> For the complete documentation index, see [llms.txt](https://docs.glassnode.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.glassnode.com/basic-api/endpoints/options.md). # Options ## Call IV Delta 10 > \*\*Definition.\*\* The model-interpolated implied volatility of 10-delta call options by tenor. Each data point reports the IV at target delta 10 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are obtained by interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_call_delta_10":{"get":{"summary":"Call IV Delta 10","description":"**Definition.** The model-interpolated implied volatility of 10-delta call options by tenor. Each data point reports the IV at target delta 10 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are obtained by interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvCallDelta10?a=BTC)\n","operationId":"options.IvCallDelta10","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call IV Delta 15 > \*\*Definition.\*\* The model-interpolated implied volatility of 15-delta call options by tenor. Each data point reports the IV at target delta 15 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are obtained by interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_call_delta_15":{"get":{"summary":"Call IV Delta 15","description":"**Definition.** The model-interpolated implied volatility of 15-delta call options by tenor. Each data point reports the IV at target delta 15 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are obtained by interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvCallDelta15?a=BTC)\n","operationId":"options.IvCallDelta15","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call IV Delta 20 > \*\*Definition.\*\* The model-interpolated implied volatility of 20-delta call options by tenor. Each data point reports the IV at target delta 20 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are obtained by interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_call_delta_20":{"get":{"summary":"Call IV Delta 20","description":"**Definition.** The model-interpolated implied volatility of 20-delta call options by tenor. Each data point reports the IV at target delta 20 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are obtained by interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvCallDelta20?a=BTC)\n","operationId":"options.IvCallDelta20","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call IV Delta 25 > \*\*Definition.\*\* The model-interpolated implied volatility of 25-delta call options by tenor. Each data point reports the IV at target delta 25 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are obtained by interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_call_delta_25":{"get":{"summary":"Call IV Delta 25","description":"**Definition.** The model-interpolated implied volatility of 25-delta call options by tenor. Each data point reports the IV at target delta 25 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are obtained by interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvCallDelta25?a=BTC)\n","operationId":"options.IvCallDelta25","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call IV Delta 5 > \*\*Definition.\*\* The model-interpolated implied volatility of 5-delta call options by tenor. Each data point reports the IV at target delta 5 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are obtained by interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_call_delta_5":{"get":{"summary":"Call IV Delta 5","description":"**Definition.** The model-interpolated implied volatility of 5-delta call options by tenor. Each data point reports the IV at target delta 5 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are obtained by interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvCallDelta5?a=BTC)\n","operationId":"options.IvCallDelta5","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call IV Delta 50 > \*\*Definition.\*\* The time series of model-interpolated 50-delta call implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 50 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_call_delta_50":{"get":{"summary":"Call IV Delta 50","description":"**Definition.** The time series of model-interpolated 50-delta call implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 50 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvCallDelta50?a=BTC)\n","operationId":"options.IvCallDelta50","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call-Put 10 Delta Skew > \*\*Definition.\*\* Call-Put Delta Skew (Delta 10) is the model-interpolated implied-volatility skew between 10-delta calls and 10-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 10 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/10delta_skew_call_put_all":{"get":{"summary":"Call-Put 10 Delta Skew","description":"**Definition.** Call-Put Delta Skew (Delta 10) is the model-interpolated implied-volatility skew between 10-delta calls and 10-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 10 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.10DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.10DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call-Put 15 Delta Skew > \*\*Definition.\*\* Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/15delta_skew_call_put_all":{"get":{"summary":"Call-Put 15 Delta Skew","description":"**Definition.** Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.15DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.15DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call-Put 20 Delta Skew > \*\*Definition.\*\* Call-Put Delta Skew (Delta 20) is the model-interpolated implied-volatility skew between 20-delta calls and 20-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 20 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/20delta_skew_call_put_all":{"get":{"summary":"Call-Put 20 Delta Skew","description":"**Definition.** Call-Put Delta Skew (Delta 20) is the model-interpolated implied-volatility skew between 20-delta calls and 20-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 20 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.20DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.20DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call-Put 25 Delta Skew > \*\*Definition.\*\* Call-Put Delta Skew (Delta 25) is the difference between call and put implied volatility at target delta 25, published as a time series across constant-maturity tenors for the selected asset, exchange and quote currency.\n\n\*\*Technical.\*\* Each data point is sampled from the same model-interpolated IV surface across delta and maturity, projected onto standard tenors. The skew is unnormalized and expressed directly in IV points (call minus put).\n\n\*\*Interpretation.\*\* Positive readings mean calls trade richer than equivalent-delta puts. Negative readings mean puts trade richer than calls.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/25delta_skew_call_put_all":{"get":{"summary":"Call-Put 25 Delta Skew","description":"**Definition.** Call-Put Delta Skew (Delta 25) is the difference between call and put implied volatility at target delta 25, published as a time series across constant-maturity tenors for the selected asset, exchange and quote currency.\\n\\n**Technical.** Each data point is sampled from the same model-interpolated IV surface across delta and maturity, projected onto standard tenors. The skew is unnormalized and expressed directly in IV points (call minus put).\\n\\n**Interpretation.** Positive readings mean calls trade richer than equivalent-delta puts. Negative readings mean puts trade richer than calls.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.25DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.25DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Call-Put 5 Delta Skew > \*\*Definition.\*\* Call-Put Delta Skew (Delta 5) is the model-interpolated implied-volatility skew between 5-delta calls and 5-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 5 for the selected asset, exchange, and quote currency.\n\n\*\*Technical.\*\* Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/5delta_skew_call_put_all":{"get":{"summary":"Call-Put 5 Delta Skew","description":"**Definition.** Call-Put Delta Skew (Delta 5) is the model-interpolated implied-volatility skew between 5-delta calls and 5-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 5 for the selected asset, exchange, and quote currency.\\n\\n**Technical.** Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.5DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.5DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Downside IV > \*\*Definition.\*\* Downside Implied Volatility measures downside-focused implied volatility derived from OTM puts, integrated across strikes and time-weighted to fixed tenors. In aggregate, it captures the premium the options market is paying for protection against falling prices. It is one of the two core components that underpin the Glassnode Skew Index.\n\n\*\*Interpretation.\*\* Use alongside Upside Implied Volatility and the Glassnode Skew Index to diagnose whether call-demand (upside tails) or downside hedging is driving market asymmetry.\n\n\*\*Notes.\*\* For further details, see \[Measuring Market Asymmetry: The Glassnode Skew Index]\( > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/skew_dnvol":{"get":{"summary":"Downside IV","description":"**Definition.** Downside Implied Volatility measures downside-focused implied volatility derived from OTM puts, integrated across strikes and time-weighted to fixed tenors. In aggregate, it captures the premium the options market is paying for protection against falling prices. It is one of the two core components that underpin the Glassnode Skew Index.\\n\\n**Interpretation.** Use alongside Upside Implied Volatility and the Glassnode Skew Index to diagnose whether call-demand (upside tails) or downside hedging is driving market asymmetry.\\n\\n**Notes.** For further details, see [Measuring Market Asymmetry: The Glassnode Skew Index](https://insights.glassnode.com/glassnode-skew-index/).\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.SkewDnvol?a=BTC)\n","operationId":"options.SkewDnvol","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## GEX Strike Heatmap (1 Month) > \*\*Definition.\*\* A heatmap of gamma exposure across strike prices over the last 30 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\n\n\*\*Technical.\*\* Strikes are bucketed into 100 logarithmically-spaced bins.\n\n\*\*Interpretation.\*\* Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/gex_strike_heatmap_1_month":{"get":{"summary":"GEX Strike Heatmap (1 Month)","description":"**Definition.** A heatmap of gamma exposure across strike prices over the last 30 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\\n\\n**Technical.** Strikes are bucketed into 100 logarithmically-spaced bins.\\n\\n**Interpretation.** Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.GexStrikeHeatmap1Month?a=BTC)\n","operationId":"options.GexStrikeHeatmap1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## GEX Strike Heatmap (1 Year) > \*\*Definition.\*\* A heatmap of gamma exposure across strike prices over the trailing 365 days.\n\n\*\*Technical.\*\* Strikes are bucketed into 100 logarithmically-spaced bins.\n\n\*\*Interpretation.\*\* Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves). Useful for identifying gamma walls, negative GEX clusters, and gamma flip points.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/gex_strike_heatmap_1_year":{"get":{"summary":"GEX Strike Heatmap (1 Year)","description":"**Definition.** A heatmap of gamma exposure across strike prices over the trailing 365 days.\\n\\n**Technical.** Strikes are bucketed into 100 logarithmically-spaced bins.\\n\\n**Interpretation.** Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves). Useful for identifying gamma walls, negative GEX clusters, and gamma flip points.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.GexStrikeHeatmap1Year?a=BTC)\n","operationId":"options.GexStrikeHeatmap1Year","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## GEX Strike Heatmap (2 Years) > \*\*Definition.\*\* A heatmap of gamma exposure across strike prices over the last 730 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\n\n\*\*Technical.\*\* Strikes are bucketed into 100 logarithmically-spaced bins.