Crypto Options Historical Data — Deribit Option Chains
Whole option chains as day bundles: every call and put of an underlying — all strikes, all expiries — with tick-by-tick trades, Level-2 order-book depth and the venue's greeks/IV stream, captured co-located and normalized into the same schema as our spot and perpetual data.
Every option message type, one schema
Every print on every strike and expiry — price, size, side and exchange timestamp — at full feed resolution.
Snapshot plus incremental Level-2 updates per contract, so you can rebuild the book of any strike at any moment.
The venue mark-price stream — mark price, mark/bid/ask IV, delta/gamma/vega/theta — plus the underlying index price, each as its own message type in the contract file.
Same normalized, zstd-compressed format as every crypto venue in the archive — a parser written for Binance reads Deribit option files unchanged.
All option-chain bundles
One row per underlying and settlement type. Each chain page lists its coverage, recent days and the largest contracts of the newest day; days are bought in the shop calendar.
| Series | Venue | Interval | Days | Coverage | Size | Price/day | |
|---|---|---|---|---|---|---|---|
| BTC options (inverse) | Deribit | chain | 1,068 | October 2023 – present | 1.99 TB | €1 | Buy days |
| ETH options (inverse) | Deribit | chain | 1,068 | October 2023 – present | 1.91 TB | €1 | Buy days |
| SOL options (USDC linear) | Deribit | chain | 910 | March 2024 – present | 673 GB | €1 | Buy days |
| ETH options (USDC linear) | Deribit | chain | 421 | August 2025 – present | 654 GB | €1 | Buy days |
| BTC options (USDC linear) | Deribit | chain | 421 | August 2025 – present | 621 GB | €1 | Buy days |
| XRP options (USDC linear) | Deribit | chain | 909 | March 2024 – present | 581 GB | €1 | Buy days |
| AVAX options (USDC linear) | Deribit | chain | 273 | January 2026 – present | 257 GB | €1 | Buy days |
| PAXG options (USDC linear) | Deribit | chain | 389 | December 2024 – December 2025 | 228 GB | €1 | Buy days |
| HYPE options (USDC linear) | Deribit | chain | 113 | June 2026 – present | 216 GB | €1 | Buy days |
| BNB options (USDC linear) | Deribit | chain | 298 | October 2024 – July 2025 | 158 GB | €1 | Buy days |
| TRX options (USDC linear) | Deribit | chain | 273 | January 2026 – present | 133 GB | €1 | Buy days |
| MATIC options (USDC linear) | Deribit | chain | 135 | March 2024 – August 2024 | 8.74 GB | €1 | Buy days |
Most traded option chains (last 30 days)
Trades and USD notional summed over every contract of the chain, from the recorded tick data — 30 days to 2026-10-13.
| # | Series | Venue | Trades (30d) | Turnover (30d) | Days | |
|---|---|---|---|---|---|---|
| 1 | BTC options (USDC linear) | Deribit | 9,613 | $7.6M | 30 | Buy days |
| 2 | SOL options (USDC linear) | Deribit | 26,529 | $5.6M | 30 | Buy days |
| 3 | XRP options (USDC linear) | Deribit | 8,821 | $4.0M | 30 | Buy days |
| 4 | HYPE options (USDC linear) | Deribit | 15,592 | $3.9M | 30 | Buy days |
| 5 | ETH options (inverse) | Deribit | 124,721 | $3.8M | 30 | Buy days |
| 6 | ETH options (USDC linear) | Deribit | 8,828 | $2.7M | 30 | Buy days |
| 7 | AVAX options (USDC linear) | Deribit | 8,907 | $2.0M | 30 | Buy days |
| 8 | BTC options (inverse) | Deribit | 196,131 | $848.2K | 30 | Buy days |
| 9 | TRX options (USDC linear) | Deribit | 1,236 | $270.9K | 30 | Buy days |
Trades and USD turnover summed over every contract of the series, from the recorded tick data; 30 days to 2026-10-13. Series without statistics in the window are omitted.
