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Call IV Delta 10

get

Time series of model-interpolated 10-delta call implied volatility by tenor.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_call_delta_10

hashtag
Call IV Delta 15

get

Time series of model-interpolated 15-delta call implied volatility by tenor.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_call_delta_15

hashtag
Call IV Delta 20

get

Time series of model-interpolated 20-delta call implied volatility by tenor.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_call_delta_20

hashtag
Call IV Delta 25

get

Time series of model-interpolated 25-delta call implied volatility by tenor.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_call_delta_25

hashtag
Call IV Delta 5

get

Time series of model-interpolated 5-delta call implied volatility by tenor.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_call_delta_5

hashtag
Call IV Delta 50

get

Time series of model-interpolated 50-delta call implied volatility by tenor.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_call_delta_50

hashtag
Call-Put 10 Delta Skew

get

Time series of model-interpolated 10-delta call–put implied volatility skew by tenor.\nEach data point represents the difference between call and put IV at target delta 10 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/10delta_skew_call_put_all

hashtag
Call-Put 15 Delta Skew

get

Time series of model-interpolated 15-delta call–put implied volatility skew by tenor.\nEach data point represents the difference between call and put IV at target delta 15 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/15delta_skew_call_put_all

hashtag
Call-Put 20 Delta Skew

get

Time series of model-interpolated 20-delta call–put implied volatility skew by tenor.\nEach data point represents the difference between call and put IV at target delta 20 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/20delta_skew_call_put_all

hashtag
Call-Put 25 Delta Skew

get

Time series of model-interpolated 25-delta call–put implied volatility skew by tenor.\nEach data point represents the difference between call and put IV at target delta 25 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/25delta_skew_call_put_all

hashtag
Call-Put 5 Delta Skew

get

Time series of model-interpolated 5-delta call–put implied volatility skew by tenor.\nEach data point represents the difference between call and put IV at target delta 5 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/5delta_skew_call_put_all

hashtag
Call-Put 50 Delta Skew

get

Time series of model-interpolated 50-delta call–put implied volatility skew by tenor.\nEach data point represents the difference between call and put IV at target delta 50 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/50delta_skew_call_put_all

hashtag
Downside IV

get

Measures downside-focused implied volatility derived from OTM puts, integrated across strikes and time-weighted to fixed tenors.\nIt is one of the two core components that underpin the Glassnode Skew Index.\n\nUse alongside Upside Implied Volatility and the Glassnode Skew Index to diagnose whether call-demand (upside tails) or downside hedging is driving market asymmetry.\n\nFor further details, please refer to our article, Measuring Market Asymmetry: The Glassnode Skew Indexarrow-up-right.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/skew_dnvol

hashtag
Glassnode Skew Index

get

The Glassnode Skew index is single measure of option market asymmetry. Unlike the conventional 25-delta skew that samples two fixed points on the curve, the Glassnode Skew Index integrates option prices across broader sections of the surface to better capture shifts in sentiment between bullish and bearish positioning.\n\nWe split implied volatility 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\nPositive 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\nFor further details, please refer to our article, Measuring Market Asymmetry: The Glassnode Skew Indexarrow-up-right.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/skew_index

hashtag
Glassnode Skew Index Ratio

get

A scale-free gauge of call-vs-put dominance defined as Upside IV / Downside IV across fixed tenors.\n\nValues > 1 indicate richer upside; values < 1 indicate richer downside. Complements the Glassnode Skew Index (difference) by normalizing out the absolute volatility level.\n\nFor further details, please refer to our article, Measuring Market Asymmetry: The Glassnode Skew Indexarrow-up-right.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/skew_index_ratio

hashtag
Implied Volatility Heatmap (1 Month)

get

Heatmap of model-interpolated implied volatility across option delta at a fixed 1-month tenor.\nThe vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
periodstringRequired

period - 2y. See https://api.glassnode.com/v1/metadata/metric?path&#x3D;/v1/metrics/options/iv_heatmap_1_month for a full list of periods.

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_heatmap_1_month

hashtag
Implied Volatility Heatmap (1 Week)

get

Heatmap of model-interpolated implied volatility across option delta at a fixed 1-week tenor.\nThe vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
periodstringRequired

period - 2y. See https://api.glassnode.com/v1/metadata/metric?path&#x3D;/v1/metrics/options/iv_heatmap_1_week for a full list of periods.

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_heatmap_1_week

hashtag
Implied Volatility Heatmap (3 Months)

get

Heatmap of model-interpolated implied volatility across option delta at a fixed 3-month tenor.\nThe vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
periodstringRequired

period - 2y. See https://api.glassnode.com/v1/metadata/metric?path&#x3D;/v1/metrics/options/iv_heatmap_3_months for a full list of periods.

