Amberdata

Amberdata Options API

Options market data and volatility analytics (implied volatility, Greeks, surfaces, term structures).

GitHub OpenAPI

Documentation

📖
Documentation
https://docs.amberdata.io/http/http-api-fundamentals
📖
APIReference
https://docs.amberdata.io/reference/spot-reference
📖
Documentation
https://docs.amberdata.io/http/analytics/derivatives/instruments-information
📖
APIReference
https://docs.amberdata.io/reference/futures-exchanges-reference
📖
Documentation
https://docs.amberdata.io/reference/defi-reference
📖
Documentation
https://docs.amberdata.io/docs/transactions

Specifications

⚙
OpenAPI
https://raw.githubusercontent.com/api-evangelist/amberdata/refs/heads/main/openapi/amberdata-derivatives-openapi.yaml
⚙
OpenAPI
https://raw.githubusercontent.com/api-evangelist/amberdata/refs/heads/main/openapi/amberdata-options-api-openapi.yml
⚙
AsyncAPI
https://raw.githubusercontent.com/api-evangelist/amberdata/refs/heads/main/asyncapi/amberdata-asyncapi.yml

Other Resources

🔗
Overlay
https://raw.githubusercontent.com/api-evangelist/amberdata/refs/heads/main/overlays/amberdata-derivatives-overlay.yaml

OpenAPI Specification

amberdata-derivatives-openapi.yaml Raw ↑ 
openapi: 3.1.0
info:
  title: derivatives-api
  version: '2'
servers:
  - url: https://api.amberdata.com/markets/derivatives
security:
  - sec0: []
paths:
  /analytics/instruments/information:
    get:
      summary: Options Instruments
      description: >-
        This endpoint returns all available exchanges, currencies and option
        instruments. If a timestamp is used we can then filter the information
        for historical data.
      operationId: derivatives-information-instruments
      parameters:
        - name: exchange
          in: query
          description: >-
            **[Optional]** The exchange for which to retrieve listed option
            instruments. 

            **[Examples]** ` deribit | okex | bybit `
          schema:
            type: string
        - name: currency
          in: query
          description: >-
            **[Optional]** The underlying currency for which there are listed
            option instruments. 

            **[Examples]** ` BTC | SOL_USDC `  

            Note: inverse options underlying currencies are formatted as (BTC,
            ETH) while linear options currency formats include the stable coin 
            (SOL_USDC)
          schema:
            type: string
        - name: expiration
          in: query
          description: >-
            **[Optional]** Filter records based on the specified expiration
            date. 

            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          schema:
            type: string
            format: date-time
        - name: putCall
          in: query
          description: |-
            **[Optional]** The option type 
            **[Examples]** ` C | P `
          schema:
            type: string
        - name: strike
          in: query
          description: >-
            **[Optional]** The option instrument subset with a given strike
            price. 

            **[Examples]** ` 100000 | 3500 `
          schema:
            type: integer
            format: int32
        - name: timestamp
          in: query
          description: >-
            **[Optional]**  A select historical timestamp for which a list of
            option instruments were active at the time. 

