Deribit Data Parser & API

Deribit is the world’s largest cryptocurrency options exchange by volume and open interest, and StockAPIS extracts its real-time derivatives data — full options chains, implied volatility, Greeks, perpetual and dated futures prices, funding rates and open interest — through a single REST API. Deribit offers an official public API, and StockAPIS normalizes it to the same schema you use for every other exchange, so you query Deribit options, Binance futures and Coinbase spot the same way without maintaining separate integrations.

Platform Overview

Market Position

• The #1 crypto options exchange — the reference venue for BTC and ETH options price discovery
• Dominant share of crypto options open interest, with deep order books on dated and perpetual contracts
• Coverage of BTC, ETH and SOL options and futures, plus inverse and linear perpetuals
• Official public REST + WebSocket API, complemented by StockAPIS’s unified normalization

Data Coverage

StockAPIS exposes the full Deribit derivatives surface:

• Options chains — every listed strike and expiry for BTC, ETH and SOL, with bid/ask and last
• Implied volatility — mark, bid and ask IV per instrument plus the underlying volatility surface
• Greeks — delta, gamma, vega, theta and rho for each option contract
• Futures & perpetuals — last/mark price, funding rate (8h), open interest and basis
• Order book — live depth snapshots and incremental updates with configurable limits
• Trades & klines — recent trades and candlestick history across intervals for backtesting

Quick Start

import stockapis
 
client = stockapis.Client(api_key="your-api-key")
 
# Real-time ticker for a Deribit perpetual
btc = client.deribit.get_market_data(symbol="BTC-PERPETUAL")
print(f"BTC perp: ${btc['last_price']}  ·  mark IV {btc['mark_iv']}")

const { StockAPIS } = require("stockapis");
const client = new StockAPIS({ apiKey: "your-api-key" });
 
// Options chain with implied volatility and Greeks
const chain = await client.deribit.getOptionsChain({ underlying: "BTC" });
console.log(chain[0].instrument_name, chain[0].mark_iv, chain[0].greeks.delta);

Sample API Response

{
  "success": true,
  "data": {
    "instrument_name": "BTC-26JAN24-45000-C",
    "underlying_price": 45000.0,
    "last_price": 0.0285,
    "mark_price": 0.0291,
    "mark_iv": 0.66,
    "bid_iv": 0.65,
    "ask_iv": 0.68,
    "best_bid_price": 0.028,
    "best_ask_price": 0.0295,
    "open_interest": 1240.5,
    "volume_24h": 312.0,
    "greeks": {
      "delta": 0.52,
      "gamma": 0.00004,
      "vega": 31.2,
      "theta": -18.6,
      "rho": 9.4
    },
    "timestamp": 1640995200000
  },
  "metadata": { "source": "deribit", "timestamp": "2024-01-15T10:30:00.000Z" }
}

Use Cases

• Volatility trading — live implied-volatility surfaces and Greeks for vol arbitrage and dispersion strategies
• Options market-making — full chains, depth and mark prices to quote and hedge BTC/ETH options
• Risk & hedging — delta, gamma and vega exposure for portfolio hedging and margin monitoring
• Quant research — historical trades, klines and IV data for backtesting derivatives signals

Frequently Asked Questions

Does Deribit have an official API? Yes — Deribit provides a public REST, WebSocket and FIX API covering options, futures and perpetuals. StockAPIS wraps it in a unified schema so Deribit data matches every other source you pull.

What data can I get from Deribit through StockAPIS? Full options chains, implied volatility (mark/bid/ask), Greeks, perpetual and dated futures prices, funding rates, open interest, order books and trade history for BTC, ETH and SOL.

Can I stream Deribit data in real time? Yes — StockAPIS supports real-time streaming for tickers, trades, order-book depth and option IV updates via WebSocket.

Related Resources

• API reference
• Crypto exchanges