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The Deepest Crypto-Derivatives Intelligence Available

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

28
endpoints
934
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
  • 18+ months of R&D
  • Historical data backfill
  • Infrastructure + upkeep
$400K+/yr

Ships ~2028

Cayo Largo API

  • All 28 endpoints, live
  • 934 fields, every 10 min
  • Full historical data access
  • Zero infra to maintain
$57.6K/yr

Live today

You save $300K+/year, and start today, not in 2028.

Running since September 2025 at 99.99% monthly uptime.

Recommended
AlphaLaunch Rate

Generate edge

$4,800/mo

$57.6K/year · save $14.4K

Launch rate locked for 24 months from sign-up.

Contact Sales
Everything in Pro, plus:
10-minute sampling (144 snapshots/day)
Full history to table inception
10,000 rows per request, 50,000 req/day
28 endpoints, 934 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, 4h SLA
Guided onboarding + dedicated integration call
ProLaunch Rate

Research with confidence

$2,000/mo

$24K/year · save $6K

Launch rate locked for 24 months from sign-up.

Contact Sales
The complete research toolkit:
1-hour sampling (24 snapshots/day)
6-month history, 500 rows per request
5,000 API requests per day
28 endpoints, 566 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)
Email support, 24h response

All prices in USD. Annual plans billed upfront for the full period. Monthly plans cancel anytime. Launch rates locked for 24 months from sign-up.
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

Pro vs Alpha

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

FeatureAlphaPro
Resolution and Access
Sampling interval10 minutes1 hour
History depthFull (inception)6 months
Max rows / request10,000500
Rate limit (req/day)50,0005,000
Fields accessible934566
Instruments and Marketdata
Instruments (all 3)FullFull
Spot index rates+ 1-min returns+ 10-min returns
Options marketdata+ delivery est.+ Greeks + bid/ask
Futures marketdata+ delivery est.+ bid/ask + 8h funding
Spot marketdataFull+ bid/ask depth
Greeks
Greeks snapshot+ 3rd/4th order (20 cols)37 Greeks + BS pricing
Greek ratiosAll 22 ratios (5 tiers)Convexity + vol regime
Cohort Greeks+ 3rd/4th order + sums2nd order + liquidity
Cohort Greek ratiosAll cross-deriv ratiosConvexity + vol regime
Volatility
Vol surface (127 cols)All 127 columnsSkew + RV + VRP + carry
Lifecycle phase+ confidence + durationPhase name only
Cross-asset relative value17 cols (NULL for BTC)
Term structureAll 21 Alpha cols+ momentum + percentiles
Skew analytics+ velocity + tail-body+ deep OTM + normalized
GEX and Gamma Pinning
GEX strikes (59 cols)+ taker-flow + 15 surface Greeks+ call/put GEX + IV + concentration
GEX pinning (81 cols)+ scores + IV momentum + scenarios+ zones + breakouts + gamma regime
GEX outcomes+ stability/confidence buckets+ zone analysis + convergence
Trades and Flow
Options trades+ blocks + combos + liquidation+ USD value + size bucket + IV
Futures trades+ blocks + liquidation + slippage+ USD value + size bucket
Flow intelligenceca. 71 cols (coming Q3)
Positioning
OI positioning (46 cols)+ velocity + HHI + warnings+ call/put split + momentum
Volume positioningFull+ call/put split
Market context46 cols (coming Q3)
Liquidity
Options liquidity+ book values + imbalance+ bid/ask + Greeks + moneyness
Cohort liquidity (57 cols)+ usable liq + velocity + warnings+ grade + book totals + volume
Support
Support channelDirect founder accessEmail
Expected Response24 hours48 hours
OnboardingScheduled 1:1: call supportScheduled 1:1 call support
Consultations2h free of charge1h free of charge

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.

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.