\n\n\*\*Interpretation.\*\* Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/gex_strike_heatmap_2_years":{"get":{"summary":"GEX Strike Heatmap (2 Years)","description":"**Definition.** A heatmap of gamma exposure across strike prices over the last 730 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\\n\\n**Technical.** Strikes are bucketed into 100 logarithmically-spaced bins.\\n\\n**Interpretation.** Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.GexStrikeHeatmap2Years?a=BTC)\n","operationId":"options.GexStrikeHeatmap2Years","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## GEX Strike Heatmap (3 Months) > \*\*Definition.\*\* A heatmap of gamma exposure across strike prices over the last 90 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\n\n\*\*Technical.\*\* Strikes are bucketed into 100 logarithmically-spaced bins.\n\n\*\*Interpretation.\*\* Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/gex_strike_heatmap_3_months":{"get":{"summary":"GEX Strike Heatmap (3 Months)","description":"**Definition.** A heatmap of gamma exposure across strike prices over the last 90 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\\n\\n**Technical.** Strikes are bucketed into 100 logarithmically-spaced bins.\\n\\n**Interpretation.** Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.GexStrikeHeatmap3Months?a=BTC)\n","operationId":"options.GexStrikeHeatmap3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## GEX Strike Heatmap (6 Months) > \*\*Definition.\*\* A heatmap of gamma exposure across strike prices over the last 180 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\n\n\*\*Technical.\*\* Strikes are bucketed into 100 logarithmically-spaced bins.\n\n\*\*Interpretation.\*\* Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/gex_strike_heatmap_6_months":{"get":{"summary":"GEX Strike Heatmap (6 Months)","description":"**Definition.** A heatmap of gamma exposure across strike prices over the last 180 days, used to identify gamma walls, negative GEX clusters, and gamma flip points.\\n\\n**Technical.** Strikes are bucketed into 100 logarithmically-spaced bins.\\n\\n**Interpretation.** Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.GexStrikeHeatmap6Months?a=BTC)\n","operationId":"options.GexStrikeHeatmap6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## GEX Strike Heatmap (Full) > \*\*Definition.\*\* A heatmap of gamma exposure across strike prices over the full historical period, used to identify gamma walls, negative GEX clusters, and gamma flip points.\n\n\*\*Technical.\*\* Strikes are bucketed into 100 logarithmically-spaced bins.\n\n\*\*Interpretation.\*\* Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/gex_strike_heatmap_full":{"get":{"summary":"GEX Strike Heatmap (Full)","description":"**Definition.** A heatmap of gamma exposure across strike prices over the full historical period, used to identify gamma walls, negative GEX clusters, and gamma flip points.\\n\\n**Technical.** Strikes are bucketed into 100 logarithmically-spaced bins.\\n\\n**Interpretation.** Green zones mark positive GEX where dealers are long gamma and hedging dampens volatility, red zones mark negative GEX where dealers are short gamma and hedging amplifies moves.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.GexStrikeHeatmapFull?a=BTC)\n","operationId":"options.GexStrikeHeatmapFull","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Glassnode Skew Index > \*\*Definition.\*\* The Glassnode Skew Index is a single measure of option market asymmetry. Unlike the conventional 25-delta skew, which samples two fixed points on the curve, it integrates option prices across broader sections of the surface to better capture shifts in sentiment between bullish and bearish positioning.\n\n\*\*Technical.\*\* Implied volatility is split into two components: Up Variance from out-of-the-money calls and Down Variance from out-of-the-money puts, both computed by integrating option prices across strikes and time-weighting to fixed tenors. The Skew Index is the difference between the two.\n\n\*\*Interpretation.\*\* Positive values indicate higher upside-focused implied volatility, often seen when markets price outsized upside tails or call demand. Negative values indicate higher downside-focused implied volatility, typical when downside hedging is dominant.\n\n\*\*Notes.\*\* For further details, see \[Measuring Market Asymmetry: The Glassnode Skew Index]\( > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/skew_index":{"get":{"summary":"Glassnode Skew Index","description":"**Definition.** The Glassnode Skew Index is a single measure of option market asymmetry. Unlike the conventional 25-delta skew, which samples two fixed points on the curve, it integrates option prices across broader sections of the surface to better capture shifts in sentiment between bullish and bearish positioning.\\n\\n**Technical.** Implied volatility is split into two components: Up Variance from out-of-the-money calls and Down Variance from out-of-the-money puts, both computed by integrating option prices across strikes and time-weighting to fixed tenors. The Skew Index is the difference between the two.\\n\\n**Interpretation.** Positive values indicate higher upside-focused implied volatility, often seen when markets price outsized upside tails or call demand. Negative values indicate higher downside-focused implied volatility, typical when downside hedging is dominant.\\n\\n**Notes.** For further details, see [Measuring Market Asymmetry: The Glassnode Skew Index](https://insights.glassnode.com/glassnode-skew-index/).\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.SkewIndex?a=BTC)\n","operationId":"options.SkewIndex","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Glassnode Skew Index Ratio > \*\*Definition.\*\* Glassnode Skew Index Ratio is a scale-free gauge of call-versus-put dominance, defined as Upside IV divided by Downside IV across fixed tenors.\n\n\*\*Interpretation.\*\* Values above 1 indicate richer upside, values below 1 indicate richer downside. It complements the Glassnode Skew Index (difference) by normalizing out the absolute volatility level.\n\n\*\*Notes.\*\* For further details, see \[Measuring Market Asymmetry: The Glassnode Skew Index]\( > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/skew_index_ratio":{"get":{"summary":"Glassnode Skew Index Ratio","description":"**Definition.** Glassnode Skew Index Ratio is a scale-free gauge of call-versus-put dominance, defined as Upside IV divided by Downside IV across fixed tenors.\\n\\n**Interpretation.** Values above 1 indicate richer upside, values below 1 indicate richer downside. It complements the Glassnode Skew Index (difference) by normalizing out the absolute volatility level.\\n\\n**Notes.** For further details, see [Measuring Market Asymmetry: The Glassnode Skew Index](https://insights.glassnode.com/glassnode-skew-index/).\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.SkewIndexRatio?a=BTC)\n","operationId":"options.SkewIndexRatio","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT 25 Delta Skew (1 Month) > \*\*Definition.\*\* IBIT 25 Delta Skew Normalized (1 Month) is the relative richness of put versus call implied volatility on IBIT ETF options expiring in roughly one month, computed as the difference between a 25-delta put\'s implied volatility and a 25-delta call\'s implied volatility, normalized by the at-the-money implied volatility.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_25delta_skew_1_month":{"get":{"summary":"IBIT 25 Delta Skew (1 Month)","description":"**Definition.** IBIT 25 Delta Skew Normalized (1 Month) is the relative richness of put versus call implied volatility on IBIT ETF options expiring in roughly one month, computed as the difference between a 25-delta put's implied volatility and a 25-delta call's implied volatility, normalized by the at-the-money implied volatility.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptions25DeltaSkew1Month?a=BTC)\n","operationId":"options.IbitOptions25DeltaSkew1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT 25 Delta Skew (1 Week) > \*\*Definition.\*\* IBIT 25 Delta Skew Normalized (1 Week) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring one week from the print date.\n\n\*\*Interpretation.\*\* Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_25delta_skew_1_week":{"get":{"summary":"IBIT 25 Delta Skew (1 Week)","description":"**Definition.** IBIT 25 Delta Skew Normalized (1 Week) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring one week from the print date.\\n\\n**Interpretation.** Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptions25DeltaSkew1Week?a=BTC)\n","operationId":"options.IbitOptions25DeltaSkew1Week","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT 25 Delta Skew (3 Months) > \*\*Definition.\*\* IBIT 25 Delta Skew Normalized (3 Months) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring three months from the print date.\n\n\*\*Interpretation.\*\* Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_25delta_skew_3_months":{"get":{"summary":"IBIT 25 Delta Skew (3 Months)","description":"**Definition.** IBIT 25 Delta Skew Normalized (3 Months) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring three months from the print date.\\n\\n**Interpretation.** Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptions25DeltaSkew3Months?a=BTC)\n","operationId":"options.IbitOptions25DeltaSkew3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT 25 Delta Skew (6 Months) > \*\*Definition.\*\* IBIT 25 Delta Skew Normalized (6 Months) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring six months from the print date.\n\n\*\*Interpretation.\*\* Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_25delta_skew_6_months":{"get":{"summary":"IBIT 25 Delta Skew (6 Months)","description":"**Definition.** IBIT 25 Delta Skew Normalized (6 Months) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring six months from the print date.\\n\\n**Interpretation.** Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptions25DeltaSkew6Months?a=BTC)\n","operationId":"options.IbitOptions25DeltaSkew6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT 25 Delta Skew (All) > \*\*Definition.\*\* IBIT 25 Delta Skew Normalized (All) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series is published across the standard tenors of 1 week, 1 month, 3 months, and 6 months from the print date.\n\n\*\*Interpretation.\*\* Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_25delta_skew_all":{"get":{"summary":"IBIT 25 Delta Skew (All)","description":"**Definition.** IBIT 25 Delta Skew Normalized (All) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series is published across the standard tenors of 1 week, 1 month, 3 months, and 6 months from the print date.\\n\\n**Interpretation.** Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptions25DeltaSkewAll?a=BTC)\n","operationId":"options.IbitOptions25DeltaSkewAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call IV Delta 10 (All) > \*\*Definition.\*\* The time series of model-interpolated 10-delta call implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 10, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_call_delta_10":{"get":{"summary":"IBIT Call IV Delta 10 (All)","description":"**Definition.** The time series of model-interpolated 10-delta call implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 10, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvCallDelta10?a=BTC)\n","operationId":"options.IbitIvCallDelta10","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call IV Delta 15 (All) > \*\*Definition.\*\* The time series of model-interpolated 15-delta call implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 15, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_call_delta_15":{"get":{"summary":"IBIT Call IV Delta 15 (All)","description":"**Definition.** The time series of model-interpolated 15-delta call implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 15, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvCallDelta15?a=BTC)\n","operationId":"options.IbitIvCallDelta15","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call IV Delta 20 (All) > \*\*Definition.