta_medianfloat–✓✓
gamma_delta_stdfloat–✓✓
color_gamma_wavgfloat–✓✓
color_gamma_medianfloat–✓✓
color_gamma_stdfloat–✓✓
vanna_gamma_wavgfloat–✓✓
vanna_gamma_medianfloat–✓✓
vanna_gamma_stdfloat–✓✓
vomma_vega_wavgfloat–✓✓
vomma_vega_medianfloat–✓✓
vomma_vega_stdfloat–✓✓
ultima_vomma_wavgfloat––✓
ultima_vomma_medianfloat––✓
ultima_vomma_stdfloat––✓
chronomma_vomma_wavgfloat––✓
chronomma_vomma_medianfloat––✓
chronomma_vomma_stdfloat––✓
volaspeeda_speed_wavgfloat––✓
volaspeeda_speed_medianfloat––✓
volaspeeda_speed_stdfloat––✓
quatromma_vomma_wavgfloat––✓
quatromma_vomma_medianfloat––✓
quatromma_vomma_stdfloat––✓
zomma_vanna_wavgfloat––✓
zomma_vanna_medianfloat––✓
zomma_vanna_stdfloat––✓
zomanna_vomma_wavgfloat––✓
zomanna_vomma_medianfloat––✓
zomanna_vomma_stdfloat––✓
/v1/vol/term-structureVol term structure49 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
moneyness_bucketstring✓✓✓
expiration_bucketstring✓✓✓
cohort_namestring✓✓✓
option_countinteger✓✓✓
options_with_valid_ivinteger✓✓✓
call_countinteger✓✓✓
put_countinteger✓✓✓
avg_reliability_scorefloat✓✓✓
avg_dtefloat✓✓✓
avg_liquidity_scorefloat✓✓✓
total_liquidity_weightfloat––✓
avg_bid_ask_spread_pctfloat✓✓✓
pct_options_liquidfloat––✓
avg_iv_pctfloat✓✓✓
median_iv_pctfloat✓✓✓
min_iv_pctfloat✓✓✓
max_iv_pctfloat✓✓✓
iv_spread_pctfloat––✓
stddev_iv_pctfloat––✓
avg_mark_iv_pctfloat✓✓✓
liq_weighted_mark_iv_pctfloat––✓
atm_reference_iv_pctfloat✓✓✓
atm_reference_availableboolean✓✓✓
put_skew_vs_atm_pctfloat–✓✓
call_skew_vs_atm_pctfloat–✓✓
far_put_skew_pctfloat––✓
far_call_skew_pctfloat––✓
term_skew_pctfloat––✓
term_skew_reference_bucketstring––✓
iv_change_1h_pctfloat––✓
iv_change_6h_pctfloat––✓
iv_change_24h_pctfloat✓✓✓
iv_accelerationfloat––✓
liq_weighted_iv_change_1h_pctfloat––✓
liq_weighted_iv_change_24h_pctfloat––✓
iv_percentile_7dfloat––✓
iv_percentile_30dfloat✓✓✓
iv_percentile_90dfloat––✓
iv_percentile_52wfloat––✓
liq_weighted_iv_pctfloat–✓✓
risk_reversal_25d_pctfloat––✓
smile_curvature_pctfloat––✓
iv_momentum_directionstring–✓✓
iv_regimestring–✓✓
put_skew_regimestring––✓
rr_regimestring––✓
smile_shapestring–✓✓
/v1/vol/skewVolatility skew51 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
expiration_bucketstring✓✓✓
atm_iv_pctfloat✓✓✓
atm_option_countinteger––✓
atm_liquidity_weightfloat––✓
near_below_iv_pctfloat✓✓✓
below_iv_pctfloat✓✓✓
far_below_iv_pctfloat✓✓✓
near_above_iv_pctfloat✓✓✓
above_iv_pctfloat✓✓✓
far_above_iv_pctfloat✓✓✓
put_skew_25d_pctfloat–✓✓
call_skew_25d_pctfloat–✓✓
risk_reversal_25d_pctfloat–✓✓
butterfly_25d_pctfloat–✓✓
deep_put_skew_pctfloat–✓✓
deep_call_skew_pctfloat–✓✓
deep_risk_reversal_pctfloat–✓✓
deep_butterfly_pctfloat–✓✓
put_wing_steepnessfloat–✓✓
call_wing_steepnessfloat–✓✓
smile_asymmetry_pctfloat–✓✓
smile_convexity_pctfloat–✓✓
