“Which call and put are closest to spot for each active expiry?”

/instruments/options/spot/rates· pandas · ~3 minpreview

Output PreviewTable: ATM call/put pair per expiry

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Fetches real data from the Cayo Largo API

What You'll See

Finds the ATM pair for every live expiration. ATM options carry the highest gamma and vega, making them the fulcrum of the options surface.

The Trading Edge

What most people do

Eyeball the Deribit option chain for the strike nearest the current price. Works for one expiry, breaks down when you need ATM strikes across 15+ active expiries simultaneously.

What this gives you

Instant ATM pair identification across all expiries, with moneyness ratio. Essential starting point for any vol surface analysis, skew calculation, or delta-neutral strategy construction.

Go deeper

Feed ATM strikes into the Term Structure Monitor to track how front-month vol compares to back-month. Use with VRP Scanner to assess whether ATM vol is cheap.

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