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.

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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

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Futures/Perps

✅ Funding rates

✅ Open interest volume

✅ Market depth

✅ Liquidations

✅ Long/short ratios

✅ Constant maturity basis

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DeFi Options

✅ Live and historical options vaults

✅ Skews

✅ Net vega

✅ Delta exposure

✅ Open interest

✅ Wallet analysis

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

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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

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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)

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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

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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.

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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.

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Data Delivery

REST API and Websockets

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

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CSV

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

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AWS S3

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

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Python Modules

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

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“Amberdata's Derivatives API is my go-to for futures, perpetuals, and options across crypto and crypto-linked equities. The data is clean, consistently normalized across venues, and deep enough to support everything from surface construction and skew/term modeling to bespoke analyses. It allows me to move from idea to signal to production with remarkable ease.”

David Lawant | Head of Research, FalconX

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.

Explore Our Solutions

Comprehensive, end-to-end crypto data and analytics infrastructure solutions that enable institutional finance and professional investors to unlock opportunities, gain valuable insights, and act decisively.

Enterprise Data

High quality, low-latency Crypto Market, Blockchain, DeFi, RWA, and Derivatives data
Real-time and historical decoded and normalized data with scalable delivery

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Analytics and Predictive insights

Comprehensive insights into digital assets, wallets, protocols, and markets to power trading strategies
Access institutional trading metrics in a simple and customizable way

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Market Intelligence

Inform decision-making with industry-leading Amberdata Derivatives
Leverage institutional metrics, market performance, and deep research with AmberLens

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Reference Rates, Indices, and Benchmarks

Robust, transparent, and compliant reference rates
Benchmarks that support institutional infrastructure for ETF pricing, NAV calculations, and derivatives settlement

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Risk and Portfolio Management

Robust tools to assess risk exposure and manage portfolios across crypto blockchains and markets
Seamless market risk analytics and reporting to mitigate liquidity risk and adjust portfolio performance

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Tax and Regulatory Compliance

Infrastructure for an intelligent back office that streamlines compliance, financial reporting, & taxes
End-to-end post-trade tools covering every transaction and seamlessly linking returns across CeFi, DeFi, and TradFi

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Asset Reference & Classification

Institutional-grade and robust security master dataset to align front, middle, and back offices
Non-hierarchical asset classifications designed to evolve with the market

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Research

Deep research from industry experts trusted by hundreds of institutions and global news organizations
Crypto derivatives market analysis, crypto market updates, quarterly reports, and deep back-tested strategies

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