Derivatives
Cash-Margined Futures Open Interest
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_cash_margin_sum
The total amount of futures contracts open interest that is margined in USD or USD-pegged stablecoins. Stablecoins include USDT and BUSD. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Crypto-Margined Futures Open Interest
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_crypto_margin_sum
The total amount of futures contracts open interest that is margined in the native coin (e.g. BTC) and not in USD or stablecoin. Note that for Ethereum contracts can be margined both in ETH or BTC. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Annualized Rolling Basis (3M)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_annualized_basis_3m
The 3 Month Futures Annualized Rolling Basis measures the annualized yield (percent return) that can be had by buying a spot asset and simultaneously selling a futures contract on that asset that expires in 3 months. Due to various supply, demand, and liquidity factors, crypto futures contracts will often trade at a price above that of the spot price. When this happens, market participants can do what is referred to commonly as a âbasis tradeâ, allowing them to profit the difference in price between spot and a futures contract without taking on any directional exposure.
Query Parameters
Futures Estimated Leverage Ratio
GET https://api.glassnode.com/v1/metrics/derivatives/futures_estimated_leverage_ratio
The Estimated Leverage Ratio is defined as the ratio of the open interest in futures contracts and the balance of the corresponding exchange.
Query Parameters
Futures Long Liquidations (Mean)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_liquidated_volume_long_mean
The mean liquidated volume from long positions in futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Long Liquidations (Total)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_liquidated_volume_long_sum
The sum liquidated volume from long positions in futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Long Liquidations Dominance
GET https://api.glassnode.com/v1/metrics/derivatives/futures_liquidated_volume_long_relative
The percentage of long liquidations, i.e. long liquidations / (long liquidations + short liquidations). 50 indicate more longs liquidated, values below 50% more short liquidated. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Open Interest
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_sum
The total amount of funds allocated in open futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Use dropdown above chart to select individual exchanges. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Open Interest (Current)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_latest
The current amount of allocated funds in futures contracts per exchange. Values are updated every 10 min. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Open Interest (Stacked)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_sum_all
The total amount of funds allocated in open futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Open Interest Perpetual
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_perpetual_sum
The total amount of funds allocated in open perpetual (non-expiring) futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Open Interest Perpetual (Stacked)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_perpetual_sum_all
The total amount of funds allocated in open perpetual (non-expiring) futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Perpetual Funding Rate
GET https://api.glassnode.com/v1/metrics/derivatives/futures_funding_rate_perpetual
The average funding rate (in %) set by exchanges for perpetual futures contracts. When the rate is positive, long positions periodically pay short positions. Conversely, when the rate is negative, short positions periodically pay long positions. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Note: The mean Funding Rate across exchanges is an average of each exchange's Funding Rate weighted by the Open Interest of the corresponding exchange.
Query Parameters
Futures Perpetual Funding Rate (All)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_funding_rate_perpetual_all
The average funding rate (in %) set by exchanges for perpetual futures contracts. When the rate is positive, long positions periodically pay short positions. Conversely, when the rate is negative, short positions periodically pay long positions. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Note: The mean Funding Rate across exchanges is an average of each exchange's Funding Rate weighted by the Open Interest of the corresponding exchange.
Query Parameters
Futures Perpetual Funding Rate (All) V2
GET https://api.glassnode.com/v1/metrics/derivatives/futures_funding_rate_perpetual_all_v2
The average funding rate (in %) set by exchanges for perpetual futures contracts. When the rate is positive, long positions periodically pay short positions. Conversely, when the rate is negative, short positions periodically pay long positions. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Note: The mean Funding Rate across exchanges is an average of each exchange's Funding Rate weighted by the Open Interest of the corresponding exchange.
Query Parameters
Futures Perpetual Funding Rate V2
GET https://api.glassnode.com/v1/metrics/derivatives/futures_funding_rate_perpetual_v2
The average funding rate (in %) set by exchanges for perpetual futures contracts. When the rate is positive, long positions periodically pay short positions. Conversely, when the rate is negative, short positions periodically pay long positions. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Note: The mean Funding Rate across exchanges is an average of each exchange's Funding Rate weighted by the Open Interest of the corresponding exchange.
Query Parameters
Futures Short Liquidations (Mean)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_liquidated_volume_short_mean
The mean liquidated volume from short positions in futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Short Liquidations (Total)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_liquidated_volume_short_sum
The sum liquidated volume from short positions in futures contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Term Structure
GET https://api.glassnode.com/v1/metrics/derivatives/futures_term_structure
The Futures Term Structure is a graphical representation of the pricing for futures contracts expiring at increasingly distant dates into the future. The most common state of the graph, an upwards slope, indicates a premium must be paid to purchase exposure, or delivery, of an asset in the future. A downwards slope conversely indicates a discounted rate on delivery of an asset in the future. Trends and dislocations within the graph can paint a picture of supply, demand, and liquidity for futures contracts expiring on different dates.
