BUbullish
derivatives-public

Get Option Ladder by Symbol

Returns the for a given baseSymbol, organized by strike prices and expiration dates. This data helps traders quickly assess the available options and their respective prices, implied volatilities, and Greeks (such as delta, gamma, theta, and vega).

get/v1/option-ladder/{symbol}

Request

Path parameters

symbolstring required

market symbol. E.g. BTC-USDC-20241004-70000-C for OPTION markets.

Example:BTC-USDC-20241004-70000-C

symbol to get. Only option markets are supported.

Response

OK

symbolstring

market symbol. E.g. BTC-USDC-20241004-70000-C for OPTION markets.

baseSymbolstring

asset symbol as denoted in the world

settlementAssetSymbolstring

asset symbol as denoted in the world

bidQuantitystring

Quantity of bid

askQuantitystring

Quantity of ask

bidIVPercentagestring

Implied volatility of the best bid price

askIVPercentagestring

Implied volatility of the best ask price

bidstring

Bid price in the order book

askstring

Ask price in the order book

underlyingPricestring

Index price of the base asset

optionStrikePricestring

Strike price of the option market

markPricestring

Mark Price of the option market

quantitystring

Number of contracts outstanding

openIntereststring

Amount of outstanding contracts in the exchange

openInterestUSDstring

USD value of outstanding contracts in the exchange

optionType'CALL' | 'PUT'

Type of Option market

expiryDatetimestring date-time

ISO 8601 with millisecond as string

Example response

{
  "symbol": "BTC-USDC-20241004-70000-C",
  "baseSymbol": "BTC",
  "settlementAssetSymbol": "USDC",
  "bidQuantity": "0.0",
  "askQuantity": "0.0",
  "bidIVPercentage": "99.0",
  "askIVPercentage": "99.0",
  "bid": "90000.0000",
  "ask": "90000.0000",
  "underlyingPrice": "100000.0000",
  "optionStrikePrice": "90000",
  "markPrice": "100.0000",
  "quantity": "1000",
  "openInterest": "0.11442400",
  "openInterestUSD": "1144240.0000",
  "optionType": "CALL",
  "expiryDatetime": "2025-05-20T01:01:01.000Z",
  "greeks": {
    "delta": "0.98",
    "gamma": "0.98",
    "theta": "-0.17",
    "vega": "0.05"
  }
}

Changes

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