← The evidence ledger
Evidence row 73414
Observed , by baseline/1.
- Kind
- listing
- About
- source_record x402_bazaar:https://derivs.duoleads.com/v1/options
- Recorded
- Previous row
- None: the first of its kind about this subject
- Body SHA-256
- b7b11cc7506768bf4f179451f4584fe69cbc7dc2566eea6fa43b80679b5c943f
- Leaf
- 0x71c0f8a51d8951158b6b51353b6f22c2bac9142c67ab18091b99eee47539b915
What was observed
{
"endpoints": [
[
"x402",
"https://derivs.duoleads.com/v1/options"
]
],
"name": "Implied Volatility and Max Pain",
"owner_address": "0xcd673f7e1dad254347aeab6be0defe8b9c6b3a39",
"raw": {
"accepts": [
{
"amount": "3000",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"name": "USD Coin",
"version": "2"
},
"maxTimeoutSeconds": 120,
"network": "eip155:8453",
"payTo": "0xCD673f7e1daD254347AEab6be0DEFe8b9C6b3A39",
"scheme": "exact"
}
],
"description": "Implied volatility (IV) of crypto options per expiry from Deribit, Bybit and OKX: ATM IV, 25-delta skew, put/call open interest ratio, max pain and Deribit's DVOL index; with an expiry, the options chain per strike with the greeks as each venue publishes them. Volatility surface inputs for BTC and ETH options. Data only. Bad input is free; nothing is charged when no venue answers.",
"extensions": {
"bazaar": {
"info": {
"input": {
"method": "GET",
"queryParams": {
"coin": "BTC"
},
"type": "http"
},
"output": {
"example": {
"as_of": "2026-10-14T23:00:00Z",
"available_expiries": [
"2026-10-15",
"2026-10-16"
],
"coin": "BTC",
"colo": null,
"disclaimer": "Data only, not investment advice, not a benchmark; not affiliated with any exchange",
"dvol": {
"as_of": "2026-10-14T23:00:00Z",
"change_24h": 0.96,
"high_24h": 39.3,
"low_24h": 37.75,
"time": "2026-10-14T22:00:00Z",
"value": 39.13,
"venue": "deribit"
},
"expiries": [
{
"days_to_expiry": 0.375,
"expiry": "2026-10-15T08:00:00Z",
"venues": [
{
"as_of": "2026-10-14T23:00:00Z",
"atm_iv": 0.390797,
"max_pain": 83500,
"oi_coins": 3102.7,
"put_call_oi_ratio": 1.42436,
"skew_25d": null,
"stale": false,
"strikes": 28,
"underlying": 81562.84,
"venue": "deribit"
},
{
"as_of": "2026-10-14T23:00:00Z",
"atm_iv": 0.390494,
"max_pain": 82500,
"oi_coins": 2832.08,
"put_call_oi_ratio": 0.765449,
"skew_25d": {
"call_delta": 0.27996,
"call_iv": 0.3866,
"put_delta": -0.274783,
"put_iv": 0.4155,
"risk_reversal": -0.0289,
"skew": 0.0289
},
"stale": false,
"strikes": 28,
"underlying": 81646.3838,
"venue": "bybit"
},
{
"as_of": "2026-10-14T23:00:00Z",
"atm_iv": 0.386518,
"max_pain": null,
"oi_coins": null,
"put_call_oi_ratio": null,
"skew_25d": {
"call_delta": 0.201432,
"call_iv": 0.392882,
"put_delta": -0.27447,
"put_iv": 0.40066,
"risk_reversal": -0.00777776,
"skew": 0.00777776
},
"stale": false,
"strikes": 27,
"underlying": 81622.81366,
"venue": "okx"
}
]
},
{
"days_to_expiry": 1.375,
"expiry": "2026-10-16T08:00:00Z",
"venues": [
{
"as_of": "2026-10-14T23:00:00Z",
"atm_iv": 0.387452,
"max_pain": 83000,
"oi_coins": 17322.2,
"put_call_oi_ratio": 1.42795,
"skew_25d": null,
"stale": false,
"strikes": 26,
"underlying": 81582.3,
"venue": "deribit"
},
{
"as_of": "2026-10-14T23:00:00Z",
"atm_iv": 0.373493,
"max_pain": 83000,
"oi_coins": 3288.83,
"put_call_oi_ratio": 1.08242,
"skew_25d": {
"call_delta": 0.235112,
"call_iv": 0.3861,
"put_delta": -0.216943,
