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Derivatives Data

Information on Glassnode's Derivatives Data Offering (as of 2022-11-22)
Current list of metrics on futures data
Current list of metrics on options data
In general, all metrics are offered in a 10min resolution, both for BTC and ETH. For exceptions to this rule, supported exchanges, as well as details on the first available historic datapoint, please refer to the tables below.
Note that historic data for derivatives metrics are only available on the Professional plan. The advanced plan has a maximum of 1-month of historic data.

Futures

Futures Open Interest

  • Binance
    • First datapoint: 2020-02-21
  • Bitfinex
    • First datapoint: 2020-02-21
  • Bitmex
    • First datapoint: 2020-02-21
  • Bybit
    • First datapoint: 2020-02-21
  • Deribit
    • First datapoint: 2020-02-21
  • FTX
    • First datapoint: 2020-02-21
  • Kraken
    • First datapoint: 2020-02-21
  • Huobi
    • First datapoint for daily resolution: 2020-05-15
    • First datapoint for intra-day resolution: 2020-11-03 (4pm UTC)
  • OKEx
    • First datapoint for expiration contracts: 2020-01-01
    • First datapoint for perpetual contracts: 2020-07-30
  • CME
    • First datapoint: 2020-11-12 (only daily resolution)

Futures 24h Volume

  • Binance
    • First datapoint: 2020-02-21
  • Bitfinex
    • First datapoint: 2020-02-21
  • Bitflyer
    • First datapoint: 2020-02-21 (only available for BTC)
  • Bitmex
    • First datapoint: 2020-02-21
  • Bybit
    • First datapoint: 2020-02-21
  • Deribit
    • First datapoint: 2020-02-21
  • FTX
    • First datapoint: 2020-02-21
  • Kraken
    • First datapoint: 2020-02-21
  • Huobi
    • First datapoint: 2018-11-09
  • OKEx
    • First datapoint for expiration contracts: 2020-01-01
    • First datapoint for perpetual contracts: 2020-07-30
  • CME
    • First datapoint: 2020-11-12 (only daily resolution)

Futures Funding Rates

  • Binance
    • First datapoint: 2020-02-21
  • Bitfinex
    • First datapoint: 2020-02-21
  • Bitmex
    • First datapoint: 2020-02-21
  • Bybit
    • First datapoint: 2020-02-21
  • Deribit
    • First datapoint: 2020-02-21
  • FTX
    • First datapoint: 2020-08-06
  • Kraken
    • First datapoint: 2020-07-31
  • Huobi
    • First datapoint: 2020-05-15
  • OKEx
    • First datapoint: 2020-01-01

Futures Liquidations

  • Binance
    • First datapoint: 2019-09-17
  • OKEx
    • First datapoint: 2020-09-09

Futures Estimated Leverage Ratio

  • Binance
    • First datapoint: 2020-02-21
  • BitMEX
    • First datapoint: 2020-02-21
  • Bitfinex
    • First datapoint: 2020-02-21
  • Huobi
    • First datapoint: 2020-05-15
  • Kraken
    • First datapoint: 2020-02-21
  • OKEx
    • First datapoint: 2019-12-31

Futures Annualized Rolling

  • Binance
    • First datapoint: 2020-11-03
  • Bybit
    • First datapoint: 2020-05-26
  • Deribit
    • First datapoint: 2020-11-03
  • FTX
    • First datapoint: 2020-09-11
  • OKEx
    • First datapoint: 2020-07-30

Options

Options Open Interest

  • CME
    • First datapoint: 2021-02-11 (only daily resolution)
  • OKEx
    • First datapoint for daily resolution: 2020-03-30
    • First datapoint for intra-day resolution: 2021-02-18 (6pm UTC)
  • Deribit
    • First datapoint for daily resolution: 2020-03-30
    • First datapoint for intra-day resolution: 2021-02-15 (2pm UTC)
  • FTX
    • First datapoint: 2021-02-17

Options 24h Volume

  • CME
    • First datapoint: 2021-02-11 (only daily resolution)
  • OKEx
    • First datapoint for daily resolution: 2020-03-30
    • First datapoint for intra-day resolution: 2021-02-18 (6pm UTC)
  • Deribit
    • First datapoint for daily resolution: 2020-03-30
    • First datapoint for intra-day resolution: 2021-02-15 (2pm UTC)
  • FTX
    • First datapoint: 2021-02-17

Options ATM Implied Volatility

  • Deribit
    • First datapoint: 2021-02-16

Options Put/Call Ratio

  • Deribit
    • First datapoint: 2021-02-16