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Deribit Options Monitor

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Deribit Options Monitor

Deribit Options Monitor

Collect the live BTC and ETH options board from Deribit in one run: strike, expiry, option type, greeks, implied volatility, mark price, open interest and 24h volume, plus futures and perpetuals. Filter by expiry window or a watchlist. Every run returns a fresh snapshot.

Pricing

from $4.00 / 1,000 results

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Developer

Philip Kirkbride

Philip Kirkbride

Maintained by Community

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0

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2

Total users

1

Monthly active users

2 days ago

Last modified

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Quick Start

Collect the live BTC and ETH options board from Deribit: strikes, expiries, greeks, implied volatility, and prices in one unified record. Use it for options dashboards, term-structure analysis, and volatility alerts. Start with this minimal input:

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

Input

NameTypeDefaultWhat it does
currencystringBTCUnderlying to list: BTC or ETH.
kindstringoptionoption, future (dated futures), or perpetual.
expiryWithinDaysinteger30Keep instruments expiring within this many days; 0 = no window. Ignored with a watchlist.
maxInstrumentsinteger60How many instruments to return, ranked nearest-expiry and closest-to-the-money first (up to 500).
watchlistarray[]Optional explicit instrument names, e.g. ["BTC-26MAR27-150000-C"].
alertIvPctnumber150Instruments with implied volatility at or above this percent go into the Telegram digest.
alertMovePctnumber25Instruments with a 24h price change at or above this percent go into the same digest (symmetric).
telegramChatIdstringemptyChat for the digest; requires the TELEGRAM_BOT_TOKEN secret environment variable.
requestDelaySecsnumber0.1Pause 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.

Example record:

{"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, the alert digest, and warnings (unmatched watchlist entries, a missing index anchor).

FAQ

How fresh is the data? Each run reads live tickers for the selected board at run time.

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.

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