Thermography

Volume by strike (latest)

Latest volume snapshot across all strikes for a given coin. Returns call/put USD volume split at each active strike, sorted by strike descending. Single timestamp (the most recent 10-minute cycle). Use for bar charts showing the current volume distribution. Source table: deribit_options_volume_heatmap.

GET/v1/thermography/strikespro

Query Parameters

coinstringrequired

Underlying asset.

e.g.BTCETHSOL

limitintegeroptional

Max rows. Default 500.

e.g.100

Response Schema

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

Field	Type	Tier	Description
`strike`	`float`	pro	Strike price.
`call_volume_usd`	`float`	pro	Call volume in USD at this strike.
`put_volume_usd`	`float`	pro	Put volume in USD at this strike.
`data_timestamp`	`datetime`	pro	Snapshot time. Same for all rows in one response.

Suggested Calculations

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

FieldTypeInputsexpand all

▶volume_rankintegerclient-sideRank strikes by total activityexpand

Rank strikes by total activity

Sort strikes by (call_volume_usd + put_volume_usd) descending and assign rank 1, 2, 3, etc. Top 5 strikes typically account for 40-60 pct of total volume. If the top strike holds > 30 pct, a single directional bet or block trade is likely driving the flow.

Inputscall_volume_usdput_volume_usd

▶put_call_skewfloatclient-sideIs the volume leaning bullish or bearish at each strike?expand

Is the volume leaning bullish or bearish at each strike?

Calculate (call_volume_usd - put_volume_usd) / (call_volume_usd + put_volume_usd). Range: -1 (pure puts) to +1 (pure calls). 0 = balanced. This is the directional tilt per strike. Summing across all strikes gives the market-wide directional lean.

Inputscall_volume_usdput_volume_usd

Volume directional skew

\text{skew} = \frac{C - P}{C + P}

Range-1 to +1. 0 = balanced.