\*\* The time series of model-interpolated 20-delta call implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 20, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_call_delta_20":{"get":{"summary":"IBIT Call IV Delta 20 (All)","description":"**Definition.** The time series of model-interpolated 20-delta call implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 20, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvCallDelta20?a=BTC)\n","operationId":"options.IbitIvCallDelta20","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call IV Delta 25 (All) > \*\*Definition.\*\* The time series of model-interpolated 25-delta call implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 25, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_call_delta_25":{"get":{"summary":"IBIT Call IV Delta 25 (All)","description":"**Definition.** The time series of model-interpolated 25-delta call implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 25, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvCallDelta25?a=BTC)\n","operationId":"options.IbitIvCallDelta25","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call IV Delta 5 (All) > \*\*Definition.\*\* The time series of model-interpolated 5-delta call implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 5, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_call_delta_5":{"get":{"summary":"IBIT Call IV Delta 5 (All)","description":"**Definition.** The time series of model-interpolated 5-delta call implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 5, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvCallDelta5?a=BTC)\n","operationId":"options.IbitIvCallDelta5","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call IV Delta 50 (All) > \*\*Definition.\*\* The time series of model-interpolated 50-delta call implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 50, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_call_delta_50":{"get":{"summary":"IBIT Call IV Delta 50 (All)","description":"**Definition.** The time series of model-interpolated 50-delta call implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 50, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvCallDelta50?a=BTC)\n","operationId":"options.IbitIvCallDelta50","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call-Put 10 Delta Skew > \*\*Definition.\*\* IBIT Call-Put Delta Skew (Delta 10) is the model-interpolated implied-volatility skew between 10-delta calls and 10-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 10.\n\n\*\*Technical.\*\* Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_10delta_skew_call_put_all":{"get":{"summary":"IBIT Call-Put 10 Delta Skew","description":"**Definition.** IBIT Call-Put Delta Skew (Delta 10) is the model-interpolated implied-volatility skew between 10-delta calls and 10-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 10.\\n\\n**Technical.** Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.Ibit10DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.Ibit10DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call-Put 15 Delta Skew > \*\*Definition.\*\* IBIT Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15.\n\n\*\*Technical.\*\* Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_15delta_skew_call_put_all":{"get":{"summary":"IBIT Call-Put 15 Delta Skew","description":"**Definition.** IBIT Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15.\\n\\n**Technical.** Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.Ibit15DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.Ibit15DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call-Put 20 Delta Skew > \*\*Definition.\*\* IBIT Call-Put Delta Skew (Delta 20) is the model-interpolated implied-volatility skew between 20-delta calls and 20-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 20.\n\n\*\*Technical.\*\* Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_20delta_skew_call_put_all":{"get":{"summary":"IBIT Call-Put 20 Delta Skew","description":"**Definition.** IBIT Call-Put Delta Skew (Delta 20) is the model-interpolated implied-volatility skew between 20-delta calls and 20-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 20.\\n\\n**Technical.** Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.Ibit20DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.Ibit20DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call-Put 25 Delta Skew > \*\*Definition.\*\* IBIT Call-Put Delta Skew (Delta 25) is the model-interpolated implied-volatility skew between 25-delta calls and 25-delta puts for the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 25.\n\n\*\*Technical.\*\* Values are projected onto standard tenors from the interpolated IV surface. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_25delta_skew_call_put_all":{"get":{"summary":"IBIT Call-Put 25 Delta Skew","description":"**Definition.** IBIT Call-Put Delta Skew (Delta 25) is the model-interpolated implied-volatility skew between 25-delta calls and 25-delta puts for the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 25.\\n\\n**Technical.** Values are projected onto standard tenors from the interpolated IV surface. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.Ibit25DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.Ibit25DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Call-Put 5 Delta Skew > \*\*Definition.\*\* IBIT Call-Put Delta Skew (Delta 5) is the model-interpolated implied-volatility skew between 5-delta calls and 5-delta puts for the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 5.\n\n\*\*Technical.\*\* Values are projected onto standard tenors from the interpolated IV surface. The skew is unnormalized and expressed directly in IV points as call minus put.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_5delta_skew_call_put_all":{"get":{"summary":"IBIT Call-Put 5 Delta Skew","description":"**Definition.** IBIT Call-Put Delta Skew (Delta 5) is the model-interpolated implied-volatility skew between 5-delta calls and 5-delta puts for the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 5.\\n\\n**Technical.** Values are projected onto standard tenors from the interpolated IV surface. The skew is unnormalized and expressed directly in IV points as call minus put.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.Ibit5DeltaSkewCallPutAll?a=BTC)\n","operationId":"options.Ibit5DeltaSkewCallPutAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Downside IV > \*\*Definition.\*\* IBIT Downside Implied Volatility measures downside-focused implied volatility for the IBIT ETF, derived from out-of-the-money puts. It is one of the two core components that underpin the IBIT Skew Index.\n\n\*\*Technical.\*\* Computed by integrating put-side option prices across strikes and time-weighting to fixed tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_skew_dnvol":{"get":{"summary":"IBIT Downside IV","description":"**Definition.** IBIT Downside Implied Volatility measures downside-focused implied volatility for the IBIT ETF, derived from out-of-the-money puts. It is one of the two core components that underpin the IBIT Skew Index.\\n\\n**Technical.** Computed by integrating put-side option prices across strikes and time-weighting to fixed tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitSkewDnvol?a=BTC)\n","operationId":"options.IbitSkewDnvol","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Heatmap (1 Month) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 1-month tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 1-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_heatmap_1_month":{"get":{"summary":"IBIT IV Heatmap (1 Month)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 1-month tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 1-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvHeatmap1Month?a=BTC)\n","operationId":"options.IbitIvHeatmap1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Heatmap (1 Week) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 1-week tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 1-week expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_heatmap_1_week":{"get":{"summary":"IBIT IV Heatmap (1 Week)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 1-week tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 1-week expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvHeatmap1Week?a=BTC)\n","operationId":"options.IbitIvHeatmap1Week","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Heatmap (3 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 3-month tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 3-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_heatmap_3_months":{"get":{"summary":"IBIT IV Heatmap (3 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 3-month tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 3-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvHeatmap3Months?a=BTC)\n","operationId":"options.IbitIvHeatmap3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Heatmap (6 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 6-month tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 6-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_heatmap_6_months":{"get":{"summary":"IBIT IV Heatmap (6 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 6-month tenor for the IBIT ETF. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 6-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvHeatmap6Months?a=BTC)\n","operationId":"options.IbitIvHeatmap6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Moneyness Heatmap (1 Month) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-month tenor for the IBIT ETF. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 1-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_moneyness_heatmap_1_month":{"get":{"summary":"IBIT IV Moneyness Heatmap (1 Month)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-month tenor for the IBIT ETF. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 1-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvMoneynessHeatmap1Month?a=BTC)\n","operationId":"options.IbitIvMoneynessHeatmap1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Moneyness Heatmap (3 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 3-month tenor for the IBIT ETF. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 3-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_moneyness_heatmap_3_months":{"get":{"summary":"IBIT IV Moneyness Heatmap (3 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 3-month tenor for the IBIT ETF. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 3-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvMoneynessHeatmap3Months?a=BTC)\n","operationId":"options.IbitIvMoneynessHeatmap3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT IV Moneyness Heatmap (6 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 6-month tenor for the IBIT ETF. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 6-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_moneyness_heatmap_6_months":{"get":{"summary":"IBIT IV Moneyness Heatmap (6 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 6-month tenor for the IBIT ETF. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 6-month expiries, obtained via interpolation across strikes and maturities. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvMoneynessHeatmap6Months?a=BTC)\n","operationId":"options.IbitIvMoneynessHeatmap6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ATM IV (1 Month) > \*\*Definition.\*\* The at-the-money (ATM) implied volatility for IBIT ETF options contracts that expire 1 month from the observation date.\n\n\*\*Interpretation.\*\* Tracking ATM IV over time gives a normalized view of volatility expectations, which tend to rise and fall with realized volatility and market sentiment.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_atm_implied_volatility_1_month":{"get":{"summary":"IBIT Options ATM IV (1 Month)","description":"**Definition.** The at-the-money (ATM) implied volatility for IBIT ETF options contracts that expire 1 month from the observation date.\\n\\n**Interpretation.** Tracking ATM IV over time gives a normalized view of volatility expectations, which tend to rise and fall with realized volatility and market sentiment.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsAtmImpliedVolatility1Month?a=BTC)\n","operationId":"options.IbitOptionsAtmImpliedVolatility1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ATM IV (1 Week) > \*\*Definition.