# Binance Options Greeks Data Live (`khnaami/binance-options-greeks-intelligence-actor`) Actor

Connects directly to Binance European Options EAPI (/eapi/v1) for crypto options (BTCUSDT, ETHUSDT, BNBUSDT).
Key Capabilities:
Complete strike-level data with Mark IV, Bid/Ask prices, Delta, Gamma, Vega, and Theta.
Underlying Binance spot Klines candlestick history.

- **URL**: https://apify.com/khnaami/binance-options-greeks-intelligence-actor.md
- **Developed by:** [khalid naami](https://apify.com/khnaami) (community)
- **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

Pay per usage

This Actor is paid per platform usage. The Actor is free to use, and you only pay for the Apify platform usage, which gets cheaper the higher subscription plan you have.

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

## 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

## 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**.

***

### ⚡ 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.

***

### 🚀 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 |

***

### 📊 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`).

***

### 📥 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. |

***

### 📤 Output Structure

#### 1. Default Dataset (Binance Strike Options Table)

```json
{
  "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.

# Actor input Schema

## `currencies` (type: `array`):

List of cryptocurrencies to fetch from Binance Options (e.g., BTC, ETH, SOL, BNB, DOGE, XRP).

## `candlestickInterval` (type: `string`):

Candlestick bar interval from Binance spot/futures market.

## `candlestickLimit` (type: `integer`):

Number of candlestick bars to fetch from Binance.

## `maxExpirationsPerCurrency` (type: `integer`):

Maximum number of upcoming option expiration cycles to process per currency.

## `includeCandlesticks` (type: `boolean`):

Whether to fetch and output the OHLCV candlestick price action dataset.

## `includeOiVolumeTable` (type: `boolean`):

Whether to output the strike-level Open Interest and Volume table.

## `includeFullGreeksTable` (type: `boolean`):

Whether to output the full primary and higher-order Greeks dataset.

## Actor input object example

```json
{
  "currencies": [
    "BTC",
    "ETH",
    "SOL"
  ],
  "candlestickInterval": "1d",
  "candlestickLimit": 30,
  "maxExpirationsPerCurrency": 4,
  "includeCandlesticks": true,
  "includeOiVolumeTable": true,
  "includeFullGreeksTable": true
}
```

# Actor output Schema

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

Dataset items and records produced by the Actor

## `overview` (type: `string`):

Summary report stored in Key-Value store

# 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 = {};

// Run the Actor and wait for it to finish
const run = await client.actor("khnaami/binance-options-greeks-intelligence-actor").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 = {}

# Run the Actor and wait for it to finish
run = client.actor("khnaami/binance-options-greeks-intelligence-actor").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 '{}' |
apify call khnaami/binance-options-greeks-intelligence-actor --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,khnaami/binance-options-greeks-intelligence-actor"
        }
    }
}
```

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/ihOkcfQdCPOUS9Kwt/builds/v03AebWDGkWUTQzcY/openapi.json