Bybit Crypto Options Greeks, Candlesticks & Volume Intelligence Actor

Institutional-grade quantitative crypto options data engine powered by 100% direct official Bybit V5 Market API (api.bybit.com/v5). Delivers Live Bybit Klines OHLCV Candlestick Price Action, Strike-by-Strike Primary & Higher-Order Greeks Tables, and Open Interest & 24h Volume Distributions across BTC, ETH, SOL, XAUT (Tether Gold), XRP, DOGE, and MNT.

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⚡ Direct Official Bybit V5 Architecture

• Zero Third-Party Scraping / Zero yfinance: Connects directly to official Bybit endpoints (/v5/market/tickers?category=option, /v5/market/kline, and /v5/market/index-price).
• No API Key Required: Fully utilizes unauthenticated public REST endpoints.
• European Cash-Settled Model: Standardized USD valuation and native Bybit Mark IV calibration.

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🚀 Supported Crypto Assets

Asset	Base Coin	Contract Settled	Underlying Price Feed
Bitcoin	BTC	Cash-Settled (USDT)	BTCUSDT Spot / Index
Ethereum	ETH	Cash-Settled (USDT)	ETHUSDT Spot / Index
Solana	SOL	Cash-Settled (USDT)	SOLUSDT Spot / Index
Tether Gold	XAUT	Cash-Settled (USDT)	XAUTUSDT Spot / Index
Ripple	XRP	Cash-Settled (USDT)	XRPUSDT Spot / Index
Dogecoin	DOGE	Cash-Settled (USDT)	DOGEUSDT Spot / Index
Mantle	MNT	Cash-Settled (USDT)	MNTUSDT Spot / Index

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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. Bybit Klines OHLCV Candlestick Price History

• Official Bybit spot/linear perpetual 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 Bybit Options.
candlestickInterval	String	"D"	Klines resolution interval (5, 15, 60, 240, D).
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 (Bybit Strike Options Table)

{
  "currency": "BTC",
  "underlyingPriceUsd": 65420.50,
  "expirationDate": "2026-10-30",
  "daysToExpiration": 30,
  "strike": 66000.00,
  "callMarkPriceUsd": 3250.80,
  "putMarkPriceUsd": 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.