The Deepest Options Data in Crypto
Convexity warnings before the cascade. Flow rotation before the move. Vol lifecycle intelligence before the trade.
Others sell data aggregation. We sell computed intelligence.
28
Live Endpoints
915+
Data Fields
6
Coins
10min
Resolution
3mo+
Production Data
| Feature | Cayo Largo* | Block Scholes | Amberdata | Glassnode | Laevitas |
|---|---|---|---|---|---|
| Market Data Coverage | |||||
| BTC Options | ✓ | ✓ | ✓ | ✓ | ✓ |
| ETH Options | ✓ | ✓ | ✓ | ✓ | ✓ |
| SOL Options | ✓ | ✓ | ✓ | ✓ | ✓ |
| XRP, AVAX, TRX Options | ✓ | ✗ | ✗ | ✗ | ✗ |
| Futures and Perpetuals (6 coins) | ✓ | ✓ | ✓ | ✓ | ✓ |
| Spot Index Rates (6 coins, 1-min) | ✓ | ✓ | ✓ | ✓ | ✓ |
| Full Order Book Snapshots | ✓ | ✗ | ✓ | ✗ | ✓ |
| 10-Minute Options Cadence | ✓ | ✓ | ✓ | ✗ | ✓ |
| Funding Rate History | ✓ | ✓ | ✓ | ✓ | ✓ |
| Trade Tape with Aggressor DirectionNEW | ✓ | ✗ | ✓ | ✗ | ✓ |
| USD-Normalized Trade Value (cross-coin)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Greeks Depth | |||||
| 1st-Order Greeks (delta, gamma, theta, vega, rho) | ✓ | ✓ | ✓ | ✓ | ✓ |
| 2nd-Order Greeks (8 types incl. vanna, charm, vomma) | ✓ | ✗ | ✗ | ✗ | ✗ |
| 3rd-Order Greeks (11 types incl. speed, zomma, ultima) | ✓ | ✗ | ✗ | ✗ | ✗ |
| 4th-Order Greeks (10 types incl. instability, echo, aurora) | ✓ | ✗ | ✗ | ✗ | ✗ |
| 5 Proprietary Strike-Surface Greeks | ✓ | ✗ | ✗ | ✗ | ✗ |
| 22 Cross-Greek Ratios (5 tiers, convexity through efficiency) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Cohort-Level Liquidity-Weighted Greek Aggregation (28 cohorts) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Volatility Surface Analytics | |||||
| Implied Volatility (per option + per cohort) | ✓ | ✓ | ✓ | ✓ | ✓ |
| Risk Reversal, Butterfly, Deep OTM Skew | ✓ | ✓ | ✗ | ✗ | ✗ |
| Skew Velocity, Elasticity, Contagion DetectionNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Coin-Level Vol Surface (127 columns)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Variance Risk Premium (3 RV windows + regime + percentiles)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Realized Volatility (7d/30d/90d) | ✓ | ✓ | ✓ | ✓ | ✗ |
| Vol Lifecycle State Machine (6 phases)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| RV Stress, Breach Rate, Volatility of VolatilityNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Gamma Carry P&L (gamma vs theta)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Cross-Asset IV Relative Value vs BTC (per tenor)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Spot-Vol Asymmetry and Behavioral RegimeNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| GEX and Gamma Pinning Analytics | |||||
| Gamma Exposure (GEX) by Strike | ✓ | ✗ | ✗ | ✓ | ✓ |
| Taker-Flow Corrected GEX (actual dealer sign)NEW | ✓ | ✗ | ✗ | ✓ | ✗ |
| Magnetic Strike Identification (top 3) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Pinning Zone, Breakout Levels, Gamma Flip | ✓ | ✗ | ✗ | ✗ | ✗ |
| Stability, Persistence, Confidence Scores | ✓ | ✗ | ✗ | ✗ | ✗ |
| IV Momentum at Gamma StrikesNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Scenario Detection + Trade Structure RecommendationNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Outcome Validation (magnet hit rate vs max pain)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Trade Tape and Flow Intelligence | |||||
| Options Trade Tape (direction, IV, size classification)NEW | ✓ | ✗ | ✓ | ✗ | ✓ |
| Block Trade Detection (institutional OTC)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Combo Strategy Parsing (spread, straddle, condor...)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Futures Trade Tape (perpetual + dated)NEW | ✓ | ✗ | ✓ | ✗ | ✓ |
| Liquidation Flags (maker/taker/both)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Execution Slippage AnalysisNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Flow Intelligence (~71 cols, coming Q2)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Volume Thermography | |||||
| Strike x Time Volume Heatmap (call/put USD split)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| 12-Greek Overlay Per Strike-Time BinNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Per-Strike Greek Time Series (10 Greeks + IV)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Latest Volume Snapshot by StrikeNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Per-Strike OI Time Series (call/put USD)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Strike OI + Net GEX Decomposed by ExpirationNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Positioning and OI Analytics | |||||
| Open Interest by Cohort (46 columns) | ✓ | ✗ | ✓ | ✓ | ✓ |
| OI Velocity (1h/24h changes, acceleration)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| OI Concentration (HHI) and Warning SystemNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Volume Positioning by Strike | ✓ | ✗ | ✓ | ✓ | ✓ |
| Market Context (46 cols, coming Q2)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Liquidity Intelligence | |||||
| Bid-Ask Spread and Order Book Depth | ✓ | ✗ | ✗ | ✗ | ✗ |
| Composite Liquidity Score (0-100) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Cohort Liquidity Grade (A through F) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Usable Liquidity (within execution tolerance)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Liquidity Velocity + Draining AlertsNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Book Imbalance Score (directional pressure)NEW | ✓ | ✗ | ✗ | ✗ | ✗ |
| Cohort Intelligence and Change Detection | |||||
| 28-Cohort Tier Tracking (Moneyness x Expiry) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Capital Rotation Detection Between Cohorts | ✓ | ✗ | ✗ | ✗ | ✗ |
| Volatility Regime Auto-Classification | ✓ | ✗ | ✗ | ✗ | ✗ |
| Convexity Breakdown Warning | ✓ | ✗ | ✗ | ✗ | ✗ |
| Regime Change Probability Scoring | ✓ | ✗ | ✗ | ✗ | ✗ |
| Derived Analytics | |||||
| Independent Black-Scholes Pricing | ✓ | ✓ | ✗ | ✗ | ✗ |
| Implied Risk-Free Rate | ✓ | ✓ | ✗ | ✗ | ✗ |
| Per-Option Reliability Score (0-100) | ✓ | ✗ | ✗ | ✗ | ✗ |
| Reality vs Fiction: Mark vs BS Divergence | ✓ | ✗ | ✗ | ✗ | ✗ |
| Surface Quality Tier (per cohort + per coin) | ✓ | ✗ | ✗ | ✗ | ✗ |
| 100+ Suggested Calculations with LaTeX FormulasNEW | ✓ | ✗ | ✗ | ✗ | ✗ |
* All data sourced from Deribit exchange. Full API access on every tier, including Free. No sales calls. No seat-based pricing. 915+ fields of computed intelligence per snapshot, not raw exchange data passthrough. View pricing →