# Options

## Call IV Delta 10

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvCallDelta10?a=BTC>)<br>

```json
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```

## Call IV Delta 15

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvCallDelta15?a=BTC>)<br>

```json
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```

## Call IV Delta 20

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvCallDelta20?a=BTC>)<br>

```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":"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.\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

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvCallDelta25?a=BTC>)<br>

```json
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```

## Call IV Delta 5

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvCallDelta5?a=BTC>)<br>

```json
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```

## Call IV Delta 50

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvCallDelta50?a=BTC>)<br>

```json
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```

## Call-Put 10 Delta Skew

> 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 Studio]\(<https://studio.glassnode.com/charts/options.10DeltaSkewCallPutAll?a=BTC>)<br>

```json
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```

## Call-Put 15 Delta Skew

> 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 Studio]\(<https://studio.glassnode.com/charts/options.15DeltaSkewCallPutAll?a=BTC>)<br>

```json
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```

## Call-Put 20 Delta Skew

> 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 Studio]\(<https://studio.glassnode.com/charts/options.20DeltaSkewCallPutAll?a=BTC>)<br>

```json
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```

## Call-Put 25 Delta Skew

> 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 Studio]\(<https://studio.glassnode.com/charts/options.25DeltaSkewCallPutAll?a=BTC>)<br>

```json
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```

## Call-Put 5 Delta Skew

> 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 Studio]\(<https://studio.glassnode.com/charts/options.5DeltaSkewCallPutAll?a=BTC>)<br>

```json
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```

## Downside IV

> 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 Index]\(<https://insights.glassnode.com/glassnode-skew-index/).\\>
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.SkewDnvol?a=BTC>)<br>

```json
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```

## GEX Strike Heatmap (1 Month)

> Heatmap of gamma exposure across strike prices over the last 30 days.\n\nThe heatmap uses 100 logarithmically-spaced buckets. Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves).\n\nTraders can identify gamma walls, negative GEX clusters, and gamma flip points.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.GexStrikeHeatmap1Month?a=BTC>)<br>

```json
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```

## GEX Strike Heatmap (1 Year)

> Heatmap of gamma exposure across strike prices over the last 365 days.\n\nThe heatmap uses 100 logarithmically-spaced buckets. Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves).\n\nTraders can identify gamma walls, negative GEX clusters, and gamma flip points.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.GexStrikeHeatmap1Year?a=BTC>)<br>

```json
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```

## GEX Strike Heatmap (2 Years)

> Heatmap of gamma exposure across strike prices over the last 730 days.\n\nThe heatmap uses 100 logarithmically-spaced buckets. Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves).\n\nTraders can identify gamma walls, negative GEX clusters, and gamma flip points.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.GexStrikeHeatmap2Years?a=BTC>)<br>

```json
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```

## GEX Strike Heatmap (3 Months)

> Heatmap of gamma exposure across strike prices over the last 90 days.\n\nThe heatmap uses 100 logarithmically-spaced buckets. Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves).\n\nTraders can identify gamma walls, negative GEX clusters, and gamma flip points.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.GexStrikeHeatmap3Months?a=BTC>)<br>

```json
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```

## GEX Strike Heatmap (6 Months)

> Heatmap of gamma exposure across strike prices over the last 180 days.\n\nThe heatmap uses 100 logarithmically-spaced buckets. Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves).\n\nTraders can identify gamma walls, negative GEX clusters, and gamma flip points.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.GexStrikeHeatmap6Months?a=BTC>)<br>

```json
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```

## GEX Strike Heatmap (Full)

> Heatmap of gamma exposure across strike prices over the full historical period.\n\nThe heatmap uses 100 logarithmically-spaced buckets. Green zones indicate positive GEX (dealers long gamma, dampening volatility), red zones indicate negative GEX (dealers short gamma, amplifying moves).\n\nTraders can identify gamma walls, negative GEX clusters, and gamma flip points.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.GexStrikeHeatmapFull?a=BTC>)<br>

```json
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```

## Glassnode Skew Index

> 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 Index]\(<https://insights.glassnode.com/glassnode-skew-index/).\\>
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.SkewIndex?a=BTC>)<br>

```json
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```

## Glassnode Skew Index Ratio

> 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 Index]\(<https://insights.glassnode.com/glassnode-skew-index/).\\>
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.SkewIndexRatio?a=BTC>)<br>

