Deribit Crypto Options & Futures Scraper

Scrape the full Deribit option chain, futures/perpetuals and index prices — no API key, no login, no proxy required. Every run returns clean, structured rows with strike, expiry, mark/bid/ask price, implied volatility (IV), open interest, 24h volume and the underlying price, ready for JSON, CSV, Excel or a direct API pull.

Deribit is the dominant venue for crypto options: the majority of global BTC and ETH options open interest sits on its books. That makes this dataset the reference source for crypto volatility research, options analytics and derivatives risk work.

What it does

Mode	What you get
options	The complete option chain for a currency — every live call and put with strike, expiry, days to expiry, mark/mid/last/bid/ask price, mark IV, bid IV, ask IV, volume, volume in USD, open interest and the underlying price.
futures	All futures and perpetual contracts — mark price, mid, last, bid/ask, 24h high/low, price change, volume and open interest.
index	Deribit index prices (the spot reference used for settlement) plus the estimated delivery price.

Supported currencies: BTC, ETH, SOL, USDC.

The actor calls two public endpoints and joins them by instrument_name: public/get_instruments supplies static contract metadata (strike, expiry, option type, contract size, settlement period) and public/get_book_summary_by_currency supplies live pricing (mark price, IV, open interest, volume). You get one complete row per contract instead of two half-filled datasets.

Input

{
  "mode": "options",
  "currency": "BTC",
  "maxItems": 500
}

Field	Type	Default	Description
mode	select	options	options, futures or index.
currency	select	BTC	BTC, ETH, SOL or USDC.
maxItems	integer	500	1–5000. Results are sorted by expiry then strike, so a lower cap keeps the nearest expiries. Use 5000 for a full BTC chain (800+ contracts).

Output sample (options)

{
  "type": "option",
  "instrument_name": "BTC-28AUG26-59000-P",
  "base_currency": "BTC",
  "quote_currency": "BTC",
  "option_type": "put",
  "strike": 59000.0,
  "expiration": "2026-08-28T08:00:00+00:00",
  "days_to_expiry": 31.33,
  "settlement_period": "month",
  "mark_price": 0.01830165,
  "mid_price": 0.018,
  "last_price": 0.018,
  "bid_price": 0.0175,
  "ask_price": 0.0185,
  "mark_iv": 39.86,
  "bid_iv": null,
  "ask_iv": null,
  "volume": 59.0,
  "volume_usd": 66163.48,
  "open_interest": 863.7,
  "underlying_price": 63360.69,
  "underlying_index": "BTC-28AUG26",
  "price_change": 63.6364,
  "high": 0.0185,
  "low": 0.011,
  "contract_size": 1.0,
  "is_active": true,
  "source": "deribit",
  "scraped_at": "2026-07-28T13:36:16+00:00"
}

Index mode returns { "type": "index", "index_name": "btc_usd", "index_price": ..., "estimated_delivery_price": ..., "source": "deribit", "scraped_at": ... }.

Reading the two fields that matter most

Implied volatility (IV) — mark_iv, bid_iv, ask_iv are annualised volatility percentages implied by the option's price. mark_iv: 39.86 means the market prices this contract as if the underlying will move about 39.9% (annualised, one standard deviation) until expiry. Plot mark_iv across strikes for a single expiry and you have the volatility smile; plot it across expiries at one strike and you have the term structure. Rising IV means options are getting more expensive relative to the spot move — the classic signal that the market expects turbulence.

Open interest (OI) — the number of contracts currently outstanding at that strike and expiry. Unlike volume (which resets daily), OI is a stock, not a flow: it shows where positioning actually sits. Large OI clusters at round strikes are the levels dealers must hedge around, and they often act as magnets into expiry. Multiply OI by underlying_price (and contract_size) for notional exposure. Options on Deribit are inverse: option prices are quoted in the base currency (a BTC option priced at 0.0183 costs 0.0183 BTC), while futures are quoted in USD.

Use cases

• Options trading — build live chains, scan for mispriced strikes, screen by IV rank, spread width or bid/ask liquidity, and monitor near-dated expiries intraday.
• Volatility research — reconstruct the smile, skew and term structure over time; compare BTC vs ETH IV; build a crypto VIX-style index from the mark IVs.
• Derivatives analytics — track open interest migration between strikes and expiries, compute max pain, measure put/call ratios and dealer gamma exposure.
• Risk management — mark portfolios to Deribit's mark prices, monitor concentration by expiry, and stress-test using the underlying and index prices.

Pricing

Roughly $0.50 per 1,000 results on Apify's pay-per-event model, plus the usual platform compute. A full BTC option chain (about 800 contracts) is a fraction of a dollar per snapshot — cheap enough to run every 15 minutes on a schedule and build your own IV history.

Notes & limits

• All endpoints are public. No API key, credentials or proxy are needed.
• Deribit does not list options for every currency at all times (SOL options in particular are frequently absent). The actor raises a clear error when a market returns zero contracts.
• Every field is nullable: illiquid contracts have no last, and futures have no IV. Handle null in downstream code.
• Data is a point-in-time snapshot. Schedule the actor to build a time series.

Related actors

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• Bybit Crypto Scraper
• DexScreener Scraper
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Disclaimer

This actor collects publicly available market data from Deribit's open REST API. It is provided for research and information purposes only and is not financial advice. Respect Deribit's terms of service and rate limits.