Earliest Data Points

Options Open Interest

• CME

  • First datapoint: 2021-02-11 (only daily resolution)

• OKX

  • 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)

• OKX

  • 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: 2021-02-1