Options

Dated-futures annualized basis curve

Deribit-listed dated futures annualized basis vs spot, by maturity. Useful as a complement to the IV term structure for assessing carry in the calendar.

get/options/futures/term-structure

Request

  • Base URL: https://docs.backquant.com/v2
  • URL: https://docs.backquant.com/v2/options/futures/term-structure
  • Auth: API key in header X-API-Key

Query parameters

symbol'BTCUSDT' | 'ETHUSDT' | 'SOLUSDT' | 'HYPEUSDT'

Trading symbol: BTCUSDT, ETHUSDT, SOLUSDT, or HYPEUSDT.

Headers

X-API-Keystring nullable

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.