\*\* The at-the-money (ATM) implied volatility for IBIT ETF option contracts expiring one week from the print date.\n\n\*\*Interpretation.\*\* Tracking ATM IV over time gives a normalized view of volatility expectations, which tend to rise and fall with realized volatility and shifts in market sentiment.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_atm_implied_volatility_1_week":{"get":{"summary":"IBIT Options ATM IV (1 Week)","description":"**Definition.** The at-the-money (ATM) implied volatility for IBIT ETF option contracts expiring one week from the print date.\\n\\n**Interpretation.** Tracking ATM IV over time gives a normalized view of volatility expectations, which tend to rise and fall with realized volatility and shifts in market sentiment.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsAtmImpliedVolatility1Week?a=BTC)\n","operationId":"options.IbitOptionsAtmImpliedVolatility1Week","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ATM IV (3 Months) > \*\*Definition.\*\* The at-the-money (ATM) implied volatility for IBIT ETF options contracts that expire 3 months from today.\n\n\*\*Interpretation.\*\* Viewing ATM IV over time gives a normalized view of volatility expectations, which often rise and fall with realized volatility and market sentiment.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_atm_implied_volatility_3_months":{"get":{"summary":"IBIT Options ATM IV (3 Months)","description":"**Definition.** The at-the-money (ATM) implied volatility for IBIT ETF options contracts that expire 3 months from today.\\n\\n**Interpretation.** Viewing ATM IV over time gives a normalized view of volatility expectations, which often rise and fall with realized volatility and market sentiment.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsAtmImpliedVolatility3Months?a=BTC)\n","operationId":"options.IbitOptionsAtmImpliedVolatility3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ATM IV (6 Months) > \*\*Definition.\*\* The at-the-money (ATM) implied volatility for IBIT ETF options contracts that expire 6 months from today.\n\n\*\*Interpretation.\*\* Viewing ATM IV over time gives a normalized view of volatility expectations, which often rise and fall with realized volatility and market sentiment.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_atm_implied_volatility_6_months":{"get":{"summary":"IBIT Options ATM IV (6 Months)","description":"**Definition.** The at-the-money (ATM) implied volatility for IBIT ETF options contracts that expire 6 months from today.\\n\\n**Interpretation.** Viewing ATM IV over time gives a normalized view of volatility expectations, which often rise and fall with realized volatility and market sentiment.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsAtmImpliedVolatility6Months?a=BTC)\n","operationId":"options.IbitOptionsAtmImpliedVolatility6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ATM IV (All) > \*\*Definition.\*\* The at-the-money (ATM) implied volatility for IBIT ETF options, shown for contracts expiring 1 week, 1 month, 3 months, and 6 months from today.\n\n\*\*Interpretation.\*\* Viewing ATM IV over time gives a normalized view of volatility expectations across the term structure.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_atm_implied_volatility_all":{"get":{"summary":"IBIT Options ATM IV (All)","description":"**Definition.** The at-the-money (ATM) implied volatility for IBIT ETF options, shown for contracts expiring 1 week, 1 month, 3 months, and 6 months from today.\\n\\n**Interpretation.** Viewing ATM IV over time gives a normalized view of volatility expectations across the term structure.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsAtmImpliedVolatilityAll?a=BTC)\n","operationId":"options.IbitOptionsAtmImpliedVolatilityAll","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ITM Prob (Call) > \*\*Definition.\*\* The market-implied probability that each IBIT ETF call option will finish in-the-money (ITM) at expiration, distributed by strike price.\n\n\*\*Technical.\*\* Probabilities are derived from option pricing models applied to current market data.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_itm_prob_distribution_call":{"get":{"summary":"IBIT Options ITM Prob (Call)","description":"**Definition.** The market-implied probability that each IBIT ETF call option will finish in-the-money (ITM) at expiration, distributed by strike price.\\n\\n**Technical.** Probabilities are derived from option pricing models applied to current market data.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsItmProbDistributionCall?a=BTC)\n","operationId":"options.IbitOptionsItmProbDistributionCall","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options ITM Prob (Put) > \*\*Definition.\*\* The market-implied probability that each IBIT ETF put option will finish in-the-money (ITM) at expiration, distributed by strike price.\n\n\*\*Technical.\*\* Probabilities are derived from option pricing models applied to current market data.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_itm_prob_distribution_put":{"get":{"summary":"IBIT Options ITM Prob (Put)","description":"**Definition.** The market-implied probability that each IBIT ETF put option will finish in-the-money (ITM) at expiration, distributed by strike price.\\n\\n**Technical.** Probabilities are derived from option pricing models applied to current market data.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsItmProbDistributionPut?a=BTC)\n","operationId":"options.IbitOptionsItmProbDistributionPut","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options IV Smile > Volatility Smile depicts the implied volatilities of IBIT ETF options with different strikes for the chosen expiration date. Options further out of the money usually have higher implied volatilities, hence the chart shows a typical \'smile\' shape.\nThe legend refers to historical overlays and shows the shape of the smile 1 day, 2 days, 1 week, and 2 weeks ago, respectively.\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_volatility_smile":{"get":{"summary":"IBIT Options IV Smile","description":"Volatility Smile depicts the implied volatilities of IBIT ETF options with different strikes for the chosen expiration date. Options further out of the money usually have higher implied volatilities, hence the chart shows a typical 'smile' shape.\\nThe legend refers to historical overlays and shows the shape of the smile 1 day, 2 days, 1 week, and 2 weeks ago, respectively.\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsVolatilitySmile?a=BTC)\n","operationId":"options.IbitOptionsVolatilitySmile","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options IV Term Structure > Implied Volatility Term Structure shows the At-The-Money (ATM) implied volatility of IBIT ETF options expiring on different dates in the future.\nOccasionally, implied volatility for near-term options can top that of longer-dated options, an event referred to as \\"backwardation\\", which can indicate panic and demand in the options markets.\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_implied_volatility_term_structure":{"get":{"summary":"IBIT Options IV Term Structure","description":"Implied Volatility Term Structure shows the At-The-Money (ATM) implied volatility of IBIT ETF options expiring on different dates in the future.\\nOccasionally, implied volatility for near-term options can top that of longer-dated options, an event referred to as \\\"backwardation\\\", which can indicate panic and demand in the options markets.\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsImpliedVolatilityTermStructure?a=BTC)\n","operationId":"options.IbitOptionsImpliedVolatilityTermStructure","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options Max Pain > \*\*Definition.\*\* IBIT Options Max Pain is the strike price at which the total intrinsic value of all IBIT ETF options, if they expired at that price, is minimized, causing maximum loss to option holders. The metric reports intrinsic values for all strikes per maturity and identifies which strike represents the max pain point.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_max_pain":{"get":{"summary":"IBIT Options Max Pain","description":"**Definition.** IBIT Options Max Pain is the strike price at which the total intrinsic value of all IBIT ETF options, if they expired at that price, is minimized, causing maximum loss to option holders. The metric reports intrinsic values for all strikes per maturity and identifies which strike represents the max pain point.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitMaxPain?a=BTC)\n","operationId":"options.IbitMaxPain","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options OI by Maturity > \*\*Definition.\*\* The latest snapshot of open interest in IBIT ETF option contracts by maturity date, broken down by option type (call/put).\n\n\*\*Technical.\*\* Filtered to active contracts with maturity dates in the future and positive open interest. Each print reports open interest recorded at the close of the prior trading day. OPRA reports open interest once daily at around 06:30 ET, so the value for a given date is available the following morning and is timestamped with that date.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_open_interest_by_maturity":{"get":{"summary":"IBIT Options OI by Maturity","description":"**Definition.** The latest snapshot of open interest in IBIT ETF option contracts by maturity date, broken down by option type (call/put).\\n\\n**Technical.** Filtered to active contracts with maturity dates in the future and positive open interest. Each print reports open interest recorded at the close of the prior trading day. OPRA reports open interest once daily at around 06:30 ET, so the value for a given date is available the following morning and is timestamped with that date.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsOpenInterestByMaturity?a=BTC)\n","operationId":"options.IbitOptionsOpenInterestByMaturity","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options Open Interest > \*\*Definition.\*\* The open interest in IBIT ETF option contracts at daily resolution, broken down into total, call, and put open interest.\n\n\*\*Technical.\*\* Aggregated from IBIT options mapped data. Each print reports open interest recorded at the close of the prior trading day. OPRA reports open interest once daily at around 06:30 ET, so the value for a given date is available the following morning and is timestamped with that date.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_open_interest":{"get":{"summary":"IBIT Options Open Interest","description":"**Definition.** The open interest in IBIT ETF option contracts at daily resolution, broken down into total, call, and put open interest.\\n\\n**Technical.** Aggregated from IBIT options mapped data. Each print reports open interest recorded at the close of the prior trading day. OPRA reports open interest once daily at around 06:30 ET, so the value for a given date is available the following morning and is timestamped with that date.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsOpenInterest?a=BTC)\n","operationId":"options.IbitOptionsOpenInterest","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options Put/Call Ratio > \*\*Definition.\*\* IBIT Options Volume Put/Call Ratio is the put volume divided by the call volume traded in IBIT ETF option contracts over the prior 24 hours.\n\n\*\*Technical.\*\* IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Monday to Friday). Data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_volume_put_call_ratio":{"get":{"summary":"IBIT Options Put/Call Ratio","description":"**Definition.** IBIT Options Volume Put/Call Ratio is the put volume divided by the call volume traded in IBIT ETF option contracts over the prior 24 hours.\\n\\n**Technical.** IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Monday to Friday). Data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsVolumePutCallRatio?a=BTC)\n","operationId":"options.IbitOptionsVolumePutCallRatio","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Options Volume > \*\*Definition.\*\* The total volume traded in IBIT ETF option contracts over the prior 24 hours.\n\n\*\*Technical.