```json
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```

## IBIT Call IV Delta 10 (All)

> Time series of model-interpolated 10-delta call implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvCallDelta10?a=BTC>)<br>

```json
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```

## IBIT Call IV Delta 15 (All)

> Time series of model-interpolated 15-delta call implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvCallDelta15?a=BTC>)<br>

```json
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```

## IBIT Call IV Delta 20 (All)

> Time series of model-interpolated 20-delta call implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvCallDelta20?a=BTC>)<br>

```json
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```

## IBIT Call IV Delta 25 (All)

> Time series of model-interpolated 25-delta call implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvCallDelta25?a=BTC>)<br>

```json
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```

## IBIT Call IV Delta 5 (All)

> Time series of model-interpolated 5-delta call implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvCallDelta5?a=BTC>)<br>

```json
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```

## IBIT Call IV Delta 50 (All)

> Time series of model-interpolated 50-delta call implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvCallDelta50?a=BTC>)<br>

```json
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```

## IBIT Options Max Pain

> Max pain calculations for IBIT ETF options. Max pain is the strike price where the total intrinsic value of all options (if expired at that price) is minimized, causing maximum loss to option holders. Shows intrinsic values for all strikes per maturity, with identification of which strike represents the max pain point.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitMaxPain?a=BTC>)<br>

```json
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```

## IBIT Options OI by Maturity

> Aggregated open interest data for IBIT options by maturity date. Provides the latest snapshot of open interest for each maturity, broken down by option type (call/put). Filtered for active contracts with maturity dates in the future and positive open interest. IBIT Open Interest represents the open interest recorded at the close of the prior trading day. OPRA normally reports open interest once daily at around 06:30 ET, which means the data for today is only available tomorrow morning and is timestamped with today’s date.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitOptionsOpenInterestByMaturity?a=BTC>)<br>

```json
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```

## IBIT Options Open Interest

> Open interest aggregated from IBIT options mapped data at daily resolution. Includes total, call, and put open interest. IBIT Open Interest represents the open interest recorded at the close of the prior trading day. OPRA normally reports open interest once daily at around 06:30 ET, which means the data for today is only available tomorrow morning and is timestamped with today’s date.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitOptionsOpenInterest?a=BTC>)<br>

```json
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```

## IBIT Options Put/Call Ratio

> The IBIT Options Volume Put/Call Ratio shows the put volume divided by call volume traded in IBIT ETF options contracts in the last 24 hours. IBIT options follow US equity market hours (9:30 AM–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitOptionsVolumePutCallRatio?a=BTC>)<br>

```json
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```

## IBIT Options Volume

> The total volume traded in IBIT ETF options contracts in the last 24 hours. IBIT options follow US equity market hours (9:30 AM–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitOptionsVolumeDailySum?a=BTC>)<br>

```json
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```

## IBIT Put IV Delta 10 (All)

> Time series of model-interpolated 10-delta put implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvPutDelta10?a=BTC>)<br>

```json
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```

## IBIT Put IV Delta 15 (All)

> Time series of model-interpolated 15-delta put implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvPutDelta15?a=BTC>)<br>

```json
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```

## IBIT Put IV Delta 20 (All)

> Time series of model-interpolated 20-delta put implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvPutDelta20?a=BTC>)<br>

```json
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```

## IBIT Put IV Delta 25 (All)

> Time series of model-interpolated 25-delta put implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvPutDelta25?a=BTC>)<br>

```json
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```

## IBIT Put IV Delta 5 (All)

> Time series of model-interpolated 5-delta put implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvPutDelta5?a=BTC>)<br>

```json
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```

## IBIT Put IV Delta 50 (All)

> Time series of model-interpolated 50-delta put implied volatility for the IBIT ETF by tenor. 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–4:00 PM ET, Mon–Fri); data will appear flat outside trading sessions and on weekends/holidays.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IbitIvPutDelta50?a=BTC>)<br>

```json
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```

## Implied Volatility Heatmap (1 Month)

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvHeatmap1Month?a=BTC>)<br>

```json
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```

## Implied Volatility Heatmap (1 Week)

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvHeatmap1Week?a=BTC>)<br>

```json
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```

## Implied Volatility Heatmap (3 Months)

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvHeatmap3Months?a=BTC>)<br>