Query Parameters
Futures Term Structure by Exchange
GET https://api.glassnode.com/v1/metrics/derivatives/futures_term_structure_by_exchange
The Futures Term Structure is a graphical representation of the pricing for futures contracts expiring at increasingly distant dates into the future. The most common state of the graph, an upwards slope, indicates a premium must be paid to purchase exposure, or delivery, of an asset in the future. A downwards slope conversely indicates a discounted rate on delivery of an asset in the future. Trends and dislocations within the graph can paint a picture of supply, demand, and liquidity for futures contracts expiring on different dates. Past states of the term structure (1 day, 2 days, 1 week, and 2 weeks ago) can be displayed alongside the latest state, showing recent impulses in the market and the evolution of the structure.
Query Parameters
Futures Volume
GET https://api.glassnode.com/v1/metrics/derivatives/futures_volume_daily_sum
The total volume traded in futures contracts in the last 24 hours. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Use dropdown above chart to select individual exchanges. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Volume (Latest 24h)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_volume_daily_latest
The total volume traded in futures contracts per exchange over the last 24 hours. Values are updated every 10 min. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Volume (Stacked)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_volume_daily_sum_all
The total volume traded in futures contracts in the last 24 hours. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Use dropdown above chart to select individual exchanges. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Futures Volume Perpetual
GET https://api.glassnode.com/v1/metrics/derivatives/futures_volume_daily_perpetual_sum
The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Futures Volume Perpetual (Stacked)
GET https://api.glassnode.com/v1/metrics/derivatives/futures_volume_daily_perpetual_sum_all
The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation.
Query Parameters
Options 25 Delta Skew (1 Month)
GET https://api.glassnode.com/v1/metrics/derivatives/options_25delta_skew_1_month
Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25 to demonstrate this difference in the marketâs perception of implied volatility. 25 Delta Skew is calculated as the difference between a 25-delta putâs implied volatility and a 25-delta callâs implied volatility, normalized by the ATM Implied Volatility. This metrics focuses on option contracts expiring in 1 month.
Query Parameters
Options 25 Delta Skew (1 Week)
GET https://api.glassnode.com/v1/metrics/derivatives/options_25delta_skew_1_week
Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25 to demonstrate this difference in the marketâs perception of implied volatility. 25 Delta Skew is calculated as the difference between a 25-delta putâs implied volatility and a 25-delta callâs implied volatility, normalized by the ATM Implied Volatility. This metrics focuses on option contracts expiring in 1 week.
Query Parameters
Options 25 Delta Skew (3 Months)
GET https://api.glassnode.com/v1/metrics/derivatives/options_25delta_skew_3_months
Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25 to demonstrate this difference in the marketâs perception of implied volatility. 25 Delta Skew is calculated as the difference between a 25-delta putâs implied volatility and a 25-delta callâs implied volatility, normalized by the ATM Implied Volatility. This metrics focuses on option contracts expiring in 3 months.
Query Parameters
Options 25 Delta Skew (6 Months)
GET https://api.glassnode.com/v1/metrics/derivatives/options_25delta_skew_6_months
Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25 to demonstrate this difference in the marketâs perception of implied volatility. 25 Delta Skew is calculated as the difference between a 25-delta putâs implied volatility and a 25-delta callâs implied volatility, normalized by the ATM Implied Volatility. This metrics focuses on option contracts expiring in 6 months.
Query Parameters
Options 25 Delta Skew (All)
GET https://api.glassnode.com/v1/metrics/derivatives/options_25delta_skew_all
Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25 to demonstrate this difference in the marketâs perception of implied volatility. 25 Delta Skew is calculated as the difference between a 25-delta putâs implied volatility and a 25-delta callâs implied volatility, normalized by the ATM Implied Volatility. The individual periods refer to option contracts expiring 1 week, 1 month, 3 months, and 6 months from now, respectively.
Query Parameters
Options ATM Implied Volatility (1 Month)
GET https://api.glassnode.com/v1/metrics/derivatives/options_atm_implied_volatility_1_month
Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset. Formally, implied volatility (IV) is the one standard deviation range of expected movement of an assetâs price over the course of a year. Viewing At-The-Money (ATM) IV over time gives a normalized view of volatility expectations which will often rise and fall with realized volatility and market sentiment. This metric shows the ATM implied volatility for options contracts that expire 1 month from today.
Query Parameters
Options ATM Implied Volatility (1 Week)
GET https://api.glassnode.com/v1/metrics/derivatives/options_atm_implied_volatility_1_week
Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset. Formally, implied volatility (IV) is the one standard deviation range of expected movement of an assetâs price over the course of a year. Viewing At-The-Money (ATM) IV over time gives a normalized view of volatility expectations which will often rise and fall with realized volatility and market sentiment. This metric shows the ATM implied volatility for options contracts that expire 1 week from today.
