ORIA

Option fingerprints

Per-option activity state, carried cycle to cycle. Each option is classified on five dimensions (volume, flow, trade pressure, whale participation, velocity) and compared against its own previous cycle, so a change in behaviour is a field rather than something you have to diff yourself. This is the substrate that makes quiet repositioning visible before it shows up in aggregate open interest. Roughly 2,400 rows per cycle across all six coins. Source: deribit_options_oria_option_fingerprints, ORIA Layer 3.

GET/v1/oria/fingerprintscoreproalpha

Query Parameters

coinstringrequired

Underlying asset. Required.

e.g.BTCETHSOL

instrument_namestringoptional

Filter to one option by its Deribit name.

e.g.BTC-26DEC26-100000-C

option_typestringoptional

Filter: call or put.

e.g.callput

cohort_namestringoptional

Filter by cohort, e.g. ATM_DTE_30.

e.g.ATM_DTE_30

changed_onlybooleanoptional

Only options whose trade behaviour changed bucket this cycle. The cheapest way to ask "what moved". Alpha, since it filters on the change-detection layer.

e.g.true

fromstringoptional

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

e.g.2026-08-01T00:00:00Z

tostringoptional

End UTC (ISO 8601). Default: now.

e.g.2026-08-02T00:00:00Z

limitintegeroptional

Max rows returned. Default 500. The effective ceiling is your tier row limit, see Tiers and Limits.

e.g.5000

Response Schema

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

Field	Type	Tier	Description
`timestamp`	`datetime`	core	ORIA cycle timestamp in UTC, aligned to a 10-minute boundary.
`coin`	`string`	core	Underlying asset.
`instrument_id`	`integer`	core	Internal instrument PK. Joins to /v1/instruments/options.
`instrument_name`	`string`	core	Deribit canonical name, e.g. BTC-26DEC26-100000-C.
`option_type`	`string`	core	Call or put.
`days_to_expiry`	`integer`	core	Days until expiration at this cycle.
`volume_usd`	`float`	core	Rolling 24h traded volume in USD for this option.
`buy_volume_usd`	`float`	core	Buy-aggressor volume in USD. Combo legs excluded, because a combo has no single aggressor direction.
`sell_volume_usd`	`float`	core	Sell-aggressor volume in USD. Combo legs excluded.
`total_trade_volume_usd`	`float`	core	All executed volume including combos. Exceeds buy + sell by the combo share, which is the honest way to show it.
`whale_trade_count`	`integer`	core	Trades at or above $250K.
`large_trade_count`	`integer`	core	Trades between $50K and $250K.
`block_trade_count`	`integer`	core	Deribit block trades: negotiated off the order book, reported to the tape.
`trade_event_count`	`integer`	core	Distinct trade events this cycle. A combo counts once, not once per leg.
`liquidation_count`	`integer`	core	Forced liquidation trades. Near-zero on Deribit by design: portfolio margin rarely forces them.
`moneyness_bucket`	`string`	core	ATM, NEAR_ABOVE, NEAR_BELOW, FAR_OTM_CALL, FAR_OTM_PUT or DEEP_ITM.
`expiration_bucket`	`string`	core	DTE_0, DTE_7, DTE_30, DTE_60, DTE_90, DTE_180 or DTE_365.
`cohort_name`	`string`	core	Moneyness and expiration combined, e.g. ATM_DTE_30. Joins to /v1/greeks/cohort.
`tier_level`	`integer`	core	Liquidity tier: 1 is the top 5% of options by liquidity, 4 the bottom 50%. Use it to weight or discard thin instruments.
`is_expiring`	`boolean`	core	True when days_to_expiry is 1 or less.
`is_near_expiry`	`boolean`	core	True when days_to_expiry is 7 or less. Near-expiry options behave differently enough that most analysis should separate them.
`volume_bucket`	`string`	pro	How active is this option, in absolute terms? See detail ↓
`previous_volume_bucket`	`string`	core	The same classification one cycle earlier. Supplied so you can see the transition without holding state yourself.
`previous_volume_usd`	`float`	core	Previous cycle volume in USD.
`volume_change_usd`	`float`	core	Absolute change in USD from the previous cycle.
`volume_change_pct`	`float`	core	Percentage change from the previous cycle. NULL when the previous cycle was zero.
`flow_bucket`	`string`	pro	Is capital arriving or leaving this option? See detail ↓
`buy_pressure_ratio`	`float`	pro	What share of the aggression was buying? See detail ↓
`trade_pressure_bucket`	`string`	pro	Which way was the aggression leaning? See detail ↓
`whale_activity_bucket`	`string`	pro	Who was trading this option? See detail ↓
`trades_per_minute`	`float`	core	Trade events divided by the 10-minute cycle length.
`trade_velocity_bucket`	`string`	pro	How fast was it trading? See detail ↓
`avg_trade_size_usd`	`float`	core	Mean executed trade size in USD this cycle.
`trade_impact_bucket`	`string`	pro	How large was the typical print relative to the book? See detail ↓
`avg_execution_slippage`	`float`	core	Mean slippage across this cycle trades. High slippage on high volume means the book could not absorb the flow.
`has_liquidations`	`boolean`	core	True when liquidation_count exceeds zero.
`volume_bucket_changed`	`boolean`	alpha	Did this option cross a volume regime this cycle? See detail ↓
`trade_pressure_changed`	`boolean`	alpha	Did the aggression flip? See detail ↓
`whale_activity_changed`	`boolean`	alpha	Did the participant mix change? See detail ↓
`trade_velocity_changed`	`boolean`	alpha	Did the pace change? See detail ↓
`trade_impact_changed`	`boolean`	alpha	Did typical trade size change regime? See detail ↓
`any_trade_bucket_changed`	`boolean`	alpha	Did anything about this option behave differently? See detail ↓
`fingerprint_string`	`string`	alpha	The full state of this option, as one comparable token. See detail ↓
`trade_fingerprint_string`	`string`	alpha	The same token, restricted to executed-trade behaviour. See detail ↓

