Unusual Crypto Options Activity Scanner — BTC/ETH Options Flow
Pricing
$5.00 / 1,000 results
Unusual Crypto Options Activity Scanner — BTC/ETH Options Flow
Scan BTC and ETH options on Deribit and surface unusual options activity — contracts trading on abnormal volume versus open interest, big-premium prints, and net call/put sentiment. The crypto-market version of unusual options flow scanning.
Pricing
$5.00 / 1,000 results
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0xGollum
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8 hours ago
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Unusual Crypto Options Activity Scanner 📈
Give it BTC and/or ETH and get the option contracts that are actually being traded today on abnormal volume — the fresh, big-money positioning that raw option chains bury. The crypto-market version of unusual options flow scanning.
What "unusual" means here
An option chain is thousands of rows. Almost all of it is noise. What matters is the handful of contracts where today's volume is far bigger than the open interest that was already there — that means new positions are being opened right now, not old ones being closed. Layer on the dollar premium behind the trade, and you get the same signal the "unusual options activity" services sell for equities: where the smart money is quietly building.
This actor turns a raw Deribit option book into that signal. For each currency it pulls every option contract, then keeps only the ones that clear three gates at once:
- Liquidity — traded at least
min_volumecontracts today (1 contract = 1 unit of the underlying, e.g. 1 BTC). - Fresh positioning — today's volume is at least
min_vol_oi_ratio× the standing open interest (contracts with no prior open interest qualify on volume alone). - Real money — estimated premium traded in USD is at least
min_premium_usd.
Data source
Deribit is the dominant crypto options exchange — BTC/ETH options volume and open interest concentrate there far more than any competitor. Its public API needs no key: one call per currency (get_book_summary_by_currency) returns volume, open interest and price for every strike/expiry at once, plus a second lightweight call for the current USD index price used to convert premiums.
What you get
Two kinds of rows in one dataset:
contract rows — each unusual contract found:
| Field | Description |
|---|---|
| currency | Underlying (BTC or ETH) |
| option_type | call or put |
| strike / expiry | Contract strike and expiration date |
| spot | Underlying USD price at scan time |
| moneyness | ITM / ATM / OTM relative to spot |
| volume | Contracts traded today |
| open_interest | Contracts outstanding before today |
| vol_oi_ratio | Volume ÷ open interest (how fresh the positioning is) |
| last_price_usd | Last traded contract price, converted to USD |
| premium_usd | Estimated dollar premium traded |
| implied_volatility | Deribit's mark IV for the contract, when priced |
| unusual_score | Sortable blend of ratio and premium — biggest signals on top |
sentiment rows — one summary per currency: net call vs put premium across its unusual contracts, labelled BULLISH, BEARISH or MIXED. This is the headline read — is the unusual flow leaning up or down?
Rows are sorted with the strongest unusual_score first, and the per-currency sentiment summaries are always included.
Nothing unusual = never billed. You only pay for runs that actually return signals.