            **[Examples]** `  2024-04-03T08:00:00.000Z ` 

            Supported Formats: milliseconds | ms* | iso | iso8601 | hr |
            human_readable
          schema:
            type: string
            format: date-time
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                    example: 200
                  title:
                    type: string
                    example: OK
                  description:
                    type: string
                    example: Successful request
                  payload:
                    type: object
                    properties:
                      data:
                        type: array
                        items:
                          type: object
                          properties:
                            ts:
                              type: string
                              example: '2024-04-08 17:23:00.0'
                              description: >-
                                Timestamp when the instrument information was
                                recorded
                            exchange:
                              type: string
                              example: deribit
                              description: >-
                                The exchange where the option instrument is
                                listed
                            instrument:
                              type: string
                              example: DERIBIT-ETH-28MAR25-2000.0-P
                              description: >-
                                The full instrument identifier normalized by
                                Amberdata
                            nativeInstrument:
                              type: string
                              example: ETH-28MAR25-2000-P
                              description: >-
                                The native instrument identifier provided by the
                                exchange
                            multiplier:
                              type: integer
                              example: 1
                              description: >-
                                The contract multiplier for the option
                                instrument
                            putCall:
                              type: string
                              example: P
                              description: The option type - P for Put, C for Call
                            expiration:
                              type: string
                              example: '2025-03-28 08:00:00.0'
                              description: >-
                                The expiration date and time of the option
                                contract
                            currency:
                              type: string
                              example: ETH
                              description: The underlying currency/asset for the option
                            strike:
                              type: integer
                              example: 2000
                              description: The strike price of the option contract
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - ts: '2024-04-08 17:23:00.0'
                          exchange: deribit
                          instrument: DERIBIT-ETH-28MAR25-2000.0-P
                          nativeInstrument: ETH-28MAR25-2000-P
                          multiplier: 1
                          putCall: P
                          expiration: '2025-03-28 08:00:00.0'
                          currency: ETH
                          strike: 2000
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value: {}
              schema:
                type: object
                properties: {}
      deprecated: false
      security:
        - ApiKeyAuth: []
  /analytics/futures-perpetuals/trade-aggregation-information:
    get:
      summary: (new) Information Perpetuals and Futures
      description: >-
        This endpoint provides instrument information for each exchange. Users
        can also query it to view the dataset's start and end dates. Optional
        parameters, such as exchange or currency, can be used to filter the
        dataset for specific information.
      operationId: derivatives-futures-perpetuals-information
      parameters:
        - name: currency
          in: query
          description: >-
            **[Optional]** The underlying currency for which there are futures
            contracts/instruments. 

            **[Examples]** ` BTC | ETH `
          schema:
            type: string
            default: BTC
        - name: exchange
          in: query
          description: >-
            **[Optional]** The underlying exchange for which there are futures
            contracts/instruments. 

            **[Examples]** ` binance | deribit | bitmex `
          schema:
            type: string
            default: binance
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  title:
                    type: string
                  description:
                    type: string
                  payload:
                    type: object
              examples:
                Result:
                  value: {}
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - endDate: 2025-04-18 00:00:00 000
                          exchange: binance
                          instrument: 1000000MOGUSDT
                          startDate: 2024-11-07 00:00:00 000
                        - endDate: 2025-04-18 00:00:00 000
                          exchange: binance
                          instrument: 1000BONKUSDC
                          startDate: 2024-05-02 00:00:00 000
                        - endDate: 2025-04-18 00:00:00 000
                          exchange: binance
                          instrument: 1000BONKUSDT
                          startDate: 2023-11-22 00:00:00 000
                        - endDate: 2022-04-11 00:00:00 000
                          exchange: binance
                          instrument: 1000BTTCUSDT
                          startDate: 2022-01-26 00:00:00 000
                        - endDate: 2025-04-18 00:00:00 000
                          exchange: binance
                          instrument: 1000CATUSDT
                          startDate: 2024-10-21 00:00:00 000
      deprecated: false
      security:
        - ApiKeyAuth: []
  /analytics/futures-perpetuals/depth/information:
    get:
      summary: Futures Depth Instruments
      description: >-
        This endpoint returns all available exchanges and futures/perpetual
        instruments with order book depth data.
      operationId: derivatives-information-instruments
      parameters:
        - name: exchange
          in: query
          description: >-
            **[Optional]** The exchange for which to retrieve listed futures and
            perpetual instruments depth data. 