put_skew_normalizedfloat–✓✓
call_skew_normalizedfloat–✓✓
risk_reversal_normalizedfloat–✓✓
butterfly_normalizedfloat–✓✓
deep_put_skew_normalizedfloat–✓✓
deep_butterfly_normalizedfloat–✓✓
risk_reversal_change_1h_pctfloat✓✓✓
risk_reversal_change_24h_pctfloat✓✓✓
put_skew_change_1h_pctfloat✓✓✓
put_skew_change_24h_pctfloat✓✓✓
put_skew_change_6hfloat––✓
skew_momentum_directionstring✓✓✓
skew_regimestring✓✓✓
tail_premium_regimestring✓✓✓
smile_typestring✓✓✓
total_option_countinteger✓✓✓
data_quality_tierstring✓✓✓
moneyness_coverage_countinteger––✓
avg_liquidity_scorefloat––✓
has_atm_databoolean––✓
has_near_below_databoolean––✓
has_near_above_databoolean––✓
has_far_below_databoolean––✓
has_far_above_databoolean––✓
tail_body_ratiofloat––✓
tail_body_regimestring––✓
skew_velocity_regimestring––✓
/v1/vol/surfaceVolatility surface130 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
atm_iv_dte_7float✓✓✓
atm_iv_dte_30float✓✓✓
atm_iv_dte_60float✓✓✓
atm_iv_dte_longfloat✓✓✓
term_structure_slopefloat–✓✓
term_structure_spreadfloat✓✓✓
term_structure_shapestring✓✓✓
term_slope_change_1hfloat✓✓✓
term_slope_change_24hfloat✓✓✓
term_slope_percentile_30dfloat✓✓✓
put_skew_dte30float✓✓✓
put_skew_dte7float✓✓✓
put_skew_dte60float✓✓✓
call_skew_dte30float✓✓✓
call_skew_dte7float✓✓✓
call_skew_dte60float✓✓✓
skew_ratio_dte30float✓✓✓
smile_width_dte30float✓✓✓
put_skew_change_24hfloat✓✓✓
skew_percentile_30dfloat✓✓✓
skew_momentum_directionstring✓✓✓
surface_avg_ivfloat✓✓✓
surface_median_ivfloat✓✓✓
surface_iv_dispersionfloat✓✓✓
surface_iv_rangefloat✓✓✓
surface_liquidity_scorefloat✓✓✓
active_cohort_countinteger✓✓✓
surface_avg_divergence_pctfloat✓✓✓
surface_max_divergence_pctfloat––✓
surface_median_divergence_pctfloat––✓
high_stress_cohort_countinteger––✓
moderate_stress_cohort_countinteger––✓
normal_conditions_cohort_countinteger––✓
institutional_grade_cohort_countinteger––✓
professional_grade_cohort_countinteger––✓
research_grade_cohort_countinteger––✓
monitor_only_cohort_countinteger––✓
extreme_divergence_cohort_countinteger––✓
high_divergence_cohort_countinteger––✓
aligned_cohort_countinteger––✓
surface_quality_tierstring✓✓✓
surface_execution_recommendationstring✓✓✓
surface_avg_execution_difficultyfloat––✓
surface_max_execution_difficultyfloat––✓
realized_vol_7dfloat✓✓✓
realized_vol_30dfloat✓✓✓
realized_vol_90dfloat✓✓✓
rv_change_7dfloat✓✓✓
rv_percentile_30dfloat✓✓✓
vrp_atm_vs_rv7dfloat✓✓✓
vrp_atm_vs_rv30dfloat–✓✓
vrp_atm_vs_rv90dfloat✓✓✓
vrp_percentile_30dfloat✓✓✓
vrp_percentile_90dfloat✓✓✓
vrp_regimestring✓✓✓
vrp_zscorefloat✓✓✓
iv_correlation_btc_7dfloat✓✓✓
iv_correlation_btc_30dfloat✓✓✓
iv_beta_to_btcfloat✓✓✓
iv_spread_vs_btcfloat✓✓✓
coin_iv_percentile_7dfloat✓✓✓
coin_iv_percentile_30dfloat✓✓✓
coin_iv_percentile_52wfloat✓✓✓
coin_iv_regimestring✓✓✓
rv_stress_regimestring✓✓✓
