Tick-by-tick trades, L2 order-book depth and greeks/IV updates for every Deribit AVAX options (USDC linear) contract — all strikes and expiries — 233 trading days as option-chain day bundles, €1 per day.
Trades and USD turnover summed over every contract of the series across 11 captured days to 2026-08-31, from the recorded tick data — the per-day averages divide by the captured days.
An option-chain day bundle contains every AVAX options (USDC linear) contract — all strikes and expiries, calls and puts — that was listed on Deribit on that UTC day (344 contract files on the latest covered day). Each file carries the full raw feed: every trade print, Level-2 order-book updates and the venue's instrument-info stream with mark price, implied volatility, greeks and open interest, in the same zstd-compressed schema as our spot and perpetual data. Days above 4 GB ship as one resumable tar.
Coverage runs January 2026 – September 2026 — 233 trading days, 194 GB compressed in total. A day typically holds 355 contract files (up to 658 on the busiest day, 1.75 GB). Pick individual days in the shop calendar for €1 each; delivery is an instant per-file download or one archive for the whole day.
Files, size and trades / USD turnover per UTC day, from the recorded tick data.
The 24 largest AVAX options (USDC linear) contract files recorded on 