"put_iv": 0.4091,
"risk_reversal": -0.023,
"skew": 0.023
},
"stale": false,
"strikes": 35,
"underlying": 81565.5,
"venue": "bybit"
},
{
"as_of": "2026-10-14T23:00:00Z",
"atm_iv": 0.379213,
"max_pain": null,
"oi_coins": null,
"put_call_oi_ratio": null,
"skew_25d": {
"call_delta": 0.231349,
"call_iv": 0.364241,
"put_delta": -0.222136,
"put_iv": 0.435268,
"risk_reversal": -0.0710269,
"skew": 0.0710269
},
"stale": false,
"strikes": 33,
"underlying": 81625.13401,
"venue": "okx"
}
]
}
],
"request_id": "01KEXAMPLE0000000000000000",
"see_also": {
"endpoint": "https://derivs.duoleads.com/v1/basis",
"params": [
"coin"
],
"reason": "The futures term structure (annualised basis per expiry) next to the options' implied volatility."
},
"units": {
"dvol": "Deribit volatility index, annualised percent",
"greeks": "as published by the venue (Bybit, OKX); Deribit publishes none in bulk",
"iv": "implied volatility as a fraction (0.45 = 45 %), annualised",
"max_pain": "strike (USD) where option holders' intrinsic value at expiry is smallest",
"oi_coins": "coins",
"put_call_oi_ratio": "put open interest / call open interest",
"skew": "put IV - call IV at 25 delta (fraction)",
"underlying": "USD per coin (the venue's underlying / forward price)"
},
"venues_missing": []
},
"type": "json"
}
},
"schema": {
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"method": {
"enum": [
"GET"
],
"type": "string"
},
"queryParams": {
"properties": {
"coin": {
"description": "Underlying coin: BTC, ETH, SOL ... (options exist mainly for BTC and ETH).",
"maxLength": 32,
"minLength": 1,
"type": "string"
},
"expiry": {
"description": "Optional expiry date YYYY-MM-DD (UTC): only that expiry, plus its chain per strike with the venues' greeks. Default: the 6 nearest expiries, no chain.",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"type": "string"
}
},
"required": [
"coin"
],
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}
}
},
"iconUrl": "https://res.cloudinary.com/bdb-prod/image/upload/c_fill,ar_1:1,w_256,h_256,f_auto,q_auto/v1792027337/bazaar-icons/721db30f7c7d72f7.png",
"lastUpdated": "2026-10-24T15:08:42.719Z",
"quality": {
"l30DaysTotalCalls": 5,
"l30DaysUniquePayers": 4,
"lastCalledAt": "2026-10-24T15:08:42.599Z"
},
"resource": "https://derivs.duoleads.com/v1/options",
"serviceName": "Implied Volatility and Max Pain",
"tags": [
"implied-volatility",
"iv",
"volatility",
"options",
"options-chain"
],
"type": "http",
"x402Version": 2
},
"source": "x402_bazaar",
"summary": "Implied volatility (IV) of crypto options per expiry from Deribit, Bybit and OKX: ATM IV, 25-delta skew, put/call open interest ratio, max pain and Deribit's DVOL index; with an expiry, the options chain per strike with the greeks as each venue publishes them. Volatility surface inputs for BTC and ETH options. Data only. Bad input is free; nothing is charged when no venue answers."
}What the leaf hashes
{"body":"b7b11cc7506768bf4f179451f4584fe69cbc7dc2566eea6fa43b80679b5c943f","id":73414,"kind":"listing","method":"baseline/1","observed_us":1793025487602496,"prev":null,"subject":"x402_bazaar:https://derivs.duoleads.com/v1/options","subject_kind":"source_record"}Proof
Its day has not closed yet. A day closes ten minutes after midnight UTC; the proof appears here then.