breach_rate_7dfloat✓✓✓
breach_rate_30dfloat✓✓✓
upside_breach_rate_7dfloat––✓
downside_breach_rate_7dfloat––✓
breach_direction_biasfloat––✓
breach_regimestring✓✓✓
vov_7dfloat✓✓✓
vov_30dfloat✓✓✓
vov_regimestring✓✓✓
gamma_carry_pnl_1dfloat✓✓✓
gamma_carry_pnl_7dfloat✓✓✓
gamma_carry_regimestring✓✓✓
iv_responsiveness_7dfloat––✓
iv_responsiveness_regimestring––✓
regime_multiplierfloat––✓
percentile_confidencestring––✓
skew_level_divergencestring––✓
skew_level_divergence_scorefloat––✓
rv_concentration_ratiofloat––✓
days_until_shock_rolloutinteger––✓
rv_ex_shockfloat––✓
skew_term_slopefloat–✓✓
skew_term_shapestring✓✓✓
skew_elasticity_24hfloat––✓
skew_max_excursion_24hfloat––✓
skew_elasticity_regimestring––✓
skew_contagion_scorefloat––✓
skew_contagion_regimestring––✓
front_end_skew_velocitystring––✓
inversion_duration_cyclesinteger––✓
inversion_depth_percentilefloat––✓
inversion_regimestring––✓
iv_spread_vs_btc_dte7float––✓
iv_spread_vs_btc_dte60float––✓
iv_spread_vs_btc_longfloat––✓
vol_spread_term_slopefloat––✓
vol_spread_term_shapestring––✓
iv_spread_vs_btc_percentile_30dfloat––✓
iv_spread_vs_btc_zscorefloat––✓
iv_spread_regimestring––✓
rr_spread_vs_btc_dte7float––✓
rr_spread_vs_btc_dte30float––✓
rr_spread_vs_btc_dte60float––✓
relative_skew_term_slopefloat––✓
relative_skew_regimestring––✓
eth_skew_leading_signalstring––✓
gamma_efficiencyfloat––✓
relative_gamma_valuefloat––✓
rv_iv_ratio_spreadfloat––✓
orderliness_ratiofloat––✓
return_kurtosis_24hfloat––✓
repricing_orderliness_regimestring––✓
spot_vol_beta_downfloat––✓
spot_vol_beta_upfloat––✓
spot_vol_asymmetry_ratiofloat––✓
breach_sustainability_avg_7dfloat––✓
breach_sustainability_regimestring––✓
flow_spot_correlation_downfloat––✓
behavioral_regimestring––✓
vol_lifecycle_phasestring✓✓✓
phase_duration_cyclesinteger––✓
phase_confidencefloat––✓
compression_duration_daysfloat––✓
/v1/gex/strikesGEX strikes59 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
expiration_timestampdatetime✓✓✓
strikefloat✓✓✓
days_to_expiryinteger✓✓✓
hours_to_expiryfloat✓✓✓
underlying_pricefloat✓✓✓
distance_from_spot_pctfloat✓✓✓
call_oifloat✓✓✓
put_oifloat✓✓✓
total_oifloat✓✓✓
call_oi_usdfloat✓✓✓
put_oi_usdfloat✓✓✓
total_oi_usdfloat✓✓✓
put_call_oi_ratiofloat✓✓✓
call_gamma_oi_sumfloat✓✓✓
put_gamma_oi_sumfloat✓✓✓
net_gamma_oifloat✓✓✓
call_gex_usdfloat✓✓✓
put_gex_usdfloat✓✓✓
net_gex_usdfloat✓✓✓
gex_concentration_pctfloat✓✓✓
call_avg_iv_pctfloat✓✓✓
put_avg_iv_pctfloat✓✓✓
avg_iv_pctfloat✓✓✓
call_countinteger✓✓✓
put_countinteger✓✓✓
option_countinteger✓✓✓
avg_reliability_scorefloat✓✓✓
avg_liquidity_scorefloat––✓
taker_net_call_contractsfloat––✓
taker_net_put_contractsfloat––✓
taker_net_call_usdfloat––✓
taker_net_put_usdfloat––✓
tf_dealer_call_signinteger––✓
tf_dealer_put_signinteger––✓