```json
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```

## Implied Volatility Heatmap (6 Months)

> 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 Studio]\(<https://studio.glassnode.com/charts/options.IvHeatmap6Months?a=BTC>)<br>

```json
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```

## IV Moneyness Heatmap (1 Month)

> Heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-month tenor.\nThe vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\nEach 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvMoneynessHeatmap1Month?a=BTC>)<br>

```json
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```

## IV Moneyness Heatmap (1 Week)

> Heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 1-week tenor.\nThe vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\nEach 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvMoneynessHeatmap1Week?a=BTC>)<br>

```json
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```

## IV Moneyness Heatmap (3 Months)

> Heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 3-month tenor.\nThe vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\nEach 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvMoneynessHeatmap3Months?a=BTC>)<br>

```json
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```

## IV Moneyness Heatmap (6 Months)

> Heatmap of model-interpolated implied volatility across moneyness buckets at a fixed 6-month tenor.\nThe vertical axis represents moneyness buckets ranging from deep out-of-the-money puts to deep out-of-the-money calls.\nEach 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvMoneynessHeatmap6Months?a=BTC>)<br>

```json
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```

## Net Premium by Strike

> 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 Studio]\(<https://studio.glassnode.com/charts/options.OptionsNetPremiumBreakdownByStrikePrice?a=BTC>)<br>

```json
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```

## Options Bull Bear Index (BBI)

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.BullBearIndex?a=BTC>)<br>

```json
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```

## Options Buy Volume

> 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 Studio]\(<https://studio.glassnode.com/charts/options.OptionsBuyVolume?a=BTC>)<br>

```json
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```

## Options Call Volume

> The total volume traded for call options contracts (native or USD). Use the dropdown above the chart to select individual exchanges.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsCallVolume?a=BTC>)<br>

```json
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```

## Options Combo Premiums Buyers

> 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 Studio]\(<https://studio.glassnode.com/charts/options.ComboPremiumsBuyers?a=BTC>)<br>

```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":"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.\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

> 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 Studio]\(<https://studio.glassnode.com/charts/options.ComboPremiumsNet?a=BTC>)<br>

```json
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```

## Options Combo Premiums Sellers

> 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 Studio]\(<https://studio.glassnode.com/charts/options.ComboPremiumsSellers?a=BTC>)<br>

```json
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```

## Options GEX

> 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\&#x27;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).\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsGammaExposure?a=BTC>)<br>

```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":"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&#x27;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).\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)

> The in-the-money (ITM) probability distribution for call options by strike price. This metric shows the market-implied probability that each call option will finish in the money at expiration for a specific maturity date, asset, and exchange. The probabilities are derived from option pricing models based on current market data.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsItmProbDistributionCall?a=BTC>)<br>

```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":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_itm_prob_distribution_call":{"get":{"summary":"Options ITM Prob (Call)","description":"The in-the-money (ITM) probability distribution for call options by strike price. This metric shows the market-implied probability that each call option will finish in the money at expiration for a specific maturity date, asset, and exchange. The probabilities are derived from option pricing models based on current market data.\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsItmProbDistributionCall?a=BTC)\n","operationId":"options.OptionsItmProbDistributionCall","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$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)

> The in-the-money (ITM) probability distribution for put options by strike price. This metric shows the market-implied probability that each put option will finish in the money at expiration for a specific maturity date, asset, and exchange. The probabilities are derived from option pricing models based on current market data.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsItmProbDistributionPut?a=BTC>)<br>

```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":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_itm_prob_distribution_put":{"get":{"summary":"Options ITM Prob (Put)","description":"The in-the-money (ITM) probability distribution for put options by strike price. This metric shows the market-implied probability that each put option will finish in the money at expiration for a specific maturity date, asset, and exchange. The probabilities are derived from option pricing models based on current market data.\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsItmProbDistributionPut?a=BTC)\n","operationId":"options.OptionsItmProbDistributionPut","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$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

> 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\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsMaxPain?a=BTC>)<br>

```json
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```

## Options Max Pain (Time Series)

> The \&#x27;max pain\&#x27; strike price where the total value of expiring options (calls + puts) would be minimized, theoretically causing maximum loss to option holders. 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. Available at 10-minute, hourly, and daily resolutions.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.MaxPain?a=BTC>)<br>

```json
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```

## Options Net Premium Strike Heatmap

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.PremiumsStrikeHeatmap?a=BTC>)<br>

```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":"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.\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&#x3D;/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

