Kaiko Derivatives Risk Indicators

Data descriptions

  • Exchange provided metrics - risk information such as greeks and IV in real-time.

  • IV calculation - Calculate volatility on a minute-by-minute basis from options market prices as smiles or surfaces.

  • Token-level liquidation volumes - The volumes of liquidations for derivatives contracts for a given asset, expressed in USD value.

Data details

Data/channe
Historical data
Live?
Granularity
Coverage
Docs link

Exchange-provided metrics

REST API

Since July 2020

Yes

1m, 1h, 4h, 1d

AWS, Azure, Google Cloud Platform

Since July 2020

No

1m, 1h, 4h, 1d

IV Calculation

Token-level liquidation volumes

Since Jan 8th 2025

Yes

1h

Last updated

Was this helpful?