\*\* IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Monday to Friday). Data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_options_volume_daily_sum":{"get":{"summary":"IBIT Options Volume","description":"**Definition.** The total volume traded in IBIT ETF option contracts over the prior 24 hours.\\n\\n**Technical.** IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Monday to Friday). Data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitOptionsVolumeDailySum?a=BTC)\n","operationId":"options.IbitOptionsVolumeDailySum","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Put IV Delta 10 (All) > \*\*Definition.\*\* The time series of model-interpolated 10-delta put implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 10, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_put_delta_10":{"get":{"summary":"IBIT Put IV Delta 10 (All)","description":"**Definition.** The time series of model-interpolated 10-delta put implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 10, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvPutDelta10?a=BTC)\n","operationId":"options.IbitIvPutDelta10","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Put IV Delta 15 (All) > \*\*Definition.\*\* The time series of model-interpolated 15-delta put implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 15, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_put_delta_15":{"get":{"summary":"IBIT Put IV Delta 15 (All)","description":"**Definition.** The time series of model-interpolated 15-delta put implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 15, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvPutDelta15?a=BTC)\n","operationId":"options.IbitIvPutDelta15","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Put IV Delta 20 (All) > \*\*Definition.\*\* The time series of model-interpolated 20-delta put implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 20, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_put_delta_20":{"get":{"summary":"IBIT Put IV Delta 20 (All)","description":"**Definition.** The time series of model-interpolated 20-delta put implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 20, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvPutDelta20?a=BTC)\n","operationId":"options.IbitIvPutDelta20","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Put IV Delta 25 (All) > \*\*Definition.\*\* The time series of model-interpolated 25-delta put implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 25, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_put_delta_25":{"get":{"summary":"IBIT Put IV Delta 25 (All)","description":"**Definition.** The time series of model-interpolated 25-delta put implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 25, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvPutDelta25?a=BTC)\n","operationId":"options.IbitIvPutDelta25","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Put IV Delta 5 (All) > \*\*Definition.\*\* The time series of model-interpolated 5-delta put implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 5, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_put_delta_5":{"get":{"summary":"IBIT Put IV Delta 5 (All)","description":"**Definition.** The time series of model-interpolated 5-delta put implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 5, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvPutDelta5?a=BTC)\n","operationId":"options.IbitIvPutDelta5","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Put IV Delta 50 (All) > \*\*Definition.\*\* The time series of model-interpolated 50-delta put implied volatility for the IBIT ETF, broken out by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 50, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_iv_put_delta_50":{"get":{"summary":"IBIT Put IV Delta 50 (All)","description":"**Definition.** The time series of model-interpolated 50-delta put implied volatility for the IBIT ETF, broken out by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 50, obtained via interpolation across delta and maturity onto standard tenors. IBIT options follow US equity market hours (9:30 AM to 4:00 PM ET, Mon to Fri), so data appears flat outside trading sessions and on weekends and holidays.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitIvPutDelta50?a=BTC)\n","operationId":"options.IbitIvPutDelta50","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Skew Index > \*\*Definition.\*\* IBIT Skew Index is a single measure of option market asymmetry for the IBIT ETF, integrating option prices across broad sections of the volatility surface to capture shifts in sentiment between bullish and bearish positioning.\n\n\*\*Interpretation.\*\* Positive values indicate higher upside-focused implied volatility. Negative values indicate higher downside-focused implied volatility, typical when downside hedging is dominant.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_skew_index":{"get":{"summary":"IBIT Skew Index","description":"**Definition.** IBIT Skew Index is a single measure of option market asymmetry for the IBIT ETF, integrating option prices across broad sections of the volatility surface to capture shifts in sentiment between bullish and bearish positioning.\\n\\n**Interpretation.** Positive values indicate higher upside-focused implied volatility. Negative values indicate higher downside-focused implied volatility, typical when downside hedging is dominant.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitSkewIndex?a=BTC)\n","operationId":"options.IbitSkewIndex","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Skew Ratio > \*\*Definition.\*\* IBIT Skew Ratio is the ratio of upside-focused to downside-focused implied volatility for the IBIT ETF.\n\n\*\*Interpretation.\*\* Values above 1 indicate higher upside-focused implied volatility, values below 1 indicate higher downside-focused implied volatility.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_skew_index_ratio":{"get":{"summary":"IBIT Skew Ratio","description":"**Definition.** IBIT Skew Ratio is the ratio of upside-focused to downside-focused implied volatility for the IBIT ETF.\\n\\n**Interpretation.** Values above 1 indicate higher upside-focused implied volatility, values below 1 indicate higher downside-focused implied volatility.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitSkewIndexRatio?a=BTC)\n","operationId":"options.IbitSkewIndexRatio","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IBIT Upside IV > \*\*Definition.\*\* IBIT Upside Implied Volatility measures upside-focused implied volatility for the IBIT ETF, derived from out-of-the-money calls. It is one of the two core components that underpin the IBIT Skew Index.\n\n\*\*Technical.\*\* Computed by integrating call-side option prices across strikes and time-weighting to fixed tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/ibit_skew_upvol":{"get":{"summary":"IBIT Upside IV","description":"**Definition.** IBIT Upside Implied Volatility measures upside-focused implied volatility for the IBIT ETF, derived from out-of-the-money calls. It is one of the two core components that underpin the IBIT Skew Index.\\n\\n**Technical.** Computed by integrating call-side option prices across strikes and time-weighting to fixed tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IbitSkewUpvol?a=BTC)\n","operationId":"options.IbitSkewUpvol","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Implied Volatility Heatmap (1 Month) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 1-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 1-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_heatmap_1_month":{"get":{"summary":"Implied Volatility Heatmap (1 Month)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 1-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 1-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvHeatmap1Month?a=BTC)\n","operationId":"options.IvHeatmap1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"period","in":"query","required":true,"description":"period - 2y. See https://api.glassnode.com/v1/metadata/metric?path=/v1/metrics/options/iv_heatmap_1_month for a full list of periods.","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Implied Volatility Heatmap (1 Week) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 1-week tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 1-week expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_heatmap_1_week":{"get":{"summary":"Implied Volatility Heatmap (1 Week)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 1-week tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 1-week expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvHeatmap1Week?a=BTC)\n","operationId":"options.IvHeatmap1Week","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"period","in":"query","required":true,"description":"period - 2y. See https://api.glassnode.com/v1/metadata/metric?path=/v1/metrics/options/iv_heatmap_1_week for a full list of periods.","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Implied Volatility Heatmap (3 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 3-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 3-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_heatmap_3_months":{"get":{"summary":"Implied Volatility Heatmap (3 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 3-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 3-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvHeatmap3Months?a=BTC)\n","operationId":"options.IvHeatmap3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"period","in":"query","required":true,"description":"period - 2y. See https://api.glassnode.com/v1/metadata/metric?path=/v1/metrics/options/iv_heatmap_3_months for a full list of periods.","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Implied Volatility Heatmap (6 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across option delta at a fixed 6-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given delta for 6-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_heatmap_6_months":{"get":{"summary":"Implied Volatility Heatmap (6 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across option delta at a fixed 6-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\\n\\n**Technical.** Each cell shows the implied volatility at the given delta for 6-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvHeatmap6Months?a=BTC)\n","operationId":"options.IvHeatmap6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"period","in":"query","required":true,"description":"period - 2y. See https://api.glassnode.com/v1/metadata/metric?path=/v1/metrics/options/iv_heatmap_6_months for a full list of periods.","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IV Moneyness Heatmap (1 Month) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-month tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 1-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_moneyness_heatmap_1_month":{"get":{"summary":"IV Moneyness Heatmap (1 Month)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-month tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 1-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvMoneynessHeatmap1Month?a=BTC)\n","operationId":"options.IvMoneynessHeatmap1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IV Moneyness Heatmap (1 Week) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-week tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 1-week expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_moneyness_heatmap_1_week":{"get":{"summary":"IV Moneyness Heatmap (1 Week)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-week tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 1-week expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvMoneynessHeatmap1Week?a=BTC)\n","operationId":"options.IvMoneynessHeatmap1Week","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"period","in":"query","required":true,"description":"period - 6month. See https://api.glassnode.com/v1/metadata/metric?path=/v1/metrics/options/iv_moneyness_heatmap_1_week for a full list of periods.","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IV Moneyness Heatmap (3 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 3-month tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 3-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_moneyness_heatmap_3_months":{"get":{"summary":"IV Moneyness Heatmap (3 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 3-month tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 3-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvMoneynessHeatmap3Months?a=BTC)\n","operationId":"options.IvMoneynessHeatmap3Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IV Moneyness Heatmap (6 Months) > \*\*Definition.