tf_net_gex_usdfloat––✓
tf_sign_agrees_heuristicboolean––✓
tf_confidencefloat––✓
call_dual_delta_oi_sumfloat––✓
put_dual_delta_oi_sumfloat––✓
call_dual_gamma_oi_sumfloat––✓
put_dual_gamma_oi_sumfloat––✓
net_dual_gamma_oifloat––✓
call_surface_vanna_oi_sumfloat––✓
put_surface_vanna_oi_sumfloat––✓
net_surface_vanna_oifloat––✓
call_surface_charm_oi_sumfloat––✓
put_surface_charm_oi_sumfloat––✓
net_surface_charm_oifloat––✓
call_lightning_oi_sumfloat––✓
put_lightning_oi_sumfloat––✓
net_lightning_oifloat––✓
call_flare_oi_sumfloat––✓
put_flare_oi_sumfloat––✓
net_flare_oifloat––✓
net_halo_oifloat––✓
net_droplet_oifloat––✓
net_aurora_oifloat––✓
/v1/gex/pinningGEX pinning81 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
expiration_timestampdatetime✓✓✓
hours_to_expiryfloat✓✓✓
underlying_pricefloat✓✓✓
expiry_typestring✓✓✓
magnetic_strike_1float✓✓✓
magnetic_strike_1_gex_usdfloat✓✓✓
magnetic_strike_1_concentration_pctfloat✓✓✓
magnetic_strike_1_distance_pctfloat✓✓✓
magnetic_strike_2float✓✓✓
magnetic_strike_2_gex_usdfloat✓✓✓
magnetic_strike_2_concentration_pctfloat✓✓✓
magnetic_strike_3float✓✓✓
magnetic_strike_3_gex_usdfloat✓✓✓
magnetic_strike_3_concentration_pctfloat✓✓✓
magnet_dominancestring✓✓✓
prev_magnetic_strikefloat––✓
magnet_changedboolean––✓
max_pain_strikefloat✓✓✓
max_pain_distance_pctfloat✓✓✓
pinning_zone_lowerfloat✓✓✓
pinning_zone_upperfloat✓✓✓
pinning_zone_width_pctfloat✓✓✓
price_in_pinning_zoneboolean✓✓✓
upper_breakout_levelfloat✓✓✓
upper_breakout_surface_vannafloat––✓
upper_breakout_lightningfloat––✓
lower_breakout_levelfloat✓✓✓
lower_breakout_surface_vannafloat––✓
lower_breakout_lightningfloat––✓
zero_gamma_levelfloat✓✓✓
price_above_zero_gammaboolean––✓
magnet_iv_currentfloat––✓
magnet_iv_change_2hfloat––✓
magnet_iv_change_6hfloat––✓
magnet_call_iv_change_2hfloat––✓
upper_breakout_iv_change_2hfloat––✓
lower_breakout_iv_change_2hfloat––✓
skew_expiry_bucketstring––✓
skew_risk_reversal_currentfloat––✓
skew_rr_change_2hfloat––✓
skew_velocity_regimestring––✓
skew_smile_asymmetryfloat––✓
skew_data_availableboolean––✓
gamma_flip_levelfloat––✓
gamma_flip_distance_pctfloat––✓
opt_liquidation_count_1hinteger––✓
opt_liquidation_usd_1hfloat––✓
opt_liquidation_clusterboolean––✓
fut_liquidation_count_1hinteger––✓
fut_liquidation_usd_1hfloat––✓
fut_liquidation_clusterboolean––✓
liquidation_cascade_activeboolean––✓
magnet_times_testedinteger––✓
magnet_first_testboolean––✓
magnet_untested_premiumfloat––✓
call_wall_strikefloat––✓
call_wall_gex_usdfloat––✓
put_wall_strikefloat––✓
put_wall_gex_usdfloat––✓
stability_scoreinteger––✓
stability_component_surface_vannafloat––✓
stability_component_flarefloat––✓
stability_component_halofloat––✓
persistence_scoreinteger––✓
persistence_component_surface_charmfloat––✓
persistence_component_dropletfloat––✓