> The total open interest of call and put options broken down by maturity date. Shows the distribution of open interest across different expiration dates for a given asset and exchange.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsOpenInterestByMaturity?a=BTC>)<br>

```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":{"$ref":"#/components/schemas/TimeSeriesDataPoint"}},"TimeSeriesDataPoint":{"type":"object","properties":{"t":{"type":"integer","format":"int64","description":"Unix timestamp"},"v":{"oneOf":[{"type":"number"},{"type":"object"},{"type":"array"}],"description":"Metric value (can be number, object, or array depending on the metric)"},"o":{"type":"object","description":"Object containing multiple metric values (when applicable)","additionalProperties":true}}},"ErrorResponse":{"type":"object","properties":{"error":{"type":"string"}}}}},"paths":{"/v1/metrics/options/options_open_interest_by_maturity":{"get":{"summary":"Options OI by Maturity","description":"The total open interest of call and put options broken down by maturity date. Shows the distribution of open interest across different expiration dates for a given asset and exchange.\n\n[View in Studio](https://studio.glassnode.com/charts/options.OptionsOpenInterestByMaturity?a=BTC)\n","operationId":"options.OptionsOpenInterestByMaturity","parameters":[{"name":"a","in":"query","required":true,"description":"asset id - (see metadata (metadata/metric) page for more details)}","schema":{"type":"string"},"style":"form","explode":false},{"name":"i","in":"query","required":true,"description":"frequency interval - 10m","schema":{"type":"string"},"style":"form","explode":false},{"name":"f","in":"query","required":false,"description":"format - json","schema":{"type":"string","enum":["csv","json"],"default":"json"},"style":"form","explode":false},{"name":"c","in":"query","required":false,"description":"currency - NATIVE, USD","schema":{"type":"string"},"style":"form","explode":false},{"name":"timestamp_format","in":"query","required":false,"description":"timestamp format - unix or humanized (RFC 3339)","schema":{"type":"string","enum":["unix","humanized"],"default":"unix"},"style":"form","explode":false}],"responses":{"200":{"description":"Successful response","content":{"application/json":{"schema":{"$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

> 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).\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsPremiums?a=BTC>)<br>

```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":"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).\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

> The total volume traded for put options contracts (native or USD). Use the dropdown above the chart to select individual exchanges.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsPutVolume?a=BTC>)<br>

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

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsSellVolume?a=BTC>)<br>

```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":"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.\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

> The total volume traded in options contracts (native or USD). Use the dropdown above the chart to select individual exchanges.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsVolume?a=BTC>)<br>

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

> The Stacked time series of daily call and put volume breakdowns (bought and sold) across major exchanges (Deribit, OKX, Binance and Bybit).\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.OptionsVolumeBreakdowns?a=BTC>)<br>

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

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.PremiumWeightedMedianStrike?a=BTC>)<br>

```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":"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.\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

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvPutDelta10?a=BTC>)<br>

```json
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```

## Put IV Delta 15

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvPutDelta15?a=BTC>)<br>

```json
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```

## Put IV Delta 20

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvPutDelta20?a=BTC>)<br>

```json
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```

## Put IV Delta 25

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvPutDelta25?a=BTC>)<br>

```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":"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.\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

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvPutDelta5?a=BTC>)<br>

```json
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```

## Put IV Delta 50

> 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.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.IvPutDelta50?a=BTC>)<br>

```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":"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.\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

> Total Gamma Exposure (GEX) aggregated across all strikes over time. This metric shows the net gamma positioning of dealers, indicating whether the overall market is in a long gamma (stabilizing) or short gamma (volatile) regime.\n\nPositive 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.\n\nUse this metric to identify regime shifts between low and high volatility environments and to understand the structural flows that influence price dynamics.\
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.TotalGex?a=BTC>)<br>

```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":"Total Gamma Exposure (GEX) aggregated across all strikes over time. This metric shows the net gamma positioning of dealers, indicating whether the overall market is in a long gamma (stabilizing) or short gamma (volatile) regime.\\n\\nPositive 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.\\n\\nUse this metric to identify regime shifts between low and high volatility environments and to understand the structural flows that influence price dynamics.\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

> 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 Index]\(<https://insights.glassnode.com/glassnode-skew-index/).\\>
> \
> \[View in Studio]\(<https://studio.glassnode.com/charts/options.SkewUpvol?a=BTC>)<br>

```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":"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 Index](https://insights.glassnode.com/glassnode-skew-index/).\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"}}}}}}}}}
```