\*\* A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 6-month tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\n\n\*\*Technical.\*\* Each cell shows the implied volatility at the given moneyness bucket for 6-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_moneyness_heatmap_6_months":{"get":{"summary":"IV Moneyness Heatmap (6 Months)","description":"**Definition.** A heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 6-month tenor. The vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\\n\\n**Technical.** Each cell shows the implied volatility at the given moneyness bucket for 6-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency. The map is built from out-of-the-money options only, with strikes in the same moneyness bucket aggregated by open-interest weighting.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvMoneynessHeatmap6Months?a=BTC)\n","operationId":"options.IvMoneynessHeatmap6Months","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IV Percentile (1 Month) > \*\*Definition.\*\* Options IV Percentile (1 Month) is the fraction of trading days in a rolling window where the 1-month ATM implied volatility was below the current level. Returns rolling windows of 30, 100, and 365 days.\n\n\*\*Interpretation.\*\* A value of 0.9 means current IV is higher than 90% of observations in the window, while a value near 0 means current IV sits at the low end of its recent range.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_iv_percentile_1_month":{"get":{"summary":"IV Percentile (1 Month)","description":"**Definition.** Options IV Percentile (1 Month) is the fraction of trading days in a rolling window where the 1-month ATM implied volatility was below the current level. Returns rolling windows of 30, 100, and 365 days.\\n\\n**Interpretation.** A value of 0.9 means current IV is higher than 90% of observations in the window, while a value near 0 means current IV sits at the low end of its recent range.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsIvPercentile1Month?a=BTC)\n","operationId":"options.OptionsIvPercentile1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## IV Rank (1 Month) > \*\*Definition.\*\* IV Rank measures where the current 1-month ATM implied volatility stands relative to its rolling-window range. Returns rolling windows of 30, 100, and 365 days.\n\n\*\*Technical.\*\* Calculated as \`(current IV - window low) / (window high - window low)\`.\n\n\*\*Interpretation.\*\* A value of 0 means IV is at the window low, 1 means it is at the window high.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_iv_rank_1_month":{"get":{"summary":"IV Rank (1 Month)","description":"**Definition.** IV Rank measures where the current 1-month ATM implied volatility stands relative to its rolling-window range. Returns rolling windows of 30, 100, and 365 days.\\n\\n**Technical.** Calculated as `(current IV - window low) / (window high - window low)`.\\n\\n**Interpretation.** A value of 0 means IV is at the window low, 1 means it is at the window high.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsIvRank1Month?a=BTC)\n","operationId":"options.OptionsIvRank1Month","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Net Premium by Strike > \*\*Definition.\*\* The net call and put premiums (paid minus received) over the past 24 hours across strike prices on major derivatives exchanges (Deribit, OKX, Binance).\n\n\*\*Technical.\*\* Data updates every 10 minutes.\n\n\*\*Interpretation.\*\* Negative values above spot typically indicate net call selling at those levels, suggesting traders are capping upside or generating income. Positive values below spot usually reflect net put buying, pointing to demand for downside protection. The breakdown helps reveal market positioning, demand skew, and potential hedging activity around key strikes.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_net_premium_breakdown_by_strike_price":{"get":{"summary":"Net Premium by Strike","description":"**Definition.** The net call and put premiums (paid minus received) over the past 24 hours across strike prices on major derivatives exchanges (Deribit, OKX, Binance).\\n\\n**Technical.** Data updates every 10 minutes.\\n\\n**Interpretation.** Negative values above spot typically indicate net call selling at those levels, suggesting traders are capping upside or generating income. Positive values below spot usually reflect net put buying, pointing to demand for downside protection. The breakdown helps reveal market positioning, demand skew, and potential hedging activity around key strikes.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsNetPremiumBreakdownByStrikePrice?a=BTC)\n","operationId":"options.OptionsNetPremiumBreakdownByStrikePrice","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Bull Bear Index (BBI) > \*\*Definition.\*\* Options Bull-Bear Index (BBI) measures whether options buyers are allocating more capital to calls or to puts. It is computed as the difference between call and put premiums paid by buyers, normalized by their sum. The index is also segmented by maturity: short-term (0 to 30 days) for near-term conviction, mid-term (30 to 90 days) for tactical and event-driven positioning, and long-term (over 90 days) for strategic and structural sentiment.\n\n\*\*Interpretation.\*\* A value of 1 indicates only call buyers (strongly bullish), a value of -1 indicates only put buyers (strongly bearish), and values near the middle represent a neutral balance.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/bull_bear_index":{"get":{"summary":"Options Bull Bear Index (BBI)","description":"**Definition.** Options Bull-Bear Index (BBI) measures whether options buyers are allocating more capital to calls or to puts. It is computed as the difference between call and put premiums paid by buyers, normalized by their sum. The index is also segmented by maturity: short-term (0 to 30 days) for near-term conviction, mid-term (30 to 90 days) for tactical and event-driven positioning, and long-term (over 90 days) for strategic and structural sentiment.\\n\\n**Interpretation.** A value of 1 indicates only call buyers (strongly bullish), a value of -1 indicates only put buyers (strongly bearish), and values near the middle represent a neutral balance.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.BullBearIndex?a=BTC)\n","operationId":"options.BullBearIndex","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Buy Volume > \*\*Definition.\*\* The total volume traded in options contracts where buyers were the aggressors, in native units or USD.\n\n\*\*Notes.\*\* Use the dropdown above the chart to select individual exchanges.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_buy_volume":{"get":{"summary":"Options Buy Volume","description":"**Definition.** The total volume traded in options contracts where buyers were the aggressors, in native units or USD.\\n\\n**Notes.** Use the dropdown above the chart to select individual exchanges.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsBuyVolume?a=BTC)\n","operationId":"options.OptionsBuyVolume","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Call Volume > \*\*Definition.\*\* The total volume traded for call options contracts, in native units or USD.\n\n\*\*Notes.\*\* Use the dropdown above the chart to select individual exchanges.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_call_volume":{"get":{"summary":"Options Call Volume","description":"**Definition.** The total volume traded for call options contracts, in native units or USD.\\n\\n**Notes.** Use the dropdown above the chart to select individual exchanges.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsCallVolume?a=BTC)\n","operationId":"options.OptionsCallVolume","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Combo Premiums Buyers > \*\*Definition.\*\* The premium paid by traders to buy structured multi-leg option positions on Deribit, including spreads, straddles, and condors. Reported by strategy, maturity, and asset.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/combo_premiums_buyers":{"get":{"summary":"Options Combo Premiums Buyers","description":"**Definition.** The premium paid by traders to buy structured multi-leg option positions on Deribit, including spreads, straddles, and condors. Reported by strategy, maturity, and asset.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.ComboPremiumsBuyers?a=BTC)\n","operationId":"options.ComboPremiumsBuyers","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Combo Premiums Net > \*\*Definition.\*\* The net premium flow on multi-leg option strategies traded on Deribit, equal to buyer-paid premium minus seller-received premium for structured trades such as spreads, straddles, and condors. Reported by strategy, maturity, and asset.\n\n\*\*Interpretation.\*\* Positive values indicate buyer-paid premium exceeds seller-received premium across the slice in view, negative values indicate seller-side flow dominates.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/combo_premiums_net":{"get":{"summary":"Options Combo Premiums Net","description":"**Definition.** The net premium flow on multi-leg option strategies traded on Deribit, equal to buyer-paid premium minus seller-received premium for structured trades such as spreads, straddles, and condors. Reported by strategy, maturity, and asset.\\n\\n**Interpretation.** Positive values indicate buyer-paid premium exceeds seller-received premium across the slice in view, negative values indicate seller-side flow dominates.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.ComboPremiumsNet?a=BTC)\n","operationId":"options.ComboPremiumsNet","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Combo Premiums Sellers > \*\*Definition.\*\* The premium received by traders for selling structured multi-leg option positions on Deribit, including spreads, straddles, and condors. Reported by strategy and asset.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/combo_premiums_sellers":{"get":{"summary":"Options Combo Premiums Sellers","description":"**Definition.** The premium received by traders for selling structured multi-leg option positions on Deribit, including spreads, straddles, and condors. Reported by strategy and asset.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.ComboPremiumsSellers?a=BTC)\n","operationId":"options.ComboPremiumsSellers","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options GEX > \*\*Definition.\*\* Gamma Exposure (GEX) measures how option market-makers\' hedging flows react to movements in the underlying asset.\n\n\*\*Technical.\*\* Market makers, who typically maintain delta-neutral positions, must continuously hedge their gamma exposure by buying or selling futures or spot to offset the delta of the options they have sold or bought. When price moves, option deltas change (that is gamma), forcing dealers to rebalance and creating structural feedback loops in the market. It is a source of one of the most significant structural flows in the equity markets. GEX is estimated from per-trade taker tags on the underlying options venues.\n\n\*\*Interpretation.\*\* At price levels with high positive gamma, dealers hedge in a way that tends to absorb price shocks, dampening volatility by buying on dips and selling on rallies and keeping prices pinned near those strikes (so-called \\"gamma gravity\\" or \\"pinning\\" effects). At price levels with high negative gamma, dealers\' hedging flows amplify price moves, selling when prices fall and buying when they rise and often increasing short-term volatility. For directional traders, monitoring where the sign of GEX changes helps anticipate regime shifts from quiet to volatile markets and back.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_gamma_exposure":{"get":{"summary":"Options GEX","description":"**Definition.** Gamma Exposure (GEX) measures how option market-makers' hedging flows react to movements in the underlying asset.