            **[Examples]** ` deribit | okex | bybit `
          schema:
            type: string
            default: deribit
        - name: instrument
          in: query
          description: |-
            **[Optional]** The instrument for which there is depth data. 
            **[Examples]** ` BTC-PERPETUAL` 
          schema:
            type: string
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                    example: 200
                  title:
                    type: string
                    example: OK
                  description:
                    type: string
                    example: Successful request
                  payload:
                    type: object
                    properties:
                      data:
                        type: array
                        items:
                          type: object
                          properties:
                            endDate:
                              type: string
                              example: '2024-04-08 17:23:00.0'
                              description: >-
                                Timestamp when the instrument information was
                                last recorded
                            exchange:
                              type: string
                              example: deribit
                              description: The exchange where the instrument is listed
                            instrument:
                              type: string
                              example: BTC-PERPETUAL
                              description: The full instrument identifier
                            startDate:
                              type: string
                              example: '2024-04-08 17:23:00.0'
                              description: >-
                                Timestamp when the instrument information was
                                first recorded
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - endDate: 2025-10-24 00:02:00 000
                          exchange: deribit
                          instrument: BTC-PERPETUAL
                          startDate: 2025-06-01 00:00:00 000
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value: {}
              schema:
                type: object
                properties: {}
      deprecated: false
      security:
        - ApiKeyAuth: []
  /analytics/futures-perpetuals/trade-aggregation:
    get:
      summary: (new) Trade Aggregation Currency
      description: >-
        This endpoint summarizes all trading activity for a specific underlying
        coin on a specific exchange. For example, while Binance offers multiple
        BTC futures and perpetual contracts, this endpoint aggregates all
        related statistics into a single, easy-to-use value. The data also
        features dynamic granularity based on the selected date range.
      operationId: derivatives-futures-perpetuals-trade-aggregation
      parameters:
        - name: currency
          in: query
          description: >-
            **[Optional]** The underlying currency for which there are futures
            contracts/instruments. 

            **[Examples]** ` BTC | ETH `
          schema:
            type: string
            default: BTC
        - name: exchange
          in: query
          description: >-
            **[Optional]** The underlying exchange for which there are futures
            contracts/instruments. 

            **[Examples]** ` binance | deribit | bitmex `
          schema:
            type: string
            default: binance
        - name: startDate
          in: query
          description: >-
            **[Optional]** Payload only includes data after this date
            (inclusive). 

            **[Formats]** `seconds | milliseconds | iso8601`

            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          schema:
            type: string
        - name: endDate
          in: query
          description: >-
            **[Optional]** Payload only includes data before this date
            (exclusive). 

            **[Formats]** `seconds | milliseconds | iso8601`

            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          schema:
            type: string
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  title:
                    type: string
                  description:
                    type: string
                  payload:
                    type: object
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - averageUnderlyingPrice: 84017.17281987873
                          buyLiquidationsUsd: 23477420.25731384
                          exchange: binance
                          openInterestCoin: 106713.09638160991
                          openInterestUsd: 8965732660.838097
                          sellLiquidationsUsd: 3849213.6930378526
                          tss: 2025-03-19 00:00:00 000
                          volumeCoin: 300438.3414100124
                          volumeUsd: 25241980051.962738
                        - averageUnderlyingPrice: 85221.42787751833
                          buyLiquidationsUsd: 4175096.105497541
                          exchange: binance
                          openInterestCoin: 111396.42380859665
                          openInterestUsd: 9493362297.417788
                          sellLiquidationsUsd: 13837105.687016506
                          tss: 2025-03-20 00:00:00 000
                          volumeCoin: 287203.7676573761
                          volumeUsd: 24475915171.56461
                        - averageUnderlyingPrice: 84096.31818809925
                          buyLiquidationsUsd: 2667630.0910991565
                          exchange: binance
                          openInterestCoin: 105364.36328984518
                          openInterestUsd: 8860755020.909304
                          sellLiquidationsUsd: 4671223.616294775
                          tss: 2025-03-21 00:00:00 000
                          volumeCoin: 171565.14556106713
                          volumeUsd: 14427997071.091063
                        - averageUnderlyingPrice: 84137.94643596424
                          buyLiquidationsUsd: 908063.8057317486
                          exchange: binance
                          openInterestCoin: 105646.95853479617
                          openInterestUsd: 8888918138.323215
                          sellLiquidationsUsd: 1035958.0064099494
                          tss: 2025-03-22 00:00:00 000
                          volumeCoin: 62107.256121741666
                          volumeUsd: 5225576988.855812
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value: {}
              schema:
                type: object
                properties: {}
      deprecated: false
      security:
        - ApiKeyAuth: []
  /analytics/futures-perpetuals/trade-aggregation-instrument:
    get:
      summary: (new) Trade Aggregation Instrument
      description: >-
        This endpoint summarizes all trading activity for a specific instrument
        contract on a specific exchange. The endpoint features detailed
        statistics and metrics. This enables users to dig into the specifics.
        The data also features dynamic granularity based on the selected date
        range.
      operationId: derivatives-futures-perpetuals-trade-aggregation-instruments
      parameters:
        - name: instrument
          in: query
          description: >-
            **[Require]** The underlying instrument symbol for the
            future/perpetual contracts. 