Derived Fields

FieldTypeTiercollapse all

▶volume_bucketstringprocollapse

How active is this option, in absolute terms?

WHALE, HIGH, MEDIUM, LOW or INACTIVE, from volume_usd. The bucket rather than the number is what change detection compares, so a $2M option drifting to $2.1M is not a change but one crossing into WHALE is.

▶flow_bucketstringprocollapse

Is capital arriving or leaving this option?

SURGE, INFLOW, STABLE, OUTFLOW or DUMP, from volume_change_pct. Direction of capital rather than direction of price.

▶buy_pressure_ratiofloatprocollapse

What share of the aggression was buying?

Buy-aggressor volume over total aggressor volume. Above 0.5 means takers were lifting offers more than hitting bids.

Buy pressure

\frac{V_{\text{buy}}}{V_{\text{buy}} + V_{\text{sell}}}

Range0 to 1. NULL when nothing traded.

▶trade_pressure_bucketstringprocollapse

Which way was the aggression leaning?

AGGRESSIVE_BUYING through AGGRESSIVE_SELLING, from buy_pressure_ratio.

▶whale_activity_bucketstringprocollapse

Who was trading this option?

HIGH_WHALE through RETAIL_ONLY, from the whale, large and block trade counts. The fastest read on whether a move is institutional.

▶trade_velocity_bucketstringprocollapse

How fast was it trading?

FRENZY through SILENT, from trades_per_minute. Velocity separates one large print from sustained interest.

▶trade_impact_bucketstringprocollapse

How large was the typical print relative to the book?

Classification from avg_trade_size_usd. Distinguishes many small trades from few large ones at the same total volume.

▶volume_bucket_changedbooleanalphacollapse

Did this option cross a volume regime this cycle?

True when volume_bucket differs from the previous cycle. Crossing a boundary is the event; drifting inside one is not.

▶trade_pressure_changedbooleanalphacollapse

Did the aggression flip?

True when trade_pressure_bucket transitioned. A flip from selling to buying on an option that was quiet is the shape worth looking at.

▶whale_activity_changedbooleanalphacollapse

Did the participant mix change?

True when whale_activity_bucket transitioned. Retail-only turning whale-active on a strike is a positioning signal before it is a volume signal.

▶trade_velocity_changedbooleanalphacollapse

Did the pace change?

True when trade_velocity_bucket transitioned.

▶trade_impact_changedbooleanalphacollapse

Did typical trade size change regime?

True when trade_impact_bucket transitioned. Same volume arriving in larger prints usually means a different participant.

▶any_trade_bucket_changedbooleanalphacollapse

Did anything about this option behave differently?

True when any of the trade-behaviour buckets transitioned. The single field to filter on when scanning for what moved. Equivalent to the changed_only parameter.

▶fingerprint_stringstringalphacollapse

The full state of this option, as one comparable token.

Every bucket concatenated into a single string. Two cycles with identical fingerprints are behaviourally identical, which makes change detection a string comparison rather than a multi-column diff. This is the value that feeds the triple-hash at /v1/oria/snapshots.

▶trade_fingerprint_stringstringalphacollapse

The same token, restricted to executed-trade behaviour.

Excludes the volume-state dimensions, so it isolates how the option was traded from how much. Useful when volume is flat but execution character shifts.

Suggested Calculations

Not included in the API response. Compute these client-side from the fields above. Formulas and context provided.

FieldTypeInputsexpand all

▶stealth_accumulation_scanobjectclient-sideWhich options are being accumulated quietly?expand

Which options are being accumulated quietly?

Filter to whale_activity_changed with a buy_pressure_ratio above 0.6 and a volume_bucket that did NOT change. That combination is the definition of quiet: institutional participants arriving without moving the option into a higher volume regime, which is what aggregate open interest would need before it showed anything.

Or use the pre-computed endpointalpha

Aggregated to the coin level at /v1/oria/snapshots, where the same behaviour appears as a flow_hash change without a state_hash change.

▶absorption_checkfloatclient-sideIs the book absorbing this flow or breaking under it?expand

Is the book absorbing this flow or breaking under it?

Compare avg_execution_slippage against volume_usd within a tier_level. Options taking large volume at low slippage have a market maker willing to warehouse the risk. The same volume at rising slippage means the other side is stepping away, which usually precedes a repricing.

Inputsavg_execution_slippagevolume_usdtier_level

Or use the pre-computed endpointalpha

Book depth and spread metrics per option at /v1/liquidity/options.