\\n\\n**Technical.** Market makers, who typically maintain delta-neutral positions, must continuously hedge their gamma exposure by buying or selling futures or spot to offset the delta of the options they have sold or bought. When price moves, option deltas change (that is gamma), forcing dealers to rebalance and creating structural feedback loops in the market. It is a source of one of the most significant structural flows in the equity markets. GEX is estimated from per-trade taker tags on the underlying options venues.\\n\\n**Interpretation.** At price levels with high positive gamma, dealers hedge in a way that tends to absorb price shocks, dampening volatility by buying on dips and selling on rallies and keeping prices pinned near those strikes (so-called \\\"gamma gravity\\\" or \\\"pinning\\\" effects). At price levels with high negative gamma, dealers' hedging flows amplify price moves, selling when prices fall and buying when they rise and often increasing short-term volatility. For directional traders, monitoring where the sign of GEX changes helps anticipate regime shifts from quiet to volatile markets and back.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsGammaExposure?a=BTC)\n","operationId":"options.OptionsGammaExposure","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"maturity","in":"query","required":true,"description":"maturity","schema":{"type":"string","enum":["aggregated","weekly","short","mid","long"],"default":"aggregated"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options ITM Prob (Call) > \*\*Definition.\*\* The in-the-money (ITM) probability distribution for call options across strike prices, showing the market-implied probability that each call option will finish in the money at expiration for a specific maturity date, asset, and exchange.\n\n\*\*Technical.\*\* Probabilities are derived from option pricing models based on current market data.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_itm_prob_distribution_call":{"get":{"summary":"Options ITM Prob (Call)","description":"**Definition.** The in-the-money (ITM) probability distribution for call options across strike prices, showing the market-implied probability that each call option will finish in the money at expiration for a specific maturity date, asset, and exchange.\\n\\n**Technical.** Probabilities are derived from option pricing models based on current market data.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsItmProbDistributionCall?a=BTC)\n","operationId":"options.OptionsItmProbDistributionCall","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options ITM Prob (Put) > \*\*Definition.\*\* The in-the-money (ITM) probability distribution for put options by strike price. The metric reports the market-implied probability that each put option will finish in the money at expiration, for a specific maturity date, asset, and exchange.\n\n\*\*Technical.\*\* Probabilities are derived from option pricing models based on current market data.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_itm_prob_distribution_put":{"get":{"summary":"Options ITM Prob (Put)","description":"**Definition.** The in-the-money (ITM) probability distribution for put options by strike price. The metric reports the market-implied probability that each put option will finish in the money at expiration, for a specific maturity date, asset, and exchange.\\n\\n**Technical.** Probabilities are derived from option pricing models based on current market data.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsItmProbDistributionPut?a=BTC)\n","operationId":"options.OptionsItmProbDistributionPut","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Max Pain > \*\*Definition.\*\* Options Max Pain is the settlement price at expiry that minimizes the total intrinsic value (payout) of all outstanding options (calls and puts) for a given maturity, based on current open interest.\n\n\*\*Technical.\*\* For each maturity, candidate settlement prices are evaluated and the aggregate intrinsic value across all strikes is computed, the price with the lowest total payout is the max pain level. Calculations use real-time open interest and update every 10 minutes.\n\n\*\*Interpretation.\*\* Traders use this as a positioning-based reference for potential pinning near expiration, though it is heuristic and depends on how open interest is held and hedged.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_max_pain":{"get":{"summary":"Options Max Pain","description":"**Definition.** Options Max Pain is the settlement price at expiry that minimizes the total intrinsic value (payout) of all outstanding options (calls and puts) for a given maturity, based on current open interest.\\n\\n**Technical.** For each maturity, candidate settlement prices are evaluated and the aggregate intrinsic value across all strikes is computed, the price with the lowest total payout is the max pain level. Calculations use real-time open interest and update every 10 minutes.\\n\\n**Interpretation.** Traders use this as a positioning-based reference for potential pinning near expiration, though it is heuristic and depends on how open interest is held and hedged.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsMaxPain?a=BTC)\n","operationId":"options.OptionsMaxPain","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"maturity","in":"query","required":true,"description":"maturity","schema":{"type":"string","enum":["aggregated","weekly","short","mid","long"],"default":"aggregated"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Max Pain (Time Series) > \*\*Definition.\*\* Options Max Pain is the strike price at which the total value of expiring options (calls plus puts) would be minimized, theoretically causing maximum loss to option holders. The series shows the max pain value over time for each maturity bucket (1w, 1month, 3month, 6month, aggregated), providing a historical view of how the max pain level evolves.\n\n\*\*Technical.\*\* Available at 10-minute, hourly, and daily resolutions.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/max_pain":{"get":{"summary":"Options Max Pain (Time Series)","description":"**Definition.** Options Max Pain is the strike price at which the total value of expiring options (calls plus puts) would be minimized, theoretically causing maximum loss to option holders. The series shows the max pain value over time for each maturity bucket (1w, 1month, 3month, 6month, aggregated), providing a historical view of how the max pain level evolves.\\n\\n**Technical.** Available at 10-minute, hourly, and daily resolutions.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.MaxPain?a=BTC)\n","operationId":"options.MaxPain","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"maturity","in":"query","required":true,"description":"maturity","schema":{"type":"string","enum":["aggregated","weekly","short","mid","long"],"default":"aggregated"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Net Premium Strike Heatmap > \*\*Definition.\*\* Options Net Premium Strike Heatmap visualizes the net cumulated premium flows of options traders across strike prices and time, offering insight into market positioning and sentiment.\n\n\*\*Technical.\*\* Daily net premiums (premium paid as a buyer minus premium received as a seller) are aggregated across strike buckets and displayed as a heatmap overlaid with the underlying asset\'s spot price. Blue and green tones indicate net buying activity (net call buyers above spot, net put buyers below spot), red tones indicate net selling activity (net call sellers above spot, net put sellers below spot).\n\n\*\*Interpretation.\*\* Examining the distribution of net premium across strikes can identify price levels that may act as magnets, resistance zones, or areas of heightened risk. Clusters of net call buying above the current spot may signal anticipated upside, whereas net selling at higher strikes may suggest perceived resistance.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/premiums_strike_heatmap":{"get":{"summary":"Options Net Premium Strike Heatmap","description":"**Definition.** Options Net Premium Strike Heatmap visualizes the net cumulated premium flows of options traders across strike prices and time, offering insight into market positioning and sentiment.\\n\\n**Technical.** Daily net premiums (premium paid as a buyer minus premium received as a seller) are aggregated across strike buckets and displayed as a heatmap overlaid with the underlying asset's spot price. Blue and green tones indicate net buying activity (net call buyers above spot, net put buyers below spot), red tones indicate net selling activity (net call sellers above spot, net put sellers below spot).\\n\\n**Interpretation.** Examining the distribution of net premium across strikes can identify price levels that may act as magnets, resistance zones, or areas of heightened risk. Clusters of net call buying above the current spot may signal anticipated upside, whereas net selling at higher strikes may suggest perceived resistance.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.PremiumsStrikeHeatmap?a=BTC)\n","operationId":"options.PremiumsStrikeHeatmap","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"period","in":"query","required":true,"description":"period - 1y. See https://api.glassnode.com/v1/metadata/metric?path=/v1/metrics/options/premiums_strike_heatmap for a full list of periods.","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options OI by Maturity > \*\*Definition.\*\* The total open interest of call and put options broken down by maturity date, showing the distribution of open interest across different expiration dates for a given asset and exchange.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_open_interest_by_maturity":{"get":{"summary":"Options OI by Maturity","description":"**Definition.** The total open interest of call and put options broken down by maturity date, showing the distribution of open interest across different expiration dates for a given asset and exchange.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsOpenInterestByMaturity?a=BTC)\n","operationId":"options.OptionsOpenInterestByMaturity","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Premiums > \*\*Definition.\*\* A stacked time series of daily call and put premiums (received and paid) across major exchanges (Deribit, OKX, Binance) for each asset, in USD. The four legs are: Put Premium Received (total earned from selling puts), Put Premium Paid (total spent buying puts), Call Premium Received (total earned from selling calls), and Call Premium Paid (total spent buying calls). Maturities: Weekly (up to 7 days), Short (7 to 30 days), Mid (30 to 90 days), Long (90+ days).\n\n\*\*Interpretation.\*\* Put premium received often reflects traders selling volatility or expressing a slightly neutral-to-bullish view, as put sellers benefit from stable or rising prices. Put premium paid is typically used as downside protection or to express a bearish outlook. Call premium received indicates neutral-to-bearish sentiment or an attempt to generate yield in a range-bound market by selling volatility. Call premium paid is generally associated with bullish positioning, as traders seek upside exposure with defined risk.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_premiums":{"get":{"summary":"Options Premiums","description":"**Definition.** A stacked time series of daily call and put premiums (received and paid) across major exchanges (Deribit, OKX, Binance) for each asset, in USD. The four legs are: Put Premium Received (total earned from selling puts), Put Premium Paid (total spent buying puts), Call Premium Received (total earned from selling calls), and Call Premium Paid (total spent buying calls). Maturities: Weekly (up to 7 days), Short (7 to 30 days), Mid (30 to 90 days), Long (90+ days).\\n\\n**Interpretation.** Put premium received often reflects traders selling volatility or expressing a slightly neutral-to-bullish view, as put sellers benefit from stable or rising prices. Put premium paid is typically used as downside protection or to express a bearish outlook. Call premium received indicates neutral-to-bearish sentiment or an attempt to generate yield in a range-bound market by selling volatility. Call premium paid is generally associated with bullish positioning, as traders seek upside exposure with defined risk.