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Comprehensive Crypto Options and Derivatives Analytics

Options, futures/perps, and DeFi options data and analytics institutional traders rely on to drive investment decisions.

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Analytics

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Analytics

Best in Class Options & Derivatives Analytics

AD Derivatives offers institutional-grade analytics, tools, and data sets built on years of deep trading expertise and trusted by institutional traders. Access a vast repository of live and historical crypto options data and leverage years of historical volatility surfaces like strikes and moneyness. Access our comprehensive API and customizable analytics UI tools to visualize data and trends. Download certain datasets in S3 buckets with 100ms granularity.

Options Analytics Tools Built on Years of Expertise

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

Implied Volatility

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

Backtest your crypto options strategies with years of crypto options data history. This deep "data lake” is best in class and goes back as far as April of 2019.

 
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GEX (Gamma Exposure)

Crypto option quote data updates are matched to trade data in order to measure true trade “aggressors," enabling traders to anticipate hedging flows and dealer positioning. 

 
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Access Best-in-Class Derivatives Analytics

Butterfly Index
Constant Maturities
Term Structure
GEX
Footprint Volatility Curves

Butterfly Index

Price wings versus the belly with Deribit's DVOL index divided by at-the-money volatility.

 

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Constant Maturities

Get access to interpolated volatility data for consistently clean analysis. 

 

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Term Structure

Leverage rich and cheap maturities using term structure charts with forward volatilities superimposed.

 

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Gamma Exposure (GEX)

Estimate hedging flows with sophisticated dealer positioning.

 

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Footprint Volatility Curves

Contextualize the range of skews using volatility smiles combined with recently observed distributions. 

 

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Realized Volatility

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Realized Volatility

Customizable Realized Vol Dashboards

With over 90 alt coins and coverage across major pairs, analyzing movements in the underlying markets is fundamental to options pricing. 

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Customizable Realized Vol Dashboards

Volatility Cone
Dow and Month
Realized Vol Table
Correlation
Comparative PnL Analysis

Volatility Cone

Contextualize the range of realized volatility for various measurement windows. 

 

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Dow and Month

Leverage the intersection of realized volatility for day of the week and month of the year. 

 

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Realized Vol Table

View altcoin realized volatilities with major pair correlations. 

 

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Correlation

Compare Bitcoin and ETH correlations to altcoins.

 

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Comparative PnL Analysis

See performance metrics from various start dates.

 

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Realized Vol Use Cases

Trading
  • Analyze market trends and identify potential opportunities.
  • Identify periods of low volatility and sell options at inflated implied vol levels.
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Risk
  • Analyze the historical volatility of an asset.
  • Adjust options and derivatives positions accordingly.
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Options Pricing
  • Properly gauge and price implied vol.
  • Incorporate realized vol into pricing models to understand the fair value of options.
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Metrics

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Metrics

Back out dealer positioning with Amberdata's proprietary model

With metrics like Gamma Exposure, measure true trade “aggressors” combined with immediate changes in open interest. Leverage a set of over 30 proprietary trade heuristics. Anticipate hedging flows and other market-moving activity.

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Key Benefits of Derivative Metrics

Proprietary Model

Our proprietary model tags Derebit's flow to get true directional analysis and aggressor direction. 
Deep History and Expertise

AD Derivatives is built by expert traders, allowing for full access to cutting-edge metrics and research.

Trusted Partners and Service

With trusted exchange partners and experienced advisors, our deep expertise ensures smooth integrations and constant assistance.

Risk Monitoring

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AD Derivatives

Monitor and Manage Your Risk

AD Derivatives offers a full suite of risk monitoring tools. Use visuals such as options payoff charts to tailor your portfolio risk. Estimate payoffs from changes in the underlying prices, implied volatility shocks, and added delta-one hedges.

Risk Monitoring Use Cases

Scenario Analysis
  • Conduct stress tests by simulating extreme market scenarios.
  • Evaluate the impact of changes in factors like underlying asset prices, volatility levels, and interest rates.
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Risk Mitigation

  • Analyze implied and realized volatility.

  • Employ strategies like covered call selling cash secure puts. 

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Portfolio Greeks
  • Understand where to allocate risk across different options and derivatives positions.
  • Manage overall portfolio exposure and diversify risk with delta, gamma, and vega. 
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Decision Making
  • Analyze key risk metrics.
  • Track P&L at expiration and before expiration.
  • Assess the risk-reward profiles of different strategies.
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DeFi Derivatives

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AD Derivatives

DeFi Options Vaults & DEXs

With the Amberdata Derivatives analytics platform and API, access multi-chain liquidity and volume data to find edge and alpha in the nascent DeFi Option Markets.

✅ Explore complex DeFi Options analytics including skews, net vega, delta exposure, and open interest. 

✅ Compare CeFi Versus DeFi Trade Data.

✅ Identify top traders and monitor their strategies.

✅ Explore live and historical DeFi data as far back as the protocol itself. 

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Learn About
Crypto Options

This eBook explores the past four years of crypto options, BTC volatility trends, and how to gain an advantage in this new asset class.

Download the E-Book
BTC Options Cover