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
• AWS, Azure, Google Cloud Platform
Since July 2020
No
1m
, 1h
, 4h
, 1d
IV Calculation
• REST API
Since April 2021
Yes
1m
Token-level liquidation volumes
Since Jan 8th 2025
Yes
1h
Last updated
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