The Deepest Options Data in Crypto
Convexity warnings before the cascade. Flow rotation before the move. Intelligence before the trade. A new category of options data.
| Feature | Cayo Largo* | Block Scholes | Amberdata | Glassnode | Laevitas |
|---|---|---|---|---|---|
| Market Data Coverage | |||||
| BTC Options | ✓ | ✓ | ✓ | ✓ | ✓ |
| ETH Options | ✓ | ✓ | ✓ | ✓ | ✓ |
| SOL Options | ✓ | ✓ | ✓ | ✓ | ✓ |
| XRP Options | ✓ | ✗ | ✗ | ✗ | ✗ |
| Futures & Perpetuals | ✓ | ✓ | ✓ | ✓ | ✓ |
| Spot Rates | ✓ | ✓ | ✓ | ✓ | ✓ |
| Full Order Book Snapshots (all levels) | ✓ | ✗ | ✓ | ✗ | ✓ |
| 5- to 10-Minute Options Cadence | ✓ | ✓ | ✓ | ✗ | ✓ |
| 5-Minute Futures/Spot Cadence | ✓ | ✓ | ✓ | ✗ | ✗ |
| Funding Rate History | ✓ | ✓ | ✓ | ✓ | ✓ |
| Greeks Depth | |||||
| 1st-Order Greeks (Δ, Γ, Θ, V, ρ) | ✓ | ✗ | ✓ | ✓ | ✓ |
| 2nd-Order Greeks (8 types) | ✓ | ✗ | ✗ | ✗ | ✗ |
| 3rd-Order Greeks (10 types) | ✓ | ✗ | ✗ | ✗ | ✗ |
| 4th-Order Greeks (9 types) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Proprietary Surface Greeks (5 types) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Cohort Intelligence | |||||
| 28-Cohort Tier Tracking (Moneyness × Expiry) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Dynamic Tier Escalation/Demotion | ✓ | ✗ | ✗ | ✗ | ✗ |
| Capital Rotation Detection Between Cohorts | ✓ | ✗ | ✗ | ✗ | ✗ |
| Volatility Regime Auto-Classification | ✓ | ✗ | ✗ | ✗ | ✗ |
| Dynamic Emergency Threshold Calibration | ✓ | ✗ | ✗ | ✗ | ✗ |
| Convexity Breakdown Warning | ✓ | ✗ | ✗ | ✗ | ✗ |
| Regime Change Probability Scoring | ✓ | ✗ | ✗ | ✗ | ✗ |
| Cohort Momentum Scoring | ✓ | ✗ | ✗ | ✗ | ✗ |
| Options Fingerprinting & Change Detection | |||||
| Volume Hash (Flow Patterns) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Greeks Hash (Sensitivity Fingerprint) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Silent Repositioning Detection | ✓ | ✗ | ✗ | ✗ | ✗ |
| Hash Velocity & Acceleration | ✓ | ✗ | ✗ | ✗ | ✗ |
| Same-Bucket Rotation Detection | ✓ | ✗ | ✗ | ✗ | ✗ |
| GEX & Gamma Pinning Analytics | |||||
| Gamma Exposure (GEX) by Strike | ✓ | ✗ | ✗ | ✓ | ✓ |
| GEX Flip Level Detection | ✓ | ✗ | ✗ | ✗ | ✗ |
| Pin Probability by Strike | ✓ | ✗ | ✗ | ✗ | ✗ |
| Magnet Strength Scoring | ✓ | ✗ | ✗ | ✗ | ✗ |
| Suppression Zone Detection | ✓ | ✗ | ✗ | ✗ | ✗ |
| Amplification Zone Detection | ✓ | ✗ | ✗ | ✗ | ✗ |
| Dynamic Pin Target (based on flow) | ✓ | ✗ | ✗ | ✗ | ✗ |
| GEX-Weighted Strike Gravity | ✓ | ✗ | ✗ | ✗ | ✗ |
| Derived Analytics | |||||
| Implied Risk-Free Rate | ✓ | ✓ | ✗ | ✗ | ✗ |
| Per-Option Reliability Score | ✓ | ✗ | ✗ | ✗ | ✗ |
| Price Deviation (Mark vs Black Scholes) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Call-Put Parity Validation | ✓ | ✗ | ✗ | ✗ | ✗ |
| IV Calculation Error Tracking | ✓ | ✗ | ✗ | ✗ | ✗ |
| Tail Strike™ vs 25Δ Skew | ✓ | ✗ | ✗ | ✗ | ✗ |
| Liquidity Intelligence | |||||
| Bid-Ask Spread % | ✓ | ✗ | ✗ | ✗ | ✗ |
| Order Book Depth (levels) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Weighted Average Bid/Ask | ✓ | ✗ | ✗ | ✗ | ✗ |
| Max Bid/Ask Size Tracking | ✓ | ✗ | ✗ | ✗ | ✗ |
| Bid-Ask Ratio | ✓ | ✗ | ✗ | ✗ | ✗ |
| Liquidity Score (composite) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Total Bid/Ask Value | ✓ | ✗ | ✗ | ✗ | ✗ |
| Transaction Cost Efficiency | ✓ | ✗ | ✗ | ✗ | ✗ |
| Volatility Surface Analytics | |||||
| Implied Volatility | ✓ | ✓ | ✓ | ✓ | ✓ |
| IV Term Structure | ✓ | ✓ | ✓ | ✓ | ✓ |
| IV Surface (SVI Calibration) | ✓ | ✓ | ✓ | ✓ | ✗ |
| IV by Delta | ✓ | ✓ | ✗ | ✗ | ✗ |
| IV by Moneyness | ✓ | ✓ | ✗ | ✗ | ✗ |
| IV by Cohort | ✓ | ✗ | ✗ | ✗ | ✗ |
| Risk Reversal (Skew) | ✓ | ✓ | ✗ | ✗ | ✗ |
| Butterfly Spread | ✓ | ✓ | ✗ | ✗ | ✗ |
| SVI Model Parameters | ✓ | ✓ | ✓ | ✗ | ✗ |
| IV Percentile Ranking (7d/14d/30d) | ✓ | ✗ | ✗ | ✗ | ✗ |
| IV Momentum (1h/6h/24h) | ✓ | ✗ | ✗ | ✗ | ✗ |
* All data sourced from Deribit exchange
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