Pricing

Everyone Prices the Surface. We Read What's Positioned Underneath It.

The analytics layer between raw Deribit data and your trading decisions. Built for vol desks, market makers, and quant research teams.

26
endpoints
1086
fields
6
coins
10min
cadence

You've seen the intelligence in the charts. The API delivers it all as a data stream, directly into your models and risk systems.

Build it in-house

  • 3 senior quants at ~$120K
  • 18+ months of R&D
  • Historical data backfill
  • Infrastructure + upkeep
$400K+/yr

Ships ~2028

Cayo Largo API

  • All 26 endpoints, live
  • Up to 1,086 fields, every 10 min
  • Historical data included
  • Zero infra to maintain
from $7.8K/yr

Live today

Same data, in production today, for less than one quant's first quarter.

Running since September 2025 at 99.99% monthly uptime.

Annual billing applies to Pro and Alpha. Core is a flat $650/mo, month to month.

Core

Start with the data

$650/mo

$7.8K/year at this rate

Month to month. Cancel anytime.

Priced to clear a single signature, not a procurement cycle.

Contact Sales
The essentials, on every coin:
4-hour sampling (6 snapshots/day)
3-month history, 1,000 rows per request
10,000 API requests per day
All 26 endpoints, base field set (542 fields)
All 6 coins: BTC, ETH, SOL, XRP, AVAX, TRX
First-order Greeks (delta, gamma, vega, theta, rho)
ATM implied volatility + 25-delta skew
Term structure IV curve across tenors
Net GEX per strike, magnetic strike, gamma flip
Open interest and volume per strike
Raw options and futures trade tape
Direct founder access, 2 business days
Secure direct line: Signal or Telegram Secret Chat
60-min guided setup call (video)
Python SDK + starter notebook
1h quant session every month (video)
Pro

Research with confidence

$2,000/mo

$24K/year · save $6K

This rate is locked for 24 months from sign-up, on both billing cycles.

Contact Sales
The complete research toolkit:
1-hour sampling (24 snapshots/day)
6-month history, 5,000 rows per request
50,000 API requests per day
26 endpoints, 660 fields
37 Greeks + Black-Scholes pricing per option
7 emergency + convexity ratios
Second-order cohort Greeks (vanna, charm, vomma)
Full term structure with momentum + percentiles
All skew metrics (deep OTM, normalized, momentum)
VRP across 3 RV windows + percentiles + z-score
RV stress, breach, VoV, gamma carry regimes
Surface quality + execution recommendation
Full GEX landscape: OI split, concentration, IV context
Pinning zones, breakout levels, gamma flip, regime
Top 3 magnetic strikes with dominance classification
USD-normalized trades + WHALE/LARGE/MEDIUM buckets
IV at execution, mark price, execution quality
Call/put OI split + momentum + positioning signal
Bid/ask prices, Greeks, moneyness, execution costs
Cohort liquidity grade (A through F)
Direct founder access, 1 business day
Secure direct line: Signal or Telegram Secret Chat
60-min integration session (video)
Python SDK + starter notebook
2h quant sessions every month (video)
Recommended
Alpha

Generate edge

From$4,800/mo

Quoted by scope: coin coverage, history depth, redistribution rights.

This rate is locked for 24 months from sign-up, on both billing cycles.

Contact Sales
Everything in Pro, plus:
10-minute sampling (144 snapshots/day)
Full history to table inception
10,000 rows per request, unlimited daily calls
26 endpoints, 1086 fields
Vol surface: all 127 columns
Cross-asset relative value vs BTC (17 cols, per tenor)
Dynamic signals: spot-vol asymmetry, behavioral regime
RV contamination detection + shock rollout countdown
Skew intelligence: elasticity, contagion, velocity
Lifecycle confidence + compression duration (days)
Skew velocity regime + tail-body analytics
Taker-flow corrected GEX (55-60 pct of heuristic is wrong)
9 proprietary strike-surface Greeks (dual_gamma through aurora)
Stability + persistence + confidence scores
IV momentum at gamma strikes + scenario detection
Breakout acceleration (surface vanna + lightning)
Block trade detection (institutional OTC flow)
Combo parsing (strategy reconstruction from legs)
Liquidation flags + execution slippage
OI velocity (1h changes, acceleration)
Concentration (HHI), fragility, warning system
Usable liquidity (within execution tolerance)
Imbalance score, velocity tracking, draining alerts
Third + fourth-order cohort Greeks (speed, zomma, chronomma)
All 22 Greek ratios (5 tiers, convexity through efficiency)
Direct founder access, 4 business hours
Secure direct line: Signal or Telegram Secret Chat
Guided integration programme
Python SDK + notebook built to your use case
3h quant sessions every month (video)

Test it on your own book first

30-Day Pilot

$2,500 for 30 days of full Alpha access. One-time, not a subscription, and credited in full against an annual contract if you continue.