projected_half_life_hoursfloat––✓
prediction_confidenceinteger––✓
aurora_levelfloat––✓
pin_probabilityfloat––✓
magnet_iv_momentumstring––✓
price_approach_directionstring––✓
vol_surface_confirmationstring––✓
vol_confirmation_scoreinteger––✓
skew_confirmationstring––✓
gamma_regimestring–✓✓
coinbase_scenariostring––✓
recommended_structurestring––✓
scenario_confidencefloat––✓
/v1/gex/outcomesGEX outcomes27 fields
FieldTypeCoreProAlpha
coinstring✓✓✓
expiration_timestampdatetime✓✓✓
lookback_hoursinteger✓✓✓
expiry_typestring✓✓✓
prediction_timestampdatetime✓✓✓
predicted_magnetic_strikefloat✓✓✓
predicted_magnetic_gex_usdfloat✓✓✓
predicted_concentration_pctfloat✓✓✓
predicted_magnet_dominancestring✓✓✓
predicted_pinning_zone_lowerfloat✓✓✓
predicted_pinning_zone_upperfloat✓✓✓
predicted_stability_scoreinteger––✓
predicted_persistence_scoreinteger––✓
predicted_confidenceinteger––✓
predicted_pin_scorefloat––✓
predicted_max_pain_strikefloat✓✓✓
spot_at_predictionfloat✓✓✓
spot_at_expiryfloat✓✓✓
distance_from_magnetic_pctfloat✓✓✓
distance_to_max_pain_pctfloat✓✓✓
closed_in_pinning_zoneboolean✓✓✓
spot_at_prediction_distance_pctfloat✓✓✓
price_converged_to_magnetboolean✓✓✓
magnet_closer_than_max_painboolean✓✓✓
total_oi_at_expiry_usdfloat✓✓✓
filled_atdatetime––✓
outcome_accuracystring–✓✓
/v1/thermography/volumeVolume heatmap18 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
strikefloat✓✓✓
call_volume_usdfloat✓✓✓
put_volume_usdfloat✓✓✓
total_volume_usdfloat✓✓✓
avg_call_deltafloat✓✓✓
avg_put_deltafloat✓✓✓
avg_gammafloat✓✓✓
avg_vegafloat✓✓✓
avg_thetafloat✓✓✓
avg_ivfloat✓✓✓
avg_charmfloat––✓
avg_vannafloat––✓
avg_vommafloat––✓
avg_speedfloat––✓
avg_colorfloat––✓
avg_zommafloat––✓
/v1/oria/snapshotsActivity snapshots109 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
total_optionsinteger✓✓✓
active_optionsinteger✓✓✓
call_optionsinteger✓✓✓
put_optionsinteger✓✓✓
no_trades_optionsinteger✓✓✓
whale_volume_optionsinteger✓✓✓
high_volume_optionsinteger✓✓✓
medium_volume_optionsinteger✓✓✓
low_volume_optionsinteger✓✓✓
total_volume_usdfloat✓✓✓
call_volume_usdfloat✓✓✓
put_volume_usdfloat✓✓✓
buy_volume_usdfloat✓✓✓
sell_volume_usdfloat✓✓✓
total_whale_volume_usdfloat✓✓✓
gross_inflow_usdfloat✓✓✓
gross_outflow_usdfloat✓✓✓
call_inflow_usdfloat✓✓✓
call_outflow_usdfloat✓✓✓
put_inflow_usdfloat✓✓✓
put_outflow_usdfloat✓✓✓
flow_options_countinteger✓✓✓
total_cohortsinteger✓✓✓
call_put_ratiofloat–✓✓
net_flow_usdfloat–✓✓
flow_balance_ratiofloat–✓✓
whale_volume_pctfloat–✓✓
bullish_volume_pctfloat–✓✓
bearish_volume_pctfloat–✓✓
overall_positioningstring–✓✓
overall_flow_directionstring–✓✓
overall_execution_skewstring–✓✓
aggressive_buying_optionsinteger✓✓✓
moderate_buying_optionsinteger✓✓✓
neutral_pressure_optionsinteger✓✓✓
moderate_selling_optionsinteger✓✓✓
