AD Derivatives: Institutional Grade Crypto Options Analytics

AD Derivatives provides comprehensive spot, vol, and derivatives data history, together with a robust set of analytics and tools that allow traders to identify opportunities, manage risk and build better strategies.

The One Stop Shop For Professional Crypto Options Traders

Identify Opportunity, Analyze Trade Activity & Manage Risk

The nascent nature of the crypto options market causes pricing inefficiencies and positive expected value trades. Identify mis-pricings and high probability trades in the budding crypto options market. Monitor trade flow and changes in open interest. Detailed analysis helps traders understand what whales and other big fish are doing in the crypto options market, providing insight into hidden trading opportunities. Use option calculators to estimate probabilities, Black-Scholes pricing, and different implied volatility outputs. Optimize investment strategies across CeFi, DeFi, and TradFi crypto options markes.

Explore AD Derivatives Offerings

Comprehensive Crypto Options and Derivatives Data

Options

✅ Strike, delta, and moneyness volatility surfaces

✅ Dealer positioning (GEX)

✅ Spot/vol dynamics

✅ Full greeks, open interest, and volume

✅ Skew, term structure, and implied vol smiles

✅ Realized volatility

Learn More

Futures/Perps

✅ Funding rates

✅ Open interest volume

✅ Market depth

✅ Liquidations

✅ Long/short ratios

✅ Constant maturity basis

Learn More

DeFi Options

✅ Live and historical options vaults

✅ Skews

✅ Net vega

✅ Delta exposure

✅ Open interest

✅ Wallet analysis

✅ AMM, power perpetuals, and DeFi Option Vaults (DOVs)

Learn More

TradFi Crypto Options

✅ Supported ETF and crypto-related equities including BITX, BITO, COIN, EETH, ETHU, MARA, MSTR, MSTU, SATO, and IBIT.

✅ Traded IV

✅ Traded price

✅ Pre-trade BBO

✅ Details on aggressor

Learn More

Trusted By

Key API and Analytics Platform Features

Live Stats

Implied volatility pricing from various venues
Volume, open interest, and deep liquidity profiles
Times and sales data
Term structure
Skews
Variance Risk Premium (VRP)

Learn More

Historical Data

Trade and quotes
Implied vol surfaces
Term structure richness
Open interest
Put/Call ratios
Historical block-trades with our “Block-Sniffer”
Longest historical dataset, starting from April 1st, 2019

Learn More

Flexible Access

Access a vast repository of live and historical crypto options data through our comprehensive API
Use our robust analytics UI tools to evaluate opportunities, manage risk, and build trading strategies
Leverage customizable dashboards and save your favorite charts.

Learn More

Explore AD Derivatives Offerings

AD Derivatives Benefits

Proprietary Metrics

Leverage one-of-a-kind metrics like term structure richness, gamma profiles, and volatility “footprints” - built by leaders in the space.

Clean Data

Good data is the basis of any profitable trading strategy. Our data is normalized and consistently checked for quality.

Pre-Built Features

Hit the ground running with our pre-built dashboards, charts, and API notebooks.

World Class Support

Our global offices and round-the-clock expertise ensure smooth integrations and constant assistance.

Built by Experienced Traders

Built by expert traders and trusted advisors (including Euan Sinclair), allowing for full access to cutting-edge metrics and research.

Versatile Data Delivery

Options and derivatives data delivery through REST API, Websockets, S3 buckets, CSV, and Python Modules.

Coverage

Available For BTC, ETH, and SOL options, with 90% of altcoins covered and granularity as low as 1s.

2-1

Data Delivery

REST API and Websockets

Robust live and historical data for accessing crypto options and derivatives.

Learn More

CSV

Access advanced derivatives analytics for options & futures by downloading CSVs.

Learn More

AWS S3

Use AWS S3 delivery for options, futures, order book snapshots, and trades.

Learn More

Python Modules

Simplify your data delivery with our Python plug-in and Jupyter notebooks.

Learn More

“Amberdata is the only source of high-quality, comprehensive data providing transparency, price discovery, and the data required for regulated firms to maintain compliance and stay relevant as customers demand access to digital assets.”

CEO | DeFi Protocol

Get Started With Amberdata Derivatives

Let us know what you'd like to see or the information you need and we'd be happy to tailor a quick demo to your needs.