Put/call ratio across the Deribit chains
$13.1M in puts against $17.6M in calls by USD turnover over 30 captured days to 2026-10-13 — a put/call ratio of 0.75; 22,359 put and 24,646 call contracts traded. Every chain page shows its own split per day.
All chains — development since capture
903,508 trades and $87.2M of USD notional across 11 chains since 2026-08-07.
| Month | Series active | Days | Trades | Turnover (USD) | Avg / day | Contracts traded | L2 updates | vs previous month |
|---|---|---|---|---|---|---|---|---|
| Oct 2026 (month to date) | 9 | 13 | 148,364 | $12.9M | $992.3K | 19,122 | 6.1B | — |
| Sep 2026 | 9 | 30 | 395,395 | $25.4M | $847.2K | 44,843 | 13.7B | −48.0 % |
| Aug 2026 | 11 | 25 | 359,749 | $48.9M | $2.0M | 34,547 | 4.6B | — |
All Deribit option chains — trades and USD turnover summed per calendar month (UTC) over every contract, from our own daily statistics of the recorded tick data. Days = captured UTC days; a partial month shows no month-over-month change. Contracts traded and L2 (order-book) updates exist for days captured with the extended statistics.
Why buy Deribit options data here
Four things every page on this site is built on — and the reason the numbers above exist at all.
We record everything
The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.
Institutional grade
Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.
€1 per instrument-day
Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and every venue has free full-day samples to test against first.
Self-service for everyone
Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.
Agents: /llms.txt · MCP server /mcp · every page as markdown via Accept: text/markdown
Crypto options historical data — FAQ
What is the put/call ratio across the Deribit chains?
0.75 by USD turnover over the 30 captured days to 2026-10-13 — $13.1M in puts against $17.6M in calls across every strike and expiry of every chain, 22,359 put and 24,646 call contracts traded. Each chain page shows its own ratio per day.
What Deribit options historical data can I download?
Tick-by-tick trades and Level-2 order-book depth for every call and put of an underlying — all strikes and all expiries — as one option-chain day bundle per UTC day. BTC and ETH inverse (USD-strike) chains plus USDC-settled linear chains for BTC, ETH, SOL, XRP and more.
Do the files include greeks and implied volatility?
Yes — every mark-price update (message type 7) on an option contract carries delta, gamma, vega, theta and the mark, bid and ask implied volatilities; the underlying index price is a separate stream (type 8) in the same file, alongside trades and book depth. Open interest is not part of the recorded feed.
How big is one option-chain day?
Large: a BTC chain day is hundreds of contract files and can exceed 4 GB compressed. Days above 4 GB ship as a resumable tar stream instead of a ZIP; individual contract files are always downloadable one by one.
Can I get Deribit options data as CSV or Parquet?
Yes — every free sample and every purchased tick day also exports as gzipped CSV or Parquet at no extra cost: trades in both formats, plus top-of-book (BBO) quotes as CSV. Timestamps are integer microseconds UTC and the columns load straight into pandas, polars or DuckDB — see the formats overview.
Is there a free sample of Deribit options data?
Yes — every chain page offers one free contract file (the most-traded contract of a settled day, with its mark-price, greeks and index streams) as the native tick file, as CSV/Parquet export and as a browser order-book replay, and the downloads page carries a Bitcoin and an Ether option contract next to the spot, perpetual and prediction-market samples. No account is needed.
How much does Deribit options historical data cost?
€1 per option-chain day bundle — the whole chain of an underlying for one UTC day, every strike and expiry — no subscription, no minimum order; each chain page and the shop show the exact price per day. Buy as a guest, download immediately.
Do I need an account or a sales call?
No. Pick the chain-days in the Data Shop, pay by card as a guest and download immediately — no subscription, no minimum order, no KYC, no enterprise contract, no sales call. Coding agents buy the same bundles through the MCP server.
How is the Deribit options data captured?
Co-located at the venue, message by message: every Level-2 update and every trade print carries the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain makes any gap visible, and one normalized schema across 35+ venues means a parser written for Binance reads these files unchanged. It is the same capture our own high-frequency trading engine runs on — nothing sampled, no top-N cut.