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Derivatives Data
Information on Glassnode's Derivatives Data Offering (as of 2022-01-12)
Current list of metrics on
futures
data
Funding Rates
​
Perpetual Funding Rate
​
​
Perpetual Funding Rate (All)
​
Open Interest (native + USD)
​
Open Interest (Current)
​
​
Open Interest
​
​
Open Interest Perpetual
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​
Open Interest (Stacked)
​
​
Open Interest Perpetual (Stacked)
​
​
Estimated Leverage Ratio
​
​
Open Interest Cash-Margined
​
​
Open Interest Crypto-Margined
​
​
Percent Open Interest Crypto-Margined
​
Price
​
Annualized Rolling Basis
​
​
Term Structure
​
​
Term Structure by Exchange
​
24h Volume (native + USD)
​
Volume (Latest 24h)
​
​
Volume
​
​
Volume Perpetual
​
​
Volume (Stacked)
​
​
Volume Perpetual (Stacked)
​
Liquidations (native + USD)
​
Long Liquidations (Total)
​
​
Long Liquidations (Mean)
​
​
Short Liquidations (Total)
​
​
Short Liquidations (Mean)
​
​
Long Liquidations Dominance
​
Current list of metrics on
options
data
Open Interest (native + USD)
​
Open Interest
​
​
Open Interest by Strike Price
​
Price
​
ATM Implied Volatility (All)
​
​
ATM Implied Volatility (1 Week)
​
​
ATM Implied Volatility (1 Month)
​
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ATM Implied Volatility (3 Month)
​
​
ATM Implied Volatility (6 Month)
​
24h Volume (native + USD)
​
Volume
​
Put/Call Ratio
​
Open Interest Put/Call Ratio
​
​
Volume Put/Call Ratio
​
Volatility
​
Bitcoin Volatility Index
​
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
​
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Last modified
4mo ago
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Contents
Futures
Futures Open Interest
Futures 24h Volume
Futures Funding Rates
Futures Liquidations
Futures Estimated Leverage Ratio
Futures Annualized Rolling
Options
Options Open Interest
Options 24h Volume
Options ATM Implied Volatility
Options Put/Call Ratio