Crypto Options Analytics — Deribit IV, Put/Call Ratio, Max Pain

Scrape live BTC and ETH options data from Deribit — the world's largest crypto options exchange by open interest. Returns the full options chain with implied volatility, put/call ratios, max pain prices, and OI by strike. No API key required.

What You Get

Per contract (dataset rows):

• currency, expiry, strike, option_type (call/put)
• iv — implied volatility (%)
• bid_iv / ask_iv — bid/ask IV spread
• mark_price — current mark price in BTC/ETH
• open_interest — OI in base currency
• open_interest_usd — OI in USD
• volume_24h — 24h trading volume
• Optional: delta, gamma, theta, vega (set includeGreeks: true)

SUMMARY key-value store:

• Put/Call ratio per expiry (OI-weighted)
• Max Pain price per expiry — the strike where most options expire worthless
• Total contract count

Use Cases

• Max Pain analysis — identify where price is "pulled" near expiry
• Options wall detection — find large call/put walls (support/resistance)
• IV surface — see implied volatility across strikes and expirations
• Put/Call ratio — gauge market sentiment per expiry
• Expiry-specific research — filter to specific dates for granular analysis

Sample Output

{
  "currency": "BTC",
  "expiry": "27JUN25",
  "strike": 100000,
  "option_type": "call",
  "iv": 62.5,
  "bid_iv": 61.8,
  "ask_iv": 63.2,
  "mark_price": 0.0245,
  "index_price": 97850.0,
  "open_interest": 142.5,
  "open_interest_usd": 13944187.5,
  "volume_24h": 18.3,
  "timestamp": "2025-06-10T14:32:00+00:00"
}

SUMMARY:

{
  "put_call_ratios": {
    "27JUN25": {
      "put_oi_usd": 850000000,
      "call_oi_usd": 1200000000,
      "put_call_ratio": 0.708
    }
  },
  "max_pain_by_expiry": {
    "27JUN25": {
      "max_pain_strike": 95000,
      "total_oi_loss": 125000000
    }
  }
}

Input Parameters

Parameter	Type	Default	Description
currencies	Array	["BTC","ETH"]	Currencies to analyze: BTC, ETH, SOL
expiryFilter	String	"all"	"all", "weekly", "monthly", or specific date like "27JUN25"
includeGreeks	Boolean	false	Add delta/gamma/theta/vega to output
minOpenInterestUsd	Integer	0	Filter out contracts below this OI threshold

Pricing

Pay-Per-Event: $0.0001 per option contract

Typical runs:

• BTC only (1 expiry) → ~100–300 contracts → $0.01–$0.03
• BTC + ETH (all expiries) → ~1,000–3,000 contracts → $0.10–$0.30

Use expiryFilter and minOpenInterestUsd to narrow results and reduce cost.

No API Key Required

Uses Deribit's public API — free and globally accessible, no authentication needed.

Technical Details

• Runtime: Python 3.12 on Apify
• Data source: Deribit public REST API
• Concurrency: 12 parallel requests for fast data collection
• Typical run time: 30–90 seconds (depending on currency/expiry count)