            **[Examples]** ` BTCBUSD | BTCUSDT `
          required: true
          schema:
            type: string
            default: BTCBUSD
        - name: exchange
          in: query
          description: >-
            **[Required]** The underlying exchange for which there are futures
            contracts/instruments. 

            **[Examples]** ` binance | deribit | bitmex `
          required: true
          schema:
            type: string
            default: binance
        - name: startDate
          in: query
          description: >-
            **[Optional]** Payload only includes data after this date
            (inclusive). 

            **[Formats]** `seconds | milliseconds | iso8601`

            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          schema:
            type: string
        - name: endDate
          in: query
          description: >-
            **[Optional]** Payload only includes data before this date
            (exclusive). 

            **[Formats]** `seconds | milliseconds | iso8601`

            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          schema:
            type: string
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  title:
                    type: string
                  description:
                    type: string
                  payload:
                    type: object
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - averagePrice: 42233.54522460341
                          btcPrice: 43743.77342853462
                          buyLiquidations: 0.254
                          buyLiquidationsPrice: 20578.699999999997
                          buyNumberOrders: null
                          buyVolume: 435.00999999999993
                          closePrice: null
                          exchange: binance
                          expirationTimestamp: 1970-01-01 00:00:00 000
                          highPrice: null
                          instrument: BTCBUSD
                          liquidationsMultiplier: 42761.811023622045
                          longAccount: 0.5214
                          lowPrice: null
                          multiplier: 42614.02289051534
                          openInterest: 666.166
                          openPrice: null
                          sellLiquidations: 5.494999999999999
                          sellLiquidationsPrice: 42550.2
                          sellNumberOrders: null
                          sellVolume: 435.83199999999977
                          shortAccount: 0.4786
                          timestampBucket: 2023-12-11 00:00:00 000
                          totalVolume: 870.8419999999998
                          type: swaps
                          underlying: BTC
                        - averagePrice: 43637.076917930455
                          btcPrice: 43380.72502255058
                          buyLiquidations: 3.9959999999999996
                          buyLiquidationsPrice: 44191.973333333335
                          buyNumberOrders: null
                          buyVolume: 1763.8819999999996
                          closePrice: null
                          exchange: binance
                          expirationTimestamp: 1970-01-01 00:00:00 000
                          highPrice: null
                          instrument: BTCBUSD
                          liquidationsMultiplier: 43943.478668073214
                          longAccount: 0.5104
                          lowPrice: null
                          multiplier: 43637.07588598645
                          openInterest: 1768.982
                          openPrice: null
                          sellLiquidations: 0
                          sellLiquidationsPrice: 0
                          sellNumberOrders: null
                          sellVolume: 2097.144
                          shortAccount: 0.4896
                          timestampBucket: 2023-12-08 00:00:00 000
                          totalVolume: 3861.0259999999994
                          type: swaps
                          underlying: BTC
                        - averagePrice: 44010.291134692125
                          btcPrice: 44249.35620413479
                          buyLiquidations: 0.31
                          buyLiquidationsPrice: 29386.666666666668
                          buyNumberOrders: null
                          buyVolume: 674.5449999999997
                          closePrice: null
                          exchange: binance
                          expirationTimestamp: 1970-01-01 00:00:00 000
                          highPrice: null
                          instrument: BTCBUSD
                          liquidationsMultiplier: 43809.52380952381
                          longAccount: 0.4917
                          lowPrice: null
                          multiplier: 44010.29183507128
                          openInterest: 1356.808
                          openPrice: null
                          sellLiquidations: 0.005
                          sellLiquidationsPrice: 14611.766666666668
                          sellNumberOrders: null
                          sellVolume: 730.645
                          shortAccount: 0.5083
                          timestampBucket: 2023-12-09 00:00:00 000
                          totalVolume: 1405.1899999999996
                          type: swaps
                          underlying: BTC
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value: {}
              schema:
                type: object
                properties: {}
      deprecated: false
      security:
        - ApiKeyAuth: []
  /analytics/futures-perpetuals/apr-basis/live-term-structures-decorated:
    get:
      summary: (new) Apr-Basis Live Term Structure Decorated
      description: >-
        This endpoint returns the current quoted futures prices along with the
        differential to spot and the annualized apr of the spot differential.
        The data also features dynamic granularity based on the selected date
        range.
      operationId: derivatives-futures-perpetuals-apr-basis-live
      parameters:
        - name: asset
          in: query
          description: >-
            **[Required]** The underlying currency for which there are futures
            contracts/instruments. 