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_heatmap_3_months

hashtag
Implied Volatility Heatmap (6 Months)

get

Heatmap of model-interpolated implied volatility across option delta at a fixed 6-month tenor.\nThe vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options.\nEach 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.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
periodstringRequired

period - 2y. See https://api.glassnode.com/v1/metadata/metric?path&#x3D;/v1/metrics/options/iv_heatmap_6_months for a full list of periods.

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_heatmap_6_months

hashtag
Net Premium by Strike

get

Tracks net call and put premiums (paid minus received) over the past 24 hours across strike prices on major derivatives exchanges (Deribit, OKX, Binance). 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. This helps reveal market positioning, demand skew, and potential hedging activity around key strikes. Data updates every 10 minutes.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringRequired

frequency interval - 10m

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_net_premium_breakdown_by_strike_price

hashtag
Options Bull Bear Index (BBI)

get

The Bull–Bear Index (BBI) measures whether traders allocate more capital to call options (bullish) or put options (bearish). It is calculated as the difference between call and put premiums from buyers, normalized by their sum. A value of 1 indicates only call option buyers (strongly bullish sentiment). A value of minus 1 only put option buyers (strongly bearish sentiment). Values near the middle represent a neutral balance. The index is also segmented by options maturity: Short term (Between 0 and 30 days): near term conviction. Mid term (30 to 90 days): tactical positioning and event driven bets. Long-term (>90 days): strategic positioning and structural sentiment.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/bull_bear_index

hashtag
Options Buy Volume

get

The total volume traded in options contracts where buyers were the aggressors (native or USD). Use the dropdown above the chart to select individual exchanges.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
cstringOptional

currency - NATIVE, USD

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_buy_volume

hashtag
Options Call Volume

get

The total volume traded for call options contracts (native or USD). Use the dropdown above the chart to select individual exchanges.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
cstringOptional

currency - NATIVE, USD

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_call_volume

hashtag
Options Combo Premiums Buyers

get

Premium flows from multi-leg option strategies on Deribit. Tracks how much premium traders pay for buying structured option trades (e.g. spreads, straddles, condors) by strategy, maturity, and asset.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/combo_premiums_buyers

hashtag
Options Combo Premiums Net

get

Net premium flows from multi-leg option strategies traded on Deribit. Measures the net premium between buyers and sellers for structured option trades (e.g., spreads, straddles, condors), segmented by strategy, maturity, and asset.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/combo_premiums_net

hashtag
Options Combo Premiums Sellers

get

Premium flows from multi-leg option strategies on Deribit. Tracks how much premium traders received for selling structured option trades (e.g. spreads, straddles, condors), segmented by strategy and asset.

View in Studioarrow-up-right

Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/combo_premiums_sellers

hashtag
Options GEX

get

Gamma Exposure (GEX) measures how option market-makers’ hedging flows react to movements in the underlying asset.\nMarket makers, who typically maintain delta-neutral positions, must continuously hedge their gamma exposure by buying or selling futures/spot to offset the delta of the options they’ve sold or bought. When price moves, option deltas change (that’s gamma), forcing dealers to rebalance, creating structural feedback loops in the market. It's a source of one of the most significant structural flows in the equity markets\n\nAt price levels with high positive gamma, dealers hedge in a way that tends to absorb price shocks, they tend to dampen volatility — they buy on dips and sell on rallies, keeping prices pinned near those strikes (so-called “gamma gravity” or “pinning” effects).\n\nAt price levels with high negative gamma, dealers’ hedging flows amplify price moves — they sell when prices fall and buy when they rise, often increasing short-term volatility.\n\nFor directional traders, monitoring where the sign of GEX changes helps anticipate regime shifts from quiet to volatile markets (and vice versa).

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringRequired

frequency interval - 10m

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
maturitystring · enumRequired

maturity

Default: aggregatedPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_gamma_exposure

hashtag
Options Max Pain

get

Max Pain is the settlement price at expiry that minimizes the total intrinsic value (payout) of all outstanding options (calls + puts) for a given maturity, based on current open interest. For each maturity, we evaluate candidate settlement prices and compute the aggregate intrinsic value across all strikes; the price with the lowest total payout is the max pain level. 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/hedged. Calculations use real-time open interest and update every 10 minutes

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringRequired

frequency interval - 10m

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
maturitystring · enumRequired

maturity

Default: aggregatedPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
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200

Successful response

application/json
get
/v1/metrics/options/options_max_pain

hashtag
Options Net Premium Strike Heatmap

get

The 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. This metric aggregates daily net premiums (premium paid as a buyer minus premium received as a seller) across strike buckets, and displays them as a heatmap overlaid with the underlying asset’s spot price. Blue/green tones indicate net buying activity (net call buyers above spot, net put buyers below spot), while red tones indicate net selling activity (net call sellers above spot, net put sellers below spot).\n\n By examining the distribution of net premium across strikes, traders can identify key price levels that could act as magnets, resistance zones, or areas of heightened risk. Because options positioning can reflect forward-looking market views, this visualization helps anticipate where traders expect significant price action. For example, clusters of net call buying (blue) above the current spot may signal anticipated upside, whereas net selling (red) at higher strikes may suggest perceived resistance.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
periodstringRequired

period - 1y. See https://api.glassnode.com/v1/metadata/metric?path&#x3D;/v1/metrics/options/premiums_strike_heatmap for a full list of periods.