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsPremiums?a=BTC)\n","operationId":"options.OptionsPremiums","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"maturity","in":"query","required":true,"description":"maturity","schema":{"type":"string","enum":["aggregated","weekly","short","mid","long"],"default":"aggregated"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Put Volume > \*\*Definition.\*\* The total volume traded for put options contracts, in native units or USD.\n\n\*\*Technical.\*\* Use the dropdown above the chart to select individual exchanges.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_put_volume":{"get":{"summary":"Options Put Volume","description":"**Definition.** The total volume traded for put options contracts, in native units or USD.\\n\\n**Technical.** Use the dropdown above the chart to select individual exchanges.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsPutVolume?a=BTC)\n","operationId":"options.OptionsPutVolume","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Sell Volume > \*\*Definition.\*\* The total volume traded in options contracts where sellers were the aggressors, in native units or USD.\n\n\*\*Technical.\*\* Use the dropdown above the chart to select individual exchanges.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_sell_volume":{"get":{"summary":"Options Sell Volume","description":"**Definition.** The total volume traded in options contracts where sellers were the aggressors, in native units or USD.\\n\\n**Technical.** Use the dropdown above the chart to select individual exchanges.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsSellVolume?a=BTC)\n","operationId":"options.OptionsSellVolume","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Volume > \*\*Definition.\*\* The total volume traded in options contracts, in native units or USD.\n\n\*\*Technical.\*\* Use the dropdown above the chart to select individual exchanges.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_volume":{"get":{"summary":"Options Volume","description":"**Definition.** The total volume traded in options contracts, in native units or USD.\\n\\n**Technical.** Use the dropdown above the chart to select individual exchanges.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsVolume?a=BTC)\n","operationId":"options.OptionsVolume","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Options Volume Breakdowns > \*\*Definition.\*\* A stacked time series of daily call and put volume breakdowns (bought and sold) across major exchanges (Deribit, OKX, Binance, and Bybit).\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_volume_breakdowns":{"get":{"summary":"Options Volume Breakdowns","description":"**Definition.** A stacked time series of daily call and put volume breakdowns (bought and sold) across major exchanges (Deribit, OKX, Binance, and Bybit).\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsVolumeBreakdowns?a=BTC)\n","operationId":"options.OptionsVolumeBreakdowns","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Premium Weighted Median Strike > \*\*Definition.\*\* The premium-weighted median strike prices for options across moneyness categories (ITM, ATM, OTM) and option types (call and put), shown across maturity buckets (1w, 1month, 3month, 6month, and aggregated) to identify where options activity is concentrated by premium flow.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/premium_weighted_median_strike":{"get":{"summary":"Premium Weighted Median Strike","description":"**Definition.** The premium-weighted median strike prices for options across moneyness categories (ITM, ATM, OTM) and option types (call and put), shown across maturity buckets (1w, 1month, 3month, 6month, and aggregated) to identify where options activity is concentrated by premium flow.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.PremiumWeightedMedianStrike?a=BTC)\n","operationId":"options.PremiumWeightedMedianStrike","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Put IV Delta 10 > \*\*Definition.\*\* The time series of model-interpolated 10-delta put implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 10 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_put_delta_10":{"get":{"summary":"Put IV Delta 10","description":"**Definition.** The time series of model-interpolated 10-delta put implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 10 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvPutDelta10?a=BTC)\n","operationId":"options.IvPutDelta10","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Put IV Delta 15 > \*\*Definition.\*\* The time series of model-interpolated 15-delta put implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 15 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_put_delta_15":{"get":{"summary":"Put IV Delta 15","description":"**Definition.** The time series of model-interpolated 15-delta put implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 15 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvPutDelta15?a=BTC)\n","operationId":"options.IvPutDelta15","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Put IV Delta 20 > \*\*Definition.\*\* The time series of model-interpolated 20-delta put implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 20 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_put_delta_20":{"get":{"summary":"Put IV Delta 20","description":"**Definition.** The time series of model-interpolated 20-delta put implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 20 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvPutDelta20?a=BTC)\n","operationId":"options.IvPutDelta20","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Put IV Delta 25 > \*\*Definition.\*\* The time series of model-interpolated 25-delta put implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 25 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_put_delta_25":{"get":{"summary":"Put IV Delta 25","description":"**Definition.** The time series of model-interpolated 25-delta put implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 25 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvPutDelta25?a=BTC)\n","operationId":"options.IvPutDelta25","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Put IV Delta 5 > \*\*Definition.\*\* The time series of model-interpolated 5-delta put implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 5 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_put_delta_5":{"get":{"summary":"Put IV Delta 5","description":"**Definition.** The time series of model-interpolated 5-delta put implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 5 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvPutDelta5?a=BTC)\n","operationId":"options.IvPutDelta5","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Put IV Delta 50 > \*\*Definition.\*\* The time series of model-interpolated 50-delta put implied volatility by tenor.\n\n\*\*Technical.\*\* Each data point represents the IV at target delta 50 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/iv_put_delta_50":{"get":{"summary":"Put IV Delta 50","description":"**Definition.** The time series of model-interpolated 50-delta put implied volatility by tenor.\\n\\n**Technical.** Each data point represents the IV at target delta 50 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.IvPutDelta50?a=BTC)\n","operationId":"options.IvPutDelta50","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Total GEX > \*\*Definition.\*\* Total Gamma Exposure (GEX) is the net gamma positioning of dealers aggregated across all strikes over time, indicating whether the overall market is in a long gamma (stabilizing) or short gamma (volatile) regime.\n\n\*\*Interpretation.\*\* Positive values indicate dealers are net long gamma, meaning their hedging activity dampens price moves. Negative values indicate dealers are net short gamma, meaning their hedging amplifies price moves. Use this metric to identify regime shifts between low and high volatility environments and to understand the structural flows that influence price dynamics.\n\ > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/total_gex":{"get":{"summary":"Total GEX","description":"**Definition.** Total Gamma Exposure (GEX) is the net gamma positioning of dealers aggregated across all strikes over time, indicating whether the overall market is in a long gamma (stabilizing) or short gamma (volatile) regime.\\n\\n**Interpretation.** Positive values indicate dealers are net long gamma, meaning their hedging activity dampens price moves. Negative values indicate dealers are net short gamma, meaning their hedging amplifies price moves. Use this metric to identify regime shifts between low and high volatility environments and to understand the structural flows that influence price dynamics.\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.TotalGex?a=BTC)\n","operationId":"options.TotalGex","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"s","in":"query","required":false,"description":"since, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"u","in":"query","required":false,"description":"until, unix timestamp","schema":{"type":"integer"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` ## Upside IV > \*\*Definition.\*\* Upside Implied Volatility measures upside-focused implied volatility derived from OTM calls, integrated across strikes and time-weighted to fixed tenors. In aggregate, it captures the premium the options market is paying for upside exposure. It is one of the two core components that underpin the Glassnode Skew Index.\n\n\*\*Interpretation.\*\* Use alongside Downside Implied Volatility and the Glassnode Skew Index to diagnose whether call-demand (upside tails) or downside hedging is driving market asymmetry.\n\n\*\*Notes.\*\* For further details, see \[Measuring Market Asymmetry: The Glassnode Skew Index]\( > \ > \[View in Studio]\()
```json {"openapi":"3.0.3","info":{"title":"Glassnode API - options","version":"1.0.0"},"servers":[{"url":"https://api.glassnode.com","description":"Production API server"}],"security":[{"ApiKeyAuth":[]}],"components":{"securitySchemes":{"ApiKeyAuth":{"type":"apiKey","in":"query","name":"api_key","description":"Your Glassnode API key"}},"schemas":{"TimeSeriesResponse":{"type":"array","items":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/skew_upvol":{"get":{"summary":"Upside IV","description":"**Definition.** Upside Implied Volatility measures upside-focused implied volatility derived from OTM calls, integrated across strikes and time-weighted to fixed tenors. In aggregate, it captures the premium the options market is paying for upside exposure. It is one of the two core components that underpin the Glassnode Skew Index.\\n\\n**Interpretation.** Use alongside Downside Implied Volatility and the Glassnode Skew Index to diagnose whether call-demand (upside tails) or downside hedging is driving market asymmetry.\\n\\n**Notes.** For further details, see [Measuring Market Asymmetry: The Glassnode Skew Index](https://insights.glassnode.com/glassnode-skew-index/).\\n\n\n[View in Studio](https://studio.glassnode.com/charts/options.SkewUpvol?a=BTC)\n","operationId":"options.SkewUpvol","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":false,"description":"frequency interval - 10m, 1h, 24h","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - csv, json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$ref":"#/components/schemas/TimeSeriesResponse"}}}},"400":{"description":"Bad Request - Invalid parameters or unsupported asset","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"401":{"description":"Unauthorized - Invalid or missing API key","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}},"429":{"description":"Too Many Requests - Rate limit exceeded","content":{"application/json":{"schema":{"$ref":"#/components/schemas/ErrorResponse"}}}}}}}}} ``` --- # Agent Instructions This documentation is published with GitBook. GitBook is the documentation platform designed so that both humans and AI agents can read, navigate, and reason over technical content effectively. Learn more at gitbook.com. ## Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://docs.glassnode.com/basic-api/endpoints/options.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.