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

• Methodology : IV calculation method only here.

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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

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Advanced Tier (IV calculation)

• Historical data: Since April 2021

• Live data: Yes

• Granularity: 1m

• Coverage: Derivatives markets - centralized

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

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Go to surface docs

Advanced Tier (Token-level liquidation volumes)

• Historical data: Since Jan 8th 2025

• Live data: Yes

• Granularity: 1h

• Coverage: Derivatives markets - centralized

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Cloud delivery

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)

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