All pages on the Cayo Largo crypto options analytics platform. 28 pages across 5 categories.
Last updated: 2026-08-14
Central hub for crypto options volatility intelligence: IV regimes, skew dynamics, term structure, carry, and lifecycle state detection across BTC, ETH, SOL, XRP.
IV vs RV divergence analysis with variance risk premium z-scores. Identifies when implied volatility overprices or underprices actual realized moves.
Put-call skew across tenors for crypto options. Tracks directional bias in the options market and skew regime changes.
IV term structure across expiries. Detects inversions, contango, backwardation, and roll dynamics in crypto options.
Full skew surface across strike and expiry dimensions. Heatmap and 3D views of put-call skew deformation.
Theta-to-gamma carry ratios across the volatility surface. Identifies where selling options pays well and where gamma exposure is cheap.
State machine classifying whether the vol surface is in compression, expansion, dislocation, or mean-reversion phase with confidence scoring.
IV spreads, skew divergence, and gamma efficiency across coins vs BTC per tenor. Identifies where to deploy vol capital when surfaces disagree.
37 Greeks computed per option contract. Delta, Gamma, Theta, Vega, Charm, Vanna, Volga, Speed, Color, and 28 higher-order sensitivities.
Summary view of Greek exposures across the options surface. Aggregate delta, gamma, vega, and theta by coin and expiry.
Spatial mapping of Greek values across strike-expiry space. Visual identification of Greek concentration zones.
Breakdown of aggregate Greeks by moneyness bucket and expiry tier. Identifies which cohorts drive surface-level Greek exposure.
Interactive exploration of individual Greek behaviors across strikes, expiries, and market conditions.
Time-series tracking of Greek ratios and tier-level shifts. Monitors Greek regime transitions over time.
Interactive 3D implied volatility surface for crypto options. Explore the full strike-expiry IV landscape with real-time Deribit data.
Strike-level heatmaps of open interest, volume, and Greek exposure. Visual scan of where activity concentrates across the options chain.
Taker-flow corrected GEX (Gamma Exposure) analysis. Flip levels, suppression zones, magnetic strikes, and breakout acceleration points. Corrects 55-60 pct of heuristic GEX errors.
Deep out-of-the-money options activity analysis. Detects unusual positioning in tail strikes that may signal hedging or speculative bets.
Crypto options expiration dates and notional exposure by expiry. Tracks upcoming settlement events and their potential market impact.
Compare Cayo Largo data coverage, update frequency, and field depth against other crypto options data providers.
26 endpoints, 1,086 fields. Full ORIA pipeline output queryable via REST API: Greeks, vol surface, GEX, flow intelligence, activity signals, trade conditions.
Quick start guide for the Cayo Largo crypto options data API. Authentication, rate limits, response format, and first API call.
Pre-built query recipes for common crypto options analytics use cases: surface snapshots, Greek exposure scans, flow summaries.
Version history and release notes for the Cayo Largo crypto options data API.
Subscription tiers for Cayo Largo crypto options analytics: preview delayed data, Pro real-time access, and Alpha full API.
Get in touch with the Cayo Largo team. Questions about crypto options data, API integration, or enterprise licensing.
How Cayo Largo handles user data, cookies, and privacy protections.
Terms and conditions for using the Cayo Largo crypto options analytics platform and API.