Greeks

Cohort Greek ratios

Returns aggregated Greek ratio statistics per cohort: liquidity-weighted average, median, and standard deviation for 11 key ratios from tiers 2-4 of the per-option ratios. Covers convexity dynamics (3), volatility regime (6), and cross-derivative intelligence (2). The standard deviation reveals whether a signal is concentrated (low std, a few options driving it) or broad-based (high std, the entire cohort is stressed).

GET/v1/greeks/cohort-ratiosproalpha

Query Parameters

coinstringrequired

Underlying asset. Required.

e.g.BTCETH

cohort_namestringoptional

Filter by cohort, e.g. ATM_DTE_30.

e.g.ATM_DTE_30

moneyness_bucketstringoptional

Filter by moneyness bucket.

e.g.ATMOTM_1

expiration_bucketstringoptional

Filter by expiration bucket.

e.g.DTE_7DTE_30

fromstringoptional

Start UTC (ISO 8601). Default: latest snapshot.

e.g.2026-03-08T00:00:00Z

tostringoptional

End UTC (ISO 8601). Default: now.

e.g.2026-03-09T00:00:00Z

limitintegeroptional

Max rows. Default 500, max 5000.

e.g.1000

Response Schema

Fields marked pro require a Pro subscription. Fields marked alpha require Alpha.

Field	Type	Tier	Description
`timestamp`	`datetime`	pro	Snapshot time in UTC.
`coin`	`string`	pro	Underlying asset.
`moneyness_bucket`	`string`	pro	Moneyness classification.
`expiration_bucket`	`string`	pro	Expiration classification.
`cohort_name`	`string`	pro	Composite key: moneyness + expiration.
`option_count`	`integer`	pro	Options in this cohort.
`speed_gamma_wavg`	`float`	pro	Cohort convexity acceleration (average) See detail ↓
`speed_gamma_median`	`float`	pro	Median convexity acceleration See detail ↓
`speed_gamma_std`	`float`	pro	Dispersion of convexity acceleration See detail ↓
`gamma_delta_wavg`	`float`	pro	Cohort directional convexity (average) See detail ↓
`gamma_delta_median`	`float`	pro	Median directional convexity See detail ↓
`gamma_delta_std`	`float`	pro	Dispersion of directional convexity See detail ↓
`color_gamma_wavg`	`float`	pro	Cohort gamma decay rate (average) See detail ↓
`color_gamma_median`	`float`	pro	Median gamma decay rate See detail ↓
`color_gamma_std`	`float`	pro	Dispersion of gamma decay rate See detail ↓
`vanna_gamma_wavg`	`float`	pro	Cohort price-vol coupling (average) See detail ↓
`vanna_gamma_median`	`float`	pro	Median price-vol coupling See detail ↓
`vanna_gamma_std`	`float`	pro	Dispersion of price-vol coupling See detail ↓
`vomma_vega_wavg`	`float`	pro	Cohort vol sustainability (average) See detail ↓
`vomma_vega_median`	`float`	pro	Median vol sustainability See detail ↓
`vomma_vega_std`	`float`	pro	Dispersion of vol sustainability See detail ↓
`ultima_vomma_wavg`	`float`	alpha	Cohort extreme vol detection (average) See detail ↓
`ultima_vomma_median`	`float`	alpha	Median extreme vol signal See detail ↓
`ultima_vomma_std`	`float`	alpha	Dispersion of extreme vol signal See detail ↓
`chronomma_vomma_wavg`	`float`	alpha	Cohort time-vol stability (average) See detail ↓
`chronomma_vomma_median`	`float`	alpha	Median time-vol stability See detail ↓
`chronomma_vomma_std`	`float`	alpha	Dispersion of time-vol stability See detail ↓
`volaspeeda_speed_wavg`	`float`	alpha	Cohort vol-convexity regime (average) See detail ↓
`volaspeeda_speed_median`	`float`	alpha	Median vol-convexity regime See detail ↓
`volaspeeda_speed_std`	`float`	alpha	Dispersion of vol-convexity regime See detail ↓
`quatromma_vomma_wavg`	`float`	alpha	Cohort fourth-order vol (average) See detail ↓
`quatromma_vomma_median`	`float`	alpha	Median fourth-order vol See detail ↓
`quatromma_vomma_std`	`float`	alpha	Dispersion of fourth-order vol See detail ↓
`zomma_vanna_wavg`	`float`	alpha	Cohort gamma-vol vs delta-vol (average) See detail ↓
`zomma_vanna_median`	`float`	alpha	Median gamma-vol vs delta-vol See detail ↓
`zomma_vanna_std`	`float`	alpha	Dispersion of gamma-vol coupling See detail ↓
`zomanna_vomma_wavg`	`float`	alpha	Cohort cross-vol relationship (average) See detail ↓
`zomanna_vomma_median`	`float`	alpha	Median cross-vol relationship See detail ↓
`zomanna_vomma_std`	`float`	alpha	Dispersion of cross-vol relationship See detail ↓

Derived Fields

FieldTypeTiercollapse all

▶speed_gamma_wavgfloatprocollapse

Cohort convexity acceleration (average)

Liquidity-weighted average of speed/gamma.