            **[Examples]** ` BTC | ETH `
          required: true
          schema:
            type: string
            default: BTC
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  title:
                    type: string
                  description:
                    type: string
                  payload:
                    type: object
              examples:
                Result:
                  value:
                    status: 200
                    title: OK
                    description: Successful request
                    payload:
                      data:
                        - apr: 0.02901788055896759
                          basisUsd: 43.989070892333984
                          exchange: deribit
                          expirationTimestamp: 2025-04-25 08:00:00 000
                          instrument: BTC-25APR25
                          marginType: inverse
                          openInterestUsd: 101781712
                          quoteAsset: USD
                          symbol: deribit_2025-04-25-BTC-USD
                          timestamp: 2025-04-18 18:59:00 000
                          volume24hUsd: 7180720
                        - apr: 0.044346269220113754
                          basisUsd: 67.22272491455078
                          exchange: okex
                          expirationTimestamp: 2025-04-25 08:00:00 000
                          instrument: BTC-USD-250425
                          marginType: inverse
                          openInterestUsd: 30002300
                          quoteAsset: USD
                          symbol: okex_2025-04-25-BTC-USD
                          timestamp: 2025-04-18 18:59:00 000
                          volume24hUsd: 1901600
        '400':
          description: '400'
          content:
            application/json:
              examples:
                Result:
                  value: {}
              schema:
                type: object
                properties: {}
      deprecated: false
      security:
        - ApiKeyAuth: []
  /analytics/futures-perpetuals/apr-basis/constant-days-to-expiration:
    get:
      summary: Apr-Basis Constant Maturity Decorated
      description: >-
        This endpoint returns the quoted futures basis for various exchanges,
        interpolated to reflect a constant days to expiration (DTE). The data
        also features dynamic granularity based on the selected date range.
      operationId: derivatives-futures-perpetuals-apr-basis-constant-maturity-decorated
      parameters:
        - name: asset
          in: query
          description: >-
            **[Required]** The underlying currency for which there are futures
            contracts/instruments. 

            **[Examples]** ` BTC | ETH `
          required: true
          schema:
            type: string
            default: BTC
        - name: startDate
          in: query
          description: |-
            Payload only includes data after this date (inclusive). 
            **[Formats]** `seconds | milliseconds | iso8601`
            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          required: false
          schema:
            type: string
            default: '2025-11-01'
        - name: endDate
          in: query
          description: |2-
             Payload only includes data before this date (exclusive). 
            **[Formats]** `seconds | milliseconds | iso8601`
            **[Examples]** `1578531600 | 1578531600000 | 2020-09-01T01:00:00`
          required: false
          schema:
            type: string
            default: '2025-11-10'
        - name: interval
          in: query
          description: >-
            **[Required]** This interval parameter filters for the selected
            constant maturity DTE (Days To Expiration). 

            **[Examples]** ` 7D | 30D | 90D |180D`
          required: true
          schema:
            type: string
            default: 30D
        - name: timeFormat
          in: query
          description: >-
            **[Optional]** Time format of the timestamps in the return payload.

            **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr |
            human_readable`
          schema:
            type: string
            default: hr
      responses:
        '200':
          description: '200'
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                    example: 200
                  title:
                    type: string
                    example: OK
                  description:
                    typ

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# Full source: https://raw.githubusercontent.com/api-evangelist/amberdata/refs/heads/main/openapi/amberdata-derivatives-openapi.yaml