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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.

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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.

Key Data and Insights

Live Stats
  • Implied Volatility Pricing From Various Venues
  • Volume, Open Interest And Deep Liquidity Profiles
  • Times And Sales Data
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Historical Data
  • Investigate Trade And Quote Data
  • Compare The Current Implied Volatility Environment Versus Historical Volatility
  • Explore Trends In Open Interest And Put/Call Ratios
  • Investigate Block-Trades Using Our “Block-Sniffer”
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DeFi
  • Compare CeFi Versus DeFi Trade Data
  • Find Edge And Alpha In The Nascent DeFi Option Markets
  • Analyze On-Chain Liquidity And Volume Data
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Flexible Access

Access a vast repository of spot and historical crypto options data through a comprehensive API or use robust analytics UI tools to identify and evaluate opportunities, manage risk and build better trading strategies.

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Best in Class Options & Derivatives Analytics

AD Derivatives options analytics tools and data sets are built based on years of deep options trading expertise and trusted by institutional traders.

Accurate IV
Constant Delta
Deep History of Crypto Options Data
GEX (Gamma Exposure)

Accurate IV

Option exchange’s implied volatility is provided where available or we calculate it. Raw quote data for thousands of options are normalized to provide accurate and comparable IV for crypto options.

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Constant Delta

Options delta is weighted and interpolated to create consistent time-series analysis. Time to expiration measures are also normalized and charted.

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Deep History of Crypto Options Data

Backtest your crypto options strategies with years of crypto options data history. This deep "data lake” is best in class.

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GEX (Gamma Exposure)

Crypto option quote data updates are matched to trade data in order to measure true trade “aggressors” combined with immediate changes in open interest. Amberdata has developed a set of over 30 proprietary trade heuristics. Given true direction, insightful metrics such as market-market “GEX” (Gamma Exposure) enable traders to anticipate hedging flows and other market moving activity. 

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Trusted By

“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

Learn About
Digital Asset Data

This eBook explores digital asset data, the challenges with accessing it, and how to overcome them to gain an advantage in the asset class.

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