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
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200

Successful response

application/json
get
/v1/metrics/options/premiums_strike_heatmap

hashtag
Options Premiums

get

The Stacked time series of daily call and put premiums (received and paid) across major exchanges (Deribit, OKX, Binance) for each assets. The chart visualizes premium flows in USD, offering insights into market positioning and sentiment.\n- Put Premium Received (USD): Total amount earned from selling puts. Often reflects traders selling volatility or expressing a slightly neutral-to-bullish view, as put sellers benefit from stable or rising prices.\n- Put Premium Paid (USD): Total amount spent to buy puts. Typically used as downside protection or to express a bearish outlook on the market.\n- Call Premium Received (USD): Total amount earned from selling calls. Indicates neutral-to-bearish sentiment or an attempt to generate yield in a range-bound market by selling volatility.\n- Call Premium Paid (USD): Total amount spent to buy calls. Generally associated with bullish positioning, as traders seek upside exposure with defined risk.\n\nMaturities: Weekly (up to 7 days), Short (7-30 days), Mid (30-90 days), Long (90+ days).

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
maturitystring · enumRequired

maturity

Default: aggregatedPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_premiums

hashtag
Options Put Volume

get

The total volume traded for put options contracts (native or USD). Use the dropdown above the chart to select individual exchanges.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
cstringOptional

currency - NATIVE, USD

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
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200

Successful response

application/json
get
/v1/metrics/options/options_put_volume

hashtag
Options Sell Volume

get

The total volume traded in options contracts where sellers were the aggressors (native or USD). Use the dropdown above the chart to select individual exchanges.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
cstringOptional

currency - NATIVE, USD

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_sell_volume

hashtag
Options Volume

get

The total volume traded in options contracts (native or USD). Use the dropdown above the chart to select individual exchanges.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
cstringOptional

currency - NATIVE, USD

timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_volume

hashtag
Options Volume Breakdowns

get

The Stacked time series of daily call and put volume breakdowns (bought and sold) across major exchanges (Deribit, OKX, Binance and Bybit).

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/options_volume_breakdowns

hashtag
Premium Weighted Median Strike

get

Premium-weighted median strike prices for options across moneyness categories (ITM, ATM, OTM) and option types (call/put). Shows term structure across maturity buckets (1w, 1month, 3month, 6month, aggregated) to identify where options activity is concentrated by premium flow.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
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200

Successful response

application/json
get
/v1/metrics/options/premium_weighted_median_strike

hashtag
Put IV Delta 10

get

Time series of model-interpolated 10-delta put implied volatility by tenor.\nEach 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.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_put_delta_10

hashtag
Put IV Delta 15

get

Time series of model-interpolated 15-delta put implied volatility by tenor.\nEach 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.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_put_delta_15

hashtag
Put IV Delta 20

get

Time series of model-interpolated 20-delta put implied volatility by tenor.\nEach 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.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_put_delta_20

hashtag
Put IV Delta 25

get

Time series of model-interpolated 25-delta put implied volatility by tenor.\nEach 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.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_put_delta_25

hashtag
Put IV Delta 5

get

Time series of model-interpolated 5-delta put implied volatility by tenor.\nEach 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.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_put_delta_5

hashtag
Put IV Delta 50

get

Time series of model-interpolated 50-delta put implied volatility by tenor.\nEach 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.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

sintegerOptional

since, unix timestamp

uintegerOptional

until, unix timestamp

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/iv_put_delta_50

hashtag
Upside IV

get

Measures upside-focused implied volatility derived from OTM calls, integrated across strikes and time-weighted to fixed tenors.\nIt is one of the two core components that underpin the Glassnode Skew Index.\n\nUse alongside Downside Implied Volatility and the Glassnode Skew Index to diagnose whether call-demand (upside tails) or downside hedging is driving market asymmetry.\n\nFor further details, please refer to our article, Measuring Market Asymmetry: The Glassnode Skew Indexarrow-up-right.

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Authorizations
api_keystringRequired

Your Glassnode API key

Query parameters
astringRequired

asset id - (see metadata (metadata/metric) page for more details)}

istringOptional

frequency interval - 10m, 1h, 24h

fstring · enumOptional

format - csv, json

Default: jsonPossible values:
timestamp_formatstring · enumOptional

timestamp format - unix or humanized (RFC 3339)

Default: unixPossible values:
Responses
chevron-right
200

Successful response

application/json
get
/v1/metrics/options/skew_upvol
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