Option chain

5-minute snapshots of every listed option across Deribit, Binance, OKX, and Bybit. One row per (exchange, instrument, snapshot) carrying mark / bid / ask prices, implied volatilities, greeks, open interest, and 24h volume.

SQL API

api.option_chains

Column	Type	Description
exchange	LowCardinality	deribit, binance, okx, or bybit
timestamp	DateTime64(9, UTC)	Snapshot time (5-minute cadence)
instrument_name	String	Exchange-native instrument id
underlying_asset	LowCardinality	Underlying coin (e.g. BTC, ETH, SOL)
quote_asset	LowCardinality	Premium-denomination asset
expiration	DateTime64(9, UTC)	Expiry time
strike	Decimal(38, 18)	Strike price
option_type	Enum8('C','P')	Call or Put
bid_price	Decimal(38, 18)	Best bid
ask_price	Decimal(38, 18)	Best ask
last_price	Decimal(38, 18)	Last trade
mark_price	Decimal(38, 18)	Exchange mark
index_price	Decimal(38, 18)	Underlying index price
underlying_price	Decimal(38, 18)	Spot/forward of the underlying at snapshot time
mark_iv	Decimal(38, 18)	Mark implied volatility, annualized % (e.g. 65.0 = 65%)
bid_iv	Decimal(38, 18)	Bid IV, annualized %
ask_iv	Decimal(38, 18)	Ask IV, annualized %
delta	Decimal(38, 18)	Delta
gamma	Decimal(38, 18)	Gamma
vega	Decimal(38, 18)	Vega
theta	Decimal(38, 18)	Theta
open_interest	Decimal(38, 18)	Open interest (contracts)
volume_24h	Decimal(38, 18)	Trailing 24h volume
state	LowCardinality	Exchange-reported state (open, TRADING, live, etc.)

Implied volatility unit. All four exchanges return IV annualized; we normalize the scale at ingest so mark_iv = 65.0 means 65% annualized vol regardless of source exchange.

Examples

1. Latest snapshot of the BTC option chain on Deribit:

WITH (
  SELECT max(timestamp)
  FROM api.option_chains
  WHERE exchange = 'deribit' AND underlying_asset = 'BTC'
) AS latest_ts
SELECT *
FROM api.option_chains
WHERE exchange = 'deribit'
  AND underlying_asset = 'BTC'
  AND timestamp = latest_ts
ORDER BY expiration, strike, option_type

2. ATM volatility smile for one expiration (any exchange):

WITH (
  SELECT max(timestamp)
  FROM api.option_chains
  WHERE exchange = 'deribit' AND underlying_asset = 'BTC'
) AS latest_ts
SELECT strike, option_type, mark_iv, bid_iv, ask_iv
FROM api.option_chains
WHERE exchange = 'deribit'
  AND underlying_asset = 'BTC'
  AND toDate(expiration) = toDate('2026-06-26')
  AND timestamp = latest_ts
  AND mark_iv != 0
ORDER BY strike, option_type

3. ATM-strike IV across exchanges (cross-venue arb signal):

WITH (
  SELECT max(timestamp)
  FROM api.option_chains
  WHERE underlying_asset = 'BTC'
) AS latest_ts
SELECT exchange, instrument_name, mark_iv, mark_price
FROM api.option_chains
WHERE underlying_asset = 'BTC'
  AND option_type = 'C'
  AND timestamp = latest_ts
  AND underlying_price > 0
  AND abs(strike - underlying_price) / toFloat64(underlying_price) < 0.02
ORDER BY exchange, abs(strike - underlying_price)
LIMIT 8

REST API

Get Option Chain Snapshot

get

Latest 5-minute snapshot of the full option chain for (exchange, underlying_asset). Returns one row per listed instrument with prices, IVs, greeks, OI, and 24h volume.

Authorizations

apiKeyAuth

x-api-keystringRequired

Required for /ohlcv and /trade endpoints. Pass your API key in the x-api-key header. Public /market/* endpoints do not require authentication.

Query parameters

exchangestring · enumRequired

Exchange to query — one of deribit, binance, okx, bybit.

Example: deribitPossible values:

underlying_assetstringRequired

Underlying coin (e.g. BTC, ETH, SOL).

Example: BTC

expirationstring · dateRequired

Expiry date, ISO (YYYY-MM-DD). Required.

Example: 2026-06-26

Responses

200

OK

application/json

instrument_namestringOptional

Exchange-native instrument identifier

expirationstring · dateOptional

Expiry date (UTC)

strikenumber · decimalOptional

Strike price

option_typestring · enumOptional

Call or Put

Possible values:

mark_pricenumber · decimalOptional

Mark price (in underlying)

bid_pricenumber · decimalOptional

Best bid

ask_pricenumber · decimalOptional

Best ask

mark_ivnumber · decimalOptional

Mark implied volatility (annualized %)

bid_ivnumber · decimalOptional

Bid IV

ask_ivnumber · decimalOptional

Ask IV

deltanumber · decimalOptional

Delta

gammanumber · decimalOptional

Gamma

veganumber · decimalOptional

Vega

thetanumber · decimalOptional

Theta

open_interestnumber · decimalOptional

Open interest

volume_24hnumber · decimalOptional

24h trading volume

underlying_pricenumber · decimalOptional

Spot/index price of the underlying at snapshot time

dteintegerOptional

Days-to-expiry from snapshot timestamp

get

/option/chain

HTTPcURLJavaScriptPython

GET /option/chain?exchange=deribit&underlying_asset=BTC&expiration=2026-06-26 HTTP/1.1
Host: api.koinju.io
x-api-key: YOUR_API_KEY
Accept: */*

200

OK

[
  {
    "instrument_name": "text",
    "expiration": "2026-06-07",
    "strike": 1,
    "option_type": "C",
    "mark_price": 1,
    "bid_price": 1,
    "ask_price": 1,
    "mark_iv": 1,
    "bid_iv": 1,
    "ask_iv": 1,
    "delta": 1,
    "gamma": 1,
    "vega": 1,
    "theta": 1,
    "open_interest": 1,
    "volume_24h": 1,
    "underlying_price": 1,
    "dte": 1
  }
]