aggressive_selling_optionsinteger✓✓✓
high_whale_optionsinteger✓✓✓
moderate_whale_optionsinteger✓✓✓
surge_countinteger✓✓✓
inflow_countinteger✓✓✓
outflow_countinteger✓✓✓
dump_countinteger✓✓✓
highly_concentrated_cohortsinteger✓✓✓
moderately_concentrated_cohortsinteger✓✓✓
competitive_cohortsinteger✓✓✓
dispersed_cohortsinteger✓✓✓
monopoly_cohortsinteger✓✓✓
oligopoly_cohortsinteger✓✓✓
balanced_cohortsinteger✓✓✓
fragmented_cohortsinteger✓✓✓
extreme_bullish_cohortsinteger✓✓✓
bullish_cohortsinteger✓✓✓
neutral_cohortsinteger✓✓✓
bearish_cohortsinteger✓✓✓
extreme_bearish_cohortsinteger✓✓✓
strong_inflow_cohortsinteger✓✓✓
inflow_cohortsinteger✓✓✓
balanced_flow_cohortsinteger✓✓✓
outflow_cohortsinteger✓✓✓
strong_outflow_cohortsinteger✓✓✓
strong_buy_cohortsinteger✓✓✓
mild_buy_cohortsinteger✓✓✓
neutral_trade_cohortsinteger✓✓✓
mild_sell_cohortsinteger✓✓✓
strong_sell_cohortsinteger✓✓✓
no_data_cohortsinteger✓✓✓
high_whale_cohortsinteger✓✓✓
moderate_whale_cohortsinteger✓✓✓
low_whale_cohortsinteger✓✓✓
no_whale_cohortsinteger✓✓✓
state_hashstring––✓
flow_hashstring––✓
structure_hashstring––✓
previous_state_hashstring––✓
previous_flow_hashstring––✓
previous_structure_hashstring––✓
state_changedboolean––✓
flow_changedboolean––✓
structure_changedboolean––✓
any_changeboolean––✓
change_patternstring––✓
changed_cohorts_countinteger––✓
changed_cohort_namesarray––✓
top_flow_instrumentsjson––✓
contradictory_cohortsjson––✓
contradictory_countinteger––✓
positioning_outlier_cohortsjson––✓
positioning_outlier_countinteger––✓
execution_outlier_cohortsjson––✓
execution_outlier_countinteger––✓
whale_outlier_cohortsjson––✓
whale_outlier_countinteger––✓
flow_outlier_cohortsjson––✓
flow_outlier_countinteger––✓
max_positioning_deviationstring––✓
max_positioning_cohortstring––✓
max_whale_volume_pctfloat––✓
max_whale_cohortstring––✓
call_flow_bias_7dfloat––✓
put_flow_bias_7dfloat––✓
flow_bias_divergencefloat––✓
flow_bias_regimestring––✓
options_state_changedinteger–✓✓
options_flow_changedinteger–✓✓
options_addedinteger–✓✓
options_removedinteger–✓✓
/v1/oria/fingerprintsOption fingerprints44 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
instrument_idinteger✓✓✓
instrument_namestring✓✓✓
option_typestring✓✓✓
days_to_expiryinteger✓✓✓
volume_usdfloat✓✓✓
buy_volume_usdfloat✓✓✓
sell_volume_usdfloat✓✓✓
total_trade_volume_usdfloat✓✓✓
whale_trade_countinteger✓✓✓
large_trade_countinteger✓✓✓
block_trade_countinteger✓✓✓
trade_event_countinteger✓✓✓
liquidation_countinteger✓✓✓
moneyness_bucketstring✓✓✓
expiration_bucketstring✓✓✓
cohort_namestring✓✓✓
tier_levelinteger✓✓✓
is_expiringboolean✓✓✓
is_near_expiryboolean✓✓✓
volume_bucketstring–✓✓
previous_volume_bucketstring✓✓✓
previous_volume_usdfloat✓✓✓
volume_change_usdfloat✓✓✓
volume_change_pctfloat✓✓✓
