# Deribit Options Monitor (`barefoot_grade/deribit-options-monitor`) Actor

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.

- **URL**: https://apify.com/barefoot_grade/deribit-options-monitor.md
- **Developed by:** [Philip Kirkbride](https://apify.com/barefoot_grade) (community)
- **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

from $4.00 / 1,000 results

This Actor is paid per event. You are not charged for the Apify platform usage, but only a fixed price for specific events.

Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-event

## What's an Apify Actor?

An Actor is a serverless cloud program that runs on the Apify platform. It has two run modes.
In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours,
and optionally produces a well-defined JSON output, datasets with results, or files in key-value store.
In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server.

Apify vocabulary and the platform model are defined once, in the agent quickstart at https://apify.com/agents.md.

## How to integrate an Actor?

If asked about integration, you help developers integrate Actors into their projects.
You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready.

Do not guess an integration path. Every one of them is in the agent quickstart at https://apify.com/agents.md: the Apify MCP server, Agent Skills with the Apify CLI, the JavaScript and Python clients, the REST API, and the account-free path for an agent with no human to sign in. It also carries the rule on stating cost before the first paid run.

For examples already wired to this Actor's own input schema, see the [API](#api) section below.

Each client library has reference documentation the quickstart does not restate: [JavaScript/TypeScript](https://docs.apify.com/api/client/js/docs.md) (`npm install apify-client`) and [Python](https://docs.apify.com/api/client/python/docs.md) (`pip install apify-client`).

# README

## Deribit Options Monitor

### 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:

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

### 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). |
| `watchlist` | array | `[]` | Optional explicit instrument names, e.g. `["BTC-26MAR27-150000-C"]`. |
| `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`.

Example record:

```json
{"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.

# Actor input Schema

## `currency` (type: `string`):

Deribit underlying to list: BTC or ETH.

## `kind` (type: `string`):

option = the options board (default); future = dated futures; perpetual = the currency's perpetual (the API reports futures and perpetuals as one kind=future list, split on settlement_period).

## `expiryWithinDays` (type: `integer`):

Only keep instruments expiring within this many days (0 = no window). Ignored when a watchlist is given.

## `maxInstruments` (type: `integer`):

How many instruments get a live ticker, ranked nearest-expiry first then closest-to-the-money first (the perpetual's index price is the ATM anchor). One ticker request per instrument.

## `watchlist` (type: `array`):

Optional instrument names, case-insensitive (e.g. BTC-26MAR27-150000-C). Overrides the expiry window and board ranking; entries are validated against the listed instruments of the chosen currency and kind (an unknown name would 400 its ticker call).

## `alertIvPct` (type: `number`):

Options whose implied volatility (mark_iv) is at or above this percent go into the Telegram digest (when telegramChatId and the TELEGRAM_BOT_TOKEN secret environment variable are configured).

## `alertMovePct` (type: `number`):

Instruments whose 24h price change magnitude is at or above this percent go into the same digest. The threshold is symmetric: dumps count like pumps.

## `telegramChatId` (type: `string`):

Optional Telegram chat id for the IV/move alert. Requires the TELEGRAM_BOT_TOKEN secret environment variable; the bot token is never an input. A failed or skipped send is a warning, never a failed run.

## `requestDelaySecs` (type: `number`):

Polite pause between the per-instrument ticker calls (one request per selected instrument; a default run is ~60).

## Actor input object example

```json
{
  "currency": "BTC",
  "kind": "option",
  "expiryWithinDays": 30,
  "maxInstruments": 60,
  "watchlist": [],
  "alertIvPct": 150,
  "alertMovePct": 25,
  "requestDelaySecs": 0.1
}
```

# Actor output Schema

## `results` (type: `string`):

No description

## `summary` (type: `string`):

No description

# API

You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.

## JavaScript example

```javascript
import { ApifyClient } from 'apify-client';

// Initialize the ApifyClient with your Apify API token
// Replace the '<YOUR_API_TOKEN>' with your token
const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

// Prepare Actor input
const input = {
    "currency": "BTC",
    "kind": "option",
    "expiryWithinDays": 30,
    "maxInstruments": 60,
    "watchlist": [],
    "alertIvPct": 150,
    "alertMovePct": 25,
    "telegramChatId": "",
    "requestDelaySecs": 0.1
};

// Run the Actor and wait for it to finish
const run = await client.actor("barefoot_grade/deribit-options-monitor").call(input);

// Fetch and print Actor results from the run's dataset (if any)
console.log('Results from dataset');
console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`);
const { items } = await client.dataset(run.defaultDatasetId).listItems();
items.forEach((item) => {
    console.dir(item);
});

// 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs

```

## Python example

```python
from apify_client import ApifyClient

# Initialize the ApifyClient with your Apify API token
# Replace '<YOUR_API_TOKEN>' with your token.
client = ApifyClient("<YOUR_API_TOKEN>")

# Prepare the Actor input
run_input = {
    "currency": "BTC",
    "kind": "option",
    "expiryWithinDays": 30,
    "maxInstruments": 60,
    "watchlist": [],
    "alertIvPct": 150,
    "alertMovePct": 25,
    "telegramChatId": "",
    "requestDelaySecs": 0.1,
}

# Run the Actor and wait for it to finish
run = client.actor("barefoot_grade/deribit-options-monitor").call(run_input=run_input)

# Fetch and print Actor results from the run's dataset (if there are any)
print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}")
for item in client.dataset(run.default_dataset_id).iterate_items():
    print(item)

# 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start

```

## CLI example

```bash
echo '{
  "currency": "BTC",
  "kind": "option",
  "expiryWithinDays": 30,
  "maxInstruments": 60,
  "watchlist": [],
  "alertIvPct": 150,
  "alertMovePct": 25,
  "telegramChatId": "",
  "requestDelaySecs": 0.1
}' |
apify call barefoot_grade/deribit-options-monitor --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,barefoot_grade/deribit-options-monitor"
        }
    }
}
```

The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer <APIFY_API_TOKEN>` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations).

## OpenAPI specification

Download the OpenAPI definition: https://api.apify.com/v2/actors/aX3YHwVIVZDgyNXue/builds/ffD6OKcmDNvXoigji/openapi.json