Crypto Futures Term Structure — Contango Backwardation Deribit
Pricing
Pay per usage
Crypto Futures Term Structure — Contango Backwardation Deribit
Tracks BTC/ETH futures curve on Deribit: contango or backwardation, basis %, implied APR per expiry. No API key. $0.005/run.
Pricing
Pay per usage
Rating
0.0
(0)
Developer
Hojun Lee
Maintained by CommunityActor stats
0
Bookmarked
2
Total users
1
Monthly active users
5 days ago
Last modified
Categories
Share
Crypto Futures Term Structure
Tracks BTC and ETH futures curves on Deribit: contango vs backwardation, basis %, and implied APR per delivery date. Professional-grade market structure signal. No API key.
What Is Term Structure?
The futures term structure shows how the price of futures contracts changes across different expiry dates:
- Contango (futures > spot): market is bullish, traders pay premium for future delivery
- Backwardation (futures < spot): market expects lower prices, or high demand for spot
Implied APR = the annualized return you'd earn by buying spot and shorting a futures contract (cash-and-carry trade).
Output Fields
Per dated future:
| Field | Description |
|---|---|
basis_pct | (Futures - Spot) / Spot × 100 |
implied_apr_pct | Annualized basis (cash-and-carry APR) |
days_to_expiry | Calendar days until settlement |
structure | contango / backwardation / flat |
Summary per currency:
overall_structure— dominant market structureavg_basis_pct— weighted average basis across all futures
Pricing
$0.005 flat per run.