flow_bucketstring–✓✓
buy_pressure_ratiofloat–✓✓
trade_pressure_bucketstring–✓✓
whale_activity_bucketstring–✓✓
trades_per_minutefloat✓✓✓
trade_velocity_bucketstring–✓✓
avg_trade_size_usdfloat✓✓✓
trade_impact_bucketstring–✓✓
avg_execution_slippagefloat✓✓✓
has_liquidationsboolean✓✓✓
volume_bucket_changedboolean––✓
trade_pressure_changedboolean––✓
whale_activity_changedboolean––✓
trade_velocity_changedboolean––✓
trade_impact_changedboolean––✓
any_trade_bucket_changedboolean––✓
fingerprint_stringstring––✓
trade_fingerprint_stringstring––✓
/v1/trades/optionsOption trades22 fields
FieldTypeCoreProAlpha
trade_idstring✓✓✓
trade_seqinteger––✓
coinstring✓✓✓
instrument_idinteger✓✓✓
instrument_namestring✓✓✓
trade_timestampdatetime✓✓✓
cycle_timestampdatetime✓✓✓
directionstring✓✓✓
amountfloat✓✓✓
pricefloat✓✓✓
ivfloat✓✓✓
index_pricefloat✓✓✓
mark_pricefloat✓✓✓
tick_directioninteger––✓
liquidationstring––✓
block_trade_idstring––✓
combo_idstring––✓
combo_trade_idstring––✓
is_combo_legboolean––✓
trade_value_usdfloat–✓✓
trade_size_bucketstring–✓✓
execution_slippage_pctfloat––✓
/v1/trades/futuresFutures trades19 fields
FieldTypeCoreProAlpha
trade_idstring✓✓✓
trade_seqinteger––✓
coinstring✓✓✓
instrument_idstring✓✓✓
instrument_namestring✓✓✓
trade_timestampdatetime✓✓✓
cycle_timestampdatetime✓✓✓
directionstring✓✓✓
amountfloat✓✓✓
pricefloat✓✓✓
index_pricefloat✓✓✓
mark_pricefloat✓✓✓
tick_directioninteger––✓
liquidationstring––✓
block_trade_idstring––✓
contract_typestring✓✓✓
trade_value_usdfloat–✓✓
trade_size_bucketstring–✓✓
execution_slippage_pctfloat––✓
/v1/liquidity/optionsOption liquidity30 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
instrument_namestring✓✓✓
instrument_idinteger✓✓✓
option_typestring✓✓✓
strikefloat✓✓✓
expiration_timestampdatetime✓✓✓
days_to_expiryinteger✓✓✓
underlying_pricefloat✓✓✓
mark_pricefloat✓✓✓
mark_ivfloat✓✓✓
bid_pricefloat✓✓✓
ask_pricefloat✓✓✓
spread_percentfloat✓✓✓
bid_depthinteger✓✓✓
ask_depthinteger✓✓✓
total_bid_valuefloat––✓
total_ask_valuefloat––✓
weighted_avg_bidfloat––✓
weighted_avg_askfloat––✓
max_bid_sizefloat––✓
max_ask_sizefloat––✓
bid_ask_ratiofloat––✓
deltafloat✓✓✓
gammafloat✓✓✓
thetafloat✓✓✓
vegafloat✓✓✓
moneyness_percentfloat✓✓✓
atm_distance_percentfloat✓✓✓
liquidity_scorefloat–✓✓
/v1/liquidity/cohortCohort liquidity57 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
moneyness_bucketstring✓✓✓
expiration_bucketstring✓✓✓
cohort_namestring✓✓✓
underlying_pricefloat✓✓✓
option_countinteger✓✓✓
call_countinteger✓✓✓
put_countinteger✓✓✓
options_with_bidsinteger✓✓✓
options_with_asksinteger✓✓✓
options_with_two_sidedinteger✓✓✓
pct_two_sidedfloat✓✓✓
avg_bid_depthfloat✓✓✓
avg_ask_depthfloat✓✓✓
total_bid_value_usdfloat✓✓✓
total_ask_value_usdfloat✓✓✓
total_liquidity_usdfloat✓✓✓
avg_bid_value_usdfloat––✓
