Deribit Options Monitor (BTC & ETH)

Deribit Options Monitor

Collect the live BTC and ETH options board from Deribit: strikes, expiries, greeks, implied volatility, mark prices, open interest and 24-hour volume in one unified record per instrument. Dated futures and the perpetual are available through the same input.

Typical uses

• Volatility dashboards: chart the implied-volatility surface and term structure for BTC or ETH, refreshed on a schedule.
• Options flow research: compare open interest, volume and 24-hour mark moves across strikes to find unusual positioning.
• Risk monitoring: watch a strike/expiry watchlist and get a Telegram digest when implied volatility or a 24-hour move crosses your threshold.
• Backtest inputs: snapshot the board at regular intervals and replay the greeks and IV history offline.

How it works

1. Pick a currency (BTC or ETH) and an instrument kind (option, dated future or perpetual).
2. The Actor reads the instrument list, keeps the expiry window you asked for and ranks the rest nearest-expiry first, then closest-to-the-money (anchored on the perpetual's index price).
3. One ticker per selected instrument is added: mark price, mark/bid/ask IV, greeks, best bid/ask, last price, index price, open interest, 24-hour volume and 24-hour change.
4. Rows are saved to the dataset (JSON, CSV or Excel) and summarised in the OUTPUT record, with an optional Telegram digest.

Quick start

{"currency": "BTC", "kind": "option", "expiryWithinDays": 30, "maxInstruments": 20}

An empty run returns a small 5-instrument sample (the options expiring soonest and closest to the money) and says so in the status message and OUTPUT (usedExample: true). Raise maxInstruments (up to 500) for the full board, or list exact instrument names:

{"watchlist": ["BTC-26MAR27-150000-C", "BTC-26MAR27-140000-P"]}

Input

Name	Type	Default	What it does
currency	string	BTC	Underlying to list: BTC or ETH.
kind	string	option	option, future (dated futures), or perpetual.
expiryWithinDays	integer	30	Keep instruments expiring within this many days; 0 = no window. Ignored with a watchlist.
maxInstruments	integer	60	How many instruments to return, ranked nearest-expiry and closest-to-the-money first (up to 500). One ticker request per instrument.
watchlist	array	[]	Optional explicit instrument names, e.g. ["BTC-26MAR27-150000-C"]. Overrides the expiry window and ranking.
alertIvPct	number	150	Instruments with implied volatility at or above this percent go into the Telegram digest.
alertMovePct	number	25	Instruments with a 24h price change at or above this percent go into the same digest (symmetric).
telegramChatId	string	empty	Chat for the digest; requires the TELEGRAM_BOT_TOKEN secret environment variable.
requestDelaySecs	number	0.1	Pause between instruments.

Output

One dataset record per instrument: recordKey, source, kind, currency, instrumentName, optionType, strike, settlementPeriod, isActive, tickSize, minTradeAmount, expirationAt, daysToExpiry, markPrice, markPriceUsdImplied, markIv/bidIv/askIv, delta/gamma/vega/theta/rho, bestBidPrice/bestAskPrice/lastPrice, indexPrice, openInterest, volume24h/volume24hUsd, priceChange24hPct, funding8h (perpetuals), sourceUrl, collectedAt.

{"recordKey":"deribit:BTC-26MAR27-150000-C","source":"deribit","kind":"option","currency":"BTC","instrumentName":"BTC-26MAR27-150000-C","optionType":"call","strike":150000,"daysToExpiry":198,"markPrice":0.0021,"markPriceUsdImplied":2091.6,"markIv":64.2,"bidIv":63.4,"askIv":65.1,"delta":0.42,"gamma":0.000004,"vega":118.4,"theta":-11.2,"openInterest":1240.5,"volume24h":18.7,"collectedAt":"2026-09-06T09:41:55Z"}

The run summary (KeyValue store OUTPUT) reports coverage counters, whether the run was the empty-input sample, the alert digest, and warnings (unmatched watchlist entries, a missing index anchor).

Pricing

Pay per result:

• $0.005 actor start (one start event per GB of memory; the default 512 MB run is one start event).
• $0.004 per delivered instrument record.

Worked costs: the empty-input 5-instrument sample is about $0.025; a 20-instrument board about $0.085; the full 60-instrument default board about $0.245. Only delivered rows are charged.

FAQ

How fresh is the data? Each run reads live tickers for the selected board at run time; nothing is cached between runs.

How is the board selected? By default, the instruments expiring soonest and closest to the money (anchored on the perpetual's index price), or give an explicit watchlist.

Why are some USD marks derived? Options are inverse contracts quoted in BTC/ETH, so each row's USD mark is implied from its own index leg and labeled as such. Deep out-of-the-money options can legitimately mark at the minimum tick (a real value, not missing data).

What happens with an unknown instrument name? It is reported in the run warnings; matched entries continue normally. A watchlist that matches nothing ends as a labelled empty run.

What about the Telegram alert? It is optional and own-use only: set telegramChatId and add TELEGRAM_BOT_TOKEN as a secret environment variable. A failed or skipped send is a warning, never a failed run.

Can I run it on a schedule? Yes — that is the main use case. Use a small watchlist or expiryWithinDays window for frequent snapshots.

Support

For support, contact Apify support and include the Actor run ID.