Your quants pull real data into their own notebooks and test it against positions you actually hold, before anyone commits to a multi-year contract.

Start a 30-Day Pilot

All prices in USD. Core is billed monthly and cancels anytime. Annual plans are billed upfront for the full period. Pro and Alpha rates are locked for 24 months from sign-up. Alpha is quoted per deal from the floor shown.
Sold B2B only. KYB review on every account.

See the data before you subscribe

30+ live charts spanning vol surface, GEX strikes, term structure, and Greeks: updated every 10 minutes, delayed 4 hours. No signup required. The fastest way to understand what you would receive in real time.

Need a custom solution?

Dedicated infrastructure, custom endpoints, bulk historical exports, or white-label integration: we build to spec.

Contact The Founder

Compare

Core vs Pro vs Alpha

26 endpoints across 10 domains. Every field computed, documented, and formula-backed.

Want it field by field? See all 1086 fields and which tier reads each one.

FeatureCoreProAlpha
Resolution and Access
Sampling interval4 hours1 hour10 minutes
History depth3 months6 monthsFull (inception)
Max rows / request1,0005,00010,000
Requests per day10,00050,000Unlimited (fair use)
Burst limit (req/min)1205002,000
Fields accessible5426601086
Instruments and Marketdata
Instruments (all 3)FullFullFull
Spot index ratesSpot only+ 10-min returns+ 1-min returns
Options marketdataMark + IV+ Greeks + bid/ask+ delivery est.
Futures marketdataMark + basis+ bid/ask + 8h funding+ delivery est.
Spot marketdataClose only+ bid/ask depthFull
Greeks
Greeks snapshotFirst-order (5)37 Greeks + BS pricing+ 3rd/4th order (20 cols)
Greek ratiosConvexity + vol regimeAll 22 ratios (5 tiers)
Cohort GreeksFirst-order2nd order + liquidity+ 3rd/4th order + sums
Cohort Greek ratiosConvexity + vol regimeAll cross-deriv ratios
Volatility
Vol surface (127 cols)ATM IV + skewSkew + RV + VRP + carryAll 127 columns
Lifecycle phasePhase name only+ confidence + duration
Cross-asset relative value17 cols (NULL for BTC)
Term structureTenor IV curve+ momentum + percentilesAll 21 Alpha cols
Skew analytics25-delta skew+ deep OTM + normalized+ velocity + tail-body
GEX and Gamma Pinning
GEX strikes (59 cols)Net GEX per strike+ call/put GEX + IV + concentration+ taker-flow + 15 surface Greeks
GEX pinning (81 cols)Magnetic strike + flip+ zones + breakouts + gamma regime+ scores + IV momentum + scenarios
GEX outcomes+ zone analysis + convergence+ stability/confidence buckets
Trades and Flow
Options tradesRaw tape+ USD value + size bucket + IV+ blocks + combos + liquidation
Futures tradesRaw tape+ USD value + size bucket+ blocks + liquidation + slippage
Flow intelligenceca. 71 cols, forthcoming
Positioning
OI positioning (46 cols)OI per strike+ call/put split + momentum+ velocity + HHI + warnings
Volume positioningVolume per strike+ call/put splitFull
Market context46 cols, forthcoming
Liquidity
Options liquidity+ bid/ask + Greeks + moneyness+ book values + imbalance
Cohort liquidity (57 cols)+ grade + book totals + volume+ usable liq + velocity + warnings
Support
Support channelFounder directFounder directFounder direct, priority
Secure direct lineSignal / Telegram SecretSignal / Telegram SecretSignal / Telegram Secret
Expected response2 business days1 business day4 business hours
Onboarding60-min session (video)60-min session (video)Integration programme
Python SDK + notebookIncludedIncludedBuilt to your use case
Quant sessions (video)1h every month2h every month3h every month

When Core?

Core covers all 6 coins and all 26 endpoints at 4-hour resolution: first-order Greeks, ATM implied volatility and 25-delta skew, net GEX per strike, open interest, and the raw trade tape.

Enough to wire our data into your stack and see whether it moves your numbers, without putting a five-figure contract through procurement to find out.

Built for: first integrations, single desks, independent researchers.

When Pro?

Pro gives you 37 Greeks per option, full skew analytics, GEX landscape, and USD-normalized trade flow: the complete research toolkit at 1-hour resolution.

If you are building models, backtesting strategies, or monitoring positions on a daily cadence, Pro delivers everything you need without paying for intraday signal layers.

Built for: quant researchers, risk analysts, portfolio monitoring.

Why Alpha?

Alpha is where the proprietary signals live. Taker-flow corrected GEX (55-60 pct of heuristic GEX is wrong). Vol lifecycle state machine with confidence scoring. Cross-asset relative value across tenors. Skew contagion and elasticity detection.

These endpoints consume the entire ORIA pipeline and require 10-minute resolution with full history. They cannot be downsampled without destroying the signal.

Built for: trading desks, systematic strategies, real-time risk systems.