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 Data

• Historical data: No

• Live data: Yes

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

• Coverage: Derivatives pricing

• Docs: Exchange-provided metrics

• Methodology : IV calculation method only here.

REST API

Basic Tier Data

• Historical data: July 2020

• Live data: Yes

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

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

• Docs: Exchange-provided metrics

Advanced Tier Data

• Historical data:

  • DEXs: Not covered

  • CEXs: Since April 2021

• Live data: Yes

• Granularity: 1m

• Coverage: BTC, ETH, SOL, MATIC, XRP options contracts on Deribit, OKX, Binance, and Bybit. More exchanges are available upon demand.

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

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

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

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