derivatives-public

Get Option Ladder by Base Symbol

Returns the available options contracts. 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

Request

Query parameters

baseSymbolstring required

asset symbol as denoted in the world

Example:BTC

symbol to get

expirystring

Expiry date of the option market in YYYYMMDD format (e.g. 20250520)

Example:20250520

Optional - Filter results by expiry date in YYYYMMDD format (e.g. 20250520)

type'CALL' | 'PUT'

Type of Option market

Example:CALL

Optional - Filter results by type (CALL or PUT) of the option markets

sort'optionType' | 'expiryDatetime'

Sorting parameter that can have the following string values "optionType", "expiryDatetime"

Example:optionType

Optional - Sort results by Option Type or Expiry Datetime

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.