Kaiko Derivatives Risk Indicators

Forecast market volatility with implied volatility models and access real-time contract-level derivatives data, including trading volume, open interest, funding rates, and options Greeks.

Stream

Basic Tier (Exchange provided metrics)

• Historical data: No

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: Derivatives markets - centralized

• Docs: Exchange-provided metrics

• Methodology : IV calculation method only here.

REST API

Basic Tier (Exchange provided metrics)

• Historical data: July 2020

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: Derivatives markets - centralized

• Docs: Exchange-provided metrics

Advanced Tier (IV calculation)

• Historical data: Since April 2021

• Live data: Yes

• Granularity: 1m

• Coverage: Derivatives markets - centralized

• Docs: Implied volatility calculation - smile Implied volatility calculation - surface

• Methodology: https://www.kaiko.com/reports/implied-volatility-methodology

Advanced Tier (Token-level liquidation volumes)

• Historical data: Since Jan 8th 2025

• Live data: Yes

• Granularity: 1h

• Coverage: Derivatives markets - centralized

• Docs: Token-level liquidation volumes

CSV

Basic Tier Data

• Historical data: No

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: See Derivatives markets - centralized (Derivatives Data)
• Docs: Kaiko Derivatives Risk Indicators

BigQuery

Basic Tier Data

• Historical Data: Since July 2020

• Live data: Yes

• Granularity: 1-minute, 1-hour, 4-hour, 1-day

• Coverage: See Derivatives markets - centralized (Derivatives Data)
• Docs: BigQuery