avg_ask_value_usdfloat––✓
max_single_option_liquidity_usdfloat––✓
median_spread_pctfloat✓✓✓
min_spread_pctfloat✓✓✓
max_spread_pctfloat✓✓✓
stddev_spread_pctfloat––✓
top_3_options_pctfloat––✓
options_above_50k_usdinteger––✓
bid_ask_value_ratiofloat––✓
avg_liquidity_scorefloat✓✓✓
min_liquidity_scorefloat✓✓✓
max_liquidity_scorefloat✓✓✓
pct_highly_liquidfloat✓✓✓
pct_illiquidfloat✓✓✓
cohort_volume_24h_usdfloat✓✓✓
liquidity_to_volume_ratiofloat––✓
liquidity_change_1h_usdfloat––✓
liquidity_change_1h_pctfloat––✓
liquidity_change_24h_pctfloat––✓
imbalance_change_1hfloat––✓
imbalance_change_24hfloat––✓
spread_change_1h_pctfloat––✓
spread_change_24h_pctfloat––✓
velocity_1h_availableboolean––✓
velocity_24h_availableboolean––✓
liquidity_warning_levelinteger––✓
warning_flagsstring[]––✓
options_with_liquidity_datainteger––✓
pct_with_liquidity_datafloat––✓
usable_liquidity_usdfloat––✓
pct_liquidity_usablefloat––✓
usable_bid_value_usdfloat––✓
usable_ask_value_usdfloat––✓
liquidity_weighted_spread_pctfloat––✓
imbalance_scorefloat––✓
liquidity_hhifloat––✓
cohort_liquidity_gradestring–✓✓
liquidity_momentumstring––✓
/v1/positioning/oiOI dynamics46 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
moneyness_bucketstring✓✓✓
expiration_bucketstring✓✓✓
cohort_namestring✓✓✓
underlying_pricefloat✓✓✓
underlying_change_24h_pctfloat✓✓✓
option_countinteger✓✓✓
call_countinteger✓✓✓
put_countinteger✓✓✓
options_with_oiinteger✓✓✓
pct_with_oifloat✓✓✓
total_oi_contractsfloat✓✓✓
total_oi_usdfloat✓✓✓
call_oi_contractsfloat✓✓✓
put_oi_contractsfloat✓✓✓
call_oi_usdfloat✓✓✓
put_oi_usdfloat✓✓✓
avg_oi_per_optionfloat––✓
max_oi_single_optionfloat––✓
oi_change_1h_contractsfloat––✓
oi_change_1h_usdfloat––✓
oi_change_1h_pctfloat––✓
oi_change_24h_contractsfloat✓✓✓
oi_change_24h_usdfloat✓✓✓
oi_change_24h_pctfloat✓✓✓
call_oi_change_24h_pctfloat✓✓✓
put_oi_change_24h_pctfloat✓✓✓
put_call_oi_ratio_change_24hfloat––✓
top_3_options_oi_pctfloat––✓
volume_24h_usdfloat✓✓✓
oi_to_volume_ratiofloat––✓
oi_expiring_24h_pctfloat––✓
oi_warning_levelinteger––✓
is_oi_surgingboolean––✓
is_oi_collapsingboolean––✓
is_put_call_extremeboolean––✓
is_concentration_dangerousboolean––✓
is_expiration_heavyboolean––✓
warning_flagsstring[]––✓
put_call_oi_ratiofloat–✓✓
positioning_signalstring–✓✓
positioning_strengthfloat––✓
oi_hhifloat––✓
turnover_ratefloat––✓
oi_momentumstring––✓
/v1/positioning/volumeVolume heatmap7 fields
FieldTypeCoreProAlpha
timestampdatetime✓✓✓
coinstring✓✓✓
strikefloat✓✓✓
underlying_pricefloat✓✓✓
total_volume_usdfloat✓✓✓
call_volume_usdfloat✓✓✓
put_volume_usdfloat✓✓✓

Core reads the measured fields. Pro adds everything we compute from them. Alpha adds the proprietary layer. Tier also sets sampling interval, history depth and request limits: see Tiers & Limits or pricing.