Weighted avg speed/gamma

\overline{\text{speed}/\gamma}

▶speed_gamma_medianfloatprocollapse

Median convexity acceleration

Median of speed/gamma.

▶speed_gamma_stdfloatprocollapse

Dispersion of convexity acceleration

Standard deviation.

▶gamma_delta_wavgfloatprocollapse

Cohort directional convexity (average)

Liquidity-weighted average of gamma/delta.

Weighted avg gamma/delta

\overline{\gamma/\Delta}

▶gamma_delta_medianfloatprocollapse

Median directional convexity

Median of gamma/delta.

▶gamma_delta_stdfloatprocollapse

Dispersion of directional convexity

Standard deviation.

▶color_gamma_wavgfloatprocollapse

Cohort gamma decay rate (average)

Liquidity-weighted average of color/gamma.

Weighted avg color/gamma

\overline{\text{color}/\gamma}

▶color_gamma_medianfloatprocollapse

Median gamma decay rate

Median of color/gamma.

▶color_gamma_stdfloatprocollapse

Dispersion of gamma decay rate

Standard deviation.

▶vanna_gamma_wavgfloatprocollapse

Cohort price-vol coupling (average)

Liquidity-weighted average of vanna/gamma.

Weighted avg vanna/gamma

\overline{\text{vanna}/\gamma}

▶vanna_gamma_medianfloatprocollapse

Median price-vol coupling

Median of vanna/gamma.

▶vanna_gamma_stdfloatprocollapse

Dispersion of price-vol coupling

Standard deviation.

▶vomma_vega_wavgfloatprocollapse

Cohort vol sustainability (average)

Liquidity-weighted average of vomma/vega.

Weighted avg vomma/vega

\overline{\text{vomma}/\nu}

▶vomma_vega_medianfloatprocollapse

Median vol sustainability

Median of vomma/vega.

▶vomma_vega_stdfloatprocollapse

Dispersion of vol sustainability

Standard deviation.

▶ultima_vomma_wavgfloatalphacollapse

Cohort extreme vol detection (average)

Liquidity-weighted average of ultima/vomma.

Weighted avg ultima/vomma

\overline{\text{ultima}/\text{vomma}}

▶ultima_vomma_medianfloatalphacollapse

Median extreme vol signal

Median of ultima/vomma.

▶ultima_vomma_stdfloatalphacollapse

Dispersion of extreme vol signal

Standard deviation.

▶chronomma_vomma_wavgfloatalphacollapse

Cohort time-vol stability (average)

Liquidity-weighted average of chronomma/vomma.

Weighted avg chronomma/vomma

\overline{\text{chronomma}/\text{vomma}}

▶chronomma_vomma_medianfloatalphacollapse

Median time-vol stability

Median of chronomma/vomma.

▶chronomma_vomma_stdfloatalphacollapse

Dispersion of time-vol stability

Standard deviation.

▶volaspeeda_speed_wavgfloatalphacollapse

Cohort vol-convexity regime (average)

Liquidity-weighted average of volaspeeda/speed.

Weighted avg volaspeeda/speed

\overline{\text{volaspeeda}/\text{speed}}

▶volaspeeda_speed_medianfloatalphacollapse

Median vol-convexity regime

Median of volaspeeda/speed.

▶volaspeeda_speed_stdfloatalphacollapse

Dispersion of vol-convexity regime

Standard deviation.

▶quatromma_vomma_wavgfloatalphacollapse

Cohort fourth-order vol (average)

Liquidity-weighted average of quatromma/vomma.

Weighted avg quatromma/vomma

\overline{\text{quatromma}/\text{vomma}}

▶quatromma_vomma_medianfloatalphacollapse

Median fourth-order vol

Median of quatromma/vomma.

▶quatromma_vomma_stdfloatalphacollapse

Dispersion of fourth-order vol

Standard deviation.

▶zomma_vanna_wavgfloatalphacollapse

Cohort gamma-vol vs delta-vol (average)

Liquidity-weighted average of zomma/vanna. Ratios above 2.1 indicate regime persistence; below 1.3 signal transition.

Weighted avg zomma/vanna

\overline{\text{zomma}/\text{vanna}}

▶zomma_vanna_medianfloatalphacollapse

Median gamma-vol vs delta-vol

Median of zomma/vanna.

▶zomma_vanna_stdfloatalphacollapse

Dispersion of gamma-vol coupling

Standard deviation.

▶zomanna_vomma_wavgfloatalphacollapse

Cohort cross-vol relationship (average)

Liquidity-weighted average of zomanna/vomma.

Weighted avg zomanna/vomma

\overline{\text{zomanna}/\text{vomma}}

▶zomanna_vomma_medianfloatalphacollapse

Median cross-vol relationship

Median of zomanna/vomma.

▶zomanna_vomma_stdfloatalphacollapse

Dispersion of cross-vol relationship

Standard deviation.