Getting Started
Tiers & Limits
Two tiers: Pro and Alpha. Access is controlled by API key. Every endpoint returns data at every tier: the difference is which fields are included, the sampling resolution, and history depth.
Exceeding the daily request quota returns 429. Limits reset at midnight UTC.
The tier principle
Pro = WHAT + WHERE. What is the market doing, where is the structure? Greeks, vol surface, GEX, positioning, trades, liquidity. Full analytical toolkit. Alpha = WHEN and HOW MUCH. When to act and how confident to be. Velocity, concentration, warnings, proprietary scores, cross-asset signals.
What each tier unlocks
Pro
37 Greeks + Black-Scholes pricing. ATM IV across 4 tenors. VRP headline + regime + z-score across 3 RV windows. Vol lifecycle phase. Risk reversal + skew regime + all skew metrics (deep OTM, normalized, momentum). Full term structure with momentum and percentiles. Full GEX landscape with zones, breakouts, gamma regime. Net GEX per strike + magnetic strike. GEX outcome hit rates. USD-normalized trades with direction and size buckets. OI totals + 24h changes + call/put split + positioning signal. Liquidity score + spread + bid/ask prices + execution costs + cohort liquidity grade. RV stress, breach, VoV, gamma carry regimes. Skew term shape. Surface quality + execution recommendation. 133 suggested calculations with LaTeX formulas.
Alpha : everything in Pro, plus
Taker-flow corrected GEX (55-60 pct of heuristic is wrong). 9 strike-surface Greeks. Stability, persistence, confidence scores. IV momentum at gamma strikes + scenario detection. Cross-asset relative value vs BTC (17 cols per tenor). Skew contagion + elasticity + velocity regime. Dynamic signals: spot-vol asymmetry, behavioral regime. RV contamination + shock rollout countdown. Lifecycle confidence + compression duration. Block trade detection + combo parsing. Liquidation flags + execution slippage. OI velocity (1h), HHI concentration, warning system. Usable liquidity, imbalance score, draining alerts. 3rd/4th order cohort Greeks. All 22 Greek ratios.
To get started or upgrade to Alpha, contact api [at] cayolargo [dot] fi. Launch rates available until August 2026.
Full pricing details at cayolargo.fi/pricing.