Binance Crypto Options Greeks, Candlesticks & Volume Intelligence Actor

Institutional-grade quantitative crypto options data engine powered by 100% direct official Binance Options EAPI (eapi.binance.com). Delivers Live Binance Klines OHLCV Candlestick Price Action, Strike-by-Strike Primary & Higher-Order Greeks Tables, and Open Interest & 24h Volume Distributions across BTC, ETH, SOL, BNB, DOGE, and XRP.

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⚡ Direct Official Binance Architecture

• Zero Third-Party Scraping / Zero yfinance: Connects directly to official Binance endpoints (eapi/v1/ticker, eapi/v1/mark, and api/v3/klines).
• No API Key Required: Fully utilizes unauthenticated public REST endpoints.
• European Options Contract Standard: Native Mark IV and cash-settled European options pricing model.

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🚀 Supported Crypto Assets

Asset	Underlying Symbol	Contract Base	Option Style
Bitcoin	BTC	BTCUSDT	European Cash-Settled
Ethereum	ETH	ETHUSDT	European Cash-Settled
Solana	SOL	SOLUSDT	European Cash-Settled
Binance Coin	BNB	BNBUSDT	European Cash-Settled
Dogecoin	DOGE	DOGEUSDT	European Cash-Settled
Ripple	XRP	XRPUSDT	European Cash-Settled

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📊 Key Data Tables & Fields

1. Strike-by-Strike Greeks Dataset

• Primary Greeks:
  • callDelta, putDelta: Direct directional delta sensitivity.
  • gamma: Rate of change of Delta per $1 underlying move.
  • vega: Option price sensitivity to 1% shift in Mark IV.
  • callTheta, putTheta: Daily time decay value.
• Higher-Order Quantitative Greeks:
  • vanna: Cross-derivative $\frac{\partial \text{Delta}}{\partial \text{IV}}$.
  • charm: Delta decay over time $\frac{\partial \text{Delta}}{\partial T}$.
  • speed: Third-order derivative $\frac{\partial \text{Gamma}}{\partial S}$.
  • vomma: Volatility convexity $\frac{\partial \text{Vega}}{\partial \text{IV}}$.
  • color: Gamma decay over time $\frac{\partial \text{Gamma}}{\partial T}$.
• Breakevens: Expiration breakevens ($K + \text{Call Price}$ and $K - \text{Put Price}$).

2. Open Interest & 24h Volume Distribution

• callOpenInterest, putOpenInterest, netOpenInterest
• callVolume24h, putVolume24h, netVolume24h
• Total Open Interest, Total Volume, and Put/Call Ratio ($PCR_{\text{OI}}$ & $PCR_{\text{Vol}}$).

3. Binance Klines OHLCV Candlestick Price History

• Official Binance spot/futures candlestick series (open, high, low, close, volume).

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📥 Input Parameters

Parameter	Type	Default	Description
currencies	Array	["BTC", "ETH", "SOL"]	List of cryptocurrency keys to fetch from Binance Options.
candlestickInterval	String	"1d"	Klines resolution interval (5m, 15m, 1h, 4h, 1d).
candlestickLimit	Integer	30	Number of historical OHLCV candlestick bars.
maxExpirationsPerCurrency	Integer	4	Maximum expiration cycles to process per currency.
includeCandlesticks	Boolean	true	Include OHLCV series.
includeOiVolumeTable	Boolean	true	Include Open Interest and Volume columns.
includeFullGreeksTable	Boolean	true	Include primary & higher-order Greeks.

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📤 Output Structure

1. Default Dataset (Binance Strike Options Table)

{
  "currency": "BTC",
  "underlyingPriceUsd": 65420.50,
  "expirationDate": "2026-10-30",
  "daysToExpiration": 30,
  "strike": 66000.00,
  "callLastPriceUsd": 3250.80,
  "putLastPriceUsd": 3820.10,
  "callMarkIvPct": 54.25,
  "putMarkIvPct": 55.10,
  "callDelta": 0.4852,
  "putDelta": -0.5148,
  "gamma": 0.0000185,
  "vega": 98.42,
  "callTheta": -54.20,
  "putTheta": -51.85,
  "vanna": 0.000425,
  "charmCall": -0.000120,
  "speed": -0.00000001,
  "vomma": 0.1850,
  "color": -0.00000005,
  "callOpenInterest": 1845.2,
  "putOpenInterest": 1210.5,
  "netOpenInterest": 634.7,
  "callVolume24h": 412.0,
  "putVolume24h": 285.5,
  "netVolume24h": 126.5,
  "callBreakevenUsd": 69250.80,
  "putBreakevenUsd": 62179.90
}

2. Key-Value Store (OUTPUT)

Comprehensive JSON report with currency candlestick arrays and expiration totals summary.