Query Parameters
Options ATM Implied Volatility (3 Months)
GET https://api.glassnode.com/v1/metrics/derivatives/options_atm_implied_volatility_3_months
Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset. Formally, implied volatility (IV) is the one standard deviation range of expected movement of an assetâs price over the course of a year. Viewing At-The-Money (ATM) IV over time gives a normalized view of volatility expectations which will often rise and fall with realized volatility and market sentiment. This metric shows the ATM implied volatility for options contracts that expire 3 months from today.
Query Parameters
Options ATM Implied Volatility (6 Months)
GET https://api.glassnode.com/v1/metrics/derivatives/options_atm_implied_volatility_6_months
Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset. Formally, implied volatility (IV) is the one standard deviation range of expected movement of an assetâs price over the course of a year. Viewing At-The-Money (ATM) IV over time gives a normalized view of volatility expectations which will often rise and fall with realized volatility and market sentiment. This metric shows the ATM implied volatility for options contracts that expire 6 months from today.
Query Parameters
Options ATM Implied Volatility (All)
GET https://api.glassnode.com/v1/metrics/derivatives/options_atm_implied_volatility_all
Implied Volatility is the market's expectation of volatility. Given the price of an option we can solve for the expected volatility of the underlying asset. Formally, implied volatility (IV) is the one standard deviation range of expected movement of an assetâs price over the course of a year. Viewing At-The-Money (ATM) IV over time gives a normalized view of volatility expectations which will often rise and fall with realized volatility and market sentiment. This metric shows the ATM implied volatility for options contracts expiring 1 week, 1 month, 3 months, and 6 months from today.
Query Parameters
Options OI by Strike Price
GET https://api.glassnode.com/v1/metrics/derivatives/options_open_interest_distribution
The total open interest of call and put options by strike price for a specific options contract.
Query Parameters
Options Open Interest
GET https://api.glassnode.com/v1/metrics/derivatives/options_open_interest_sum
The total amount of funds allocated in options contracts. For a list of all supported exchanges and earliest available datapoints, please refer to our futures data documentation. Use dropdown above chart to select individual exchanges. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Options Open Interest Put/Call Ratio
GET https://api.glassnode.com/v1/metrics/derivatives/options_open_interest_put_call_ratio
The Options Open Interest Put/Call Ratio shows the put volume divided by call volume of all funds currently allocated in options contracts (open interest).
Query Parameters
Options Volatility Term Structure
GET https://api.glassnode.com/v1/metrics/derivatives/options_implied_volatility_term_structure
Implied Volatility Term Structure is the At-The-Money (ATM) implied volatility of options expiring on different dates in the future, and shows how the market prices the relation between volatility and time.
Occasionally, implied volatility for options expiring in the near term can top that of options expiring further in the future. This event that is referred to as "backwardation", can be an indication of panic and demand in the options markets as investors are willing to price in a greater risk for contracts expiring in the short term compared to those expiring further in the future. While "backwardation" is rare, most often the metric will show an upwards slope, the steepness of which can be a sign of complacency in the markets. When things are calm, the implied volatility for options expiring shortly can at times be 50% lower than the implied volatility on longer dated options.
The legend refers to the state of the term structure at several points in recent history, i.e. latest, 1 day, 2 days, 1 week and 2 weeks ago, respectively.
Query Parameters
Options Volume
GET https://api.glassnode.com/v1/metrics/derivatives/options_volume_daily_sum
The total volume traded in options contracts in the last 24 hours. For a list of all supported exchanges and earliest available data points, please refer to our futures data documentation. Use the dropdown above the chart to select individual exchanges. The supported exchanges served via our API can differ from those available in Studio because some data is for display purposes only. (Note that the quote of options contracts is the premium and not the notional value of the option, which refers to the value that the option controls.)
Query Parameters
Options Volume Put/Call Ratio
GET https://api.glassnode.com/v1/metrics/derivatives/options_volume_put_call_ratio
The Options Volume Put/Call Ratio shows the put volume divided by call volume traded in options contracts in the last 24 hours.
Query Parameters
Percent Crypto-Margined Futures Open Interest
GET https://api.glassnode.com/v1/metrics/derivatives/futures_open_interest_crypto_margin_relative
The percentage of futures contracts open interest that is margined in the native coin (e.g. BTC), and not in USD or a USD-pegged stablecoin. Note that the supported exchanges that are served via our API can differ from those which are available in Studio, because some data is for display purposes only.
Query Parameters
Volatility Smile
GET https://api.glassnode.com/v1/metrics/derivatives/options_volatility_smile
Volatility Smile depicts the implied volatilities of options with different strikes for the chosen expiration date. Options further out of the money usually have higher implied volatilities, hence the charts show a typical 'smile' shape. The steepness and shape of this smile can be used to assess the relative expensiveness of options, and gauge what kind of tail risks the market is pricing in.
The legend refers to historical overlays and shows the shape of the smile 1 day, 2 days, 1 week, and 2 weeks ago, respectively. For instance, when ATM implied volatility values for extreme strikes is lower today compared to historical overlays could indicate a reduced tail-risk being priced in by the market a probabilities for extreme moves relative to medium moves have come down in the market's view.
Query Parameters
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