CayøLargo
← Back to siteAPI ReferencePricingChangelog
v1.0Swagger ↗

Getting Started

Data Coverage

All data is sourced exclusively from Deribit, the largest crypto options exchange by volume and open interest. Core options data goes back to September 2025. Greeks history starts August 2025. ORIA analytics from January 2026 onward. No gaps.

Alpha tier: full history from inception. Pro: 6 months. See Tiers for details.

Coin coverage

CoinSpot / MarketdataORIA SurfaceNote
BTC2025-09-052026-01-15
ETH2025-09-052026-01-15
SOL2025-09-052026-01-15
XRP2025-09-052026-01-15
AVAX2026-01-142026-01-15Added Jan 2026
TRX2026-01-142026-01-15Added Jan 2026

6

Coins

BTC ETH SOL XRP AVAX TRX

~2,500

Options

repriced per cycle

10 min

Options cadence

144 snapshots / day

1 min

Futures + Spot

since Feb 26, 2026

Per-endpoint data availability

EndpointData sinceCadenceRows / cycle
/v1/instruments/options2025-09-0510 min~2,500
/v1/instruments/futures2026-01-301 min~80
/v1/instruments/spot2026-01-301 min~20
/v1/spot/rates2025-09-0510 min6
/v1/marketdata/options2025-09-0510 min~2,500
/v1/marketdata/futures2026-01-301 min~80
/v1/marketdata/spot2026-01-301 min~20
/v1/greeks/snapshot2025-08-0910 min~2,500
/v1/greeks/ratios2026-01-1210 min~2,500
/v1/greeks/cohort2026-01-1310 min~168
/v1/greeks/cohort-ratios2026-01-1310 min~168
/v1/vol/term-structure2026-01-1310 min~168
/v1/vol/skew2026-01-1310 min~24
/v1/vol/surface2026-01-1510 min6
/v1/gex/strikes2026-02-1310 min~300
/v1/gex/pinning2026-02-1310 min6
/v1/gex/outcomes2026-02-13On expiry~4
/v1/trades/options2026-01-17EventVariable
/v1/trades/futures2026-02-26EventVariable
/v1/positioning/oi2026-01-3110 min~168
/v1/positioning/volume2025-08-1210 min~300
/v1/thermography/volume2026-01-1710 min~300
/v1/thermography/greeks2025-08-0910 min~50
/v1/thermography/strikes2026-01-1710 min~50
/v1/thermography/strike-oi2026-02-1310 minVariable
/v1/thermography/strike-decomp2026-02-13Snapshot~10
/v1/liquidity/options2025-09-0510 min~2,500
/v1/liquidity/cohort2026-01-1510 min~168

Data quality

SourceDeribit exchange exclusively. No third-party aggregation.
CollectionDirect exchange API polling. Options every 10 minutes. Futures and spot every 1 minute (since Feb 26, 2026). Full order book snapshots.
PricingIndependent Black-Scholes repricing for every option. 37 Greeks computed from scratch, not copied from exchange.
QualityPer-option reliability score (0-100). Per-cohort data quality tier (COMPLETE, PARTIAL, MINIMAL). Per-surface execution recommendation.
GapsAutomated monitoring and alerting. Automatic retry on transient failures. Known gap: early March 2026 (technical issues, resolved). Gap-free since March 5, 2026.
RetentionDaily partitions. 90-day retention on event-level tables. Indefinite retention on ORIA options-volatility-landscape and GEX outcomes.