Crypto Futures Term Structure — Contango Backwardation Deribit avatar

Crypto Futures Term Structure — Contango Backwardation Deribit

Pricing

Pay per usage

Go to Apify Store
Crypto Futures Term Structure — Contango Backwardation Deribit

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

Hojun Lee

Maintained by Community

Actor stats

0

Bookmarked

2

Total users

1

Monthly active users

2 days ago

Last modified

Categories

Share

Crypto Futures Term Structure

Tracks BTC and ETH futures term structure on Deribit: curve contango vs backwardation, basis %, and implied APR per futures expiry. Professional-grade market structure signal.

Keywords: futures term structure, curve contango, futures expiry tracker, Deribit term structure, BTC ETH futures curve, implied APR per expiry


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:

FieldDescription
basis_pct(Futures - Spot) / Spot × 100
implied_apr_pctAnnualized basis (cash-and-carry APR)
days_to_expiryCalendar days until settlement
structurecontango / backwardation / flat

Summary per currency:

  • overall_structure — dominant market structure
  • avg_basis_pct — weighted average basis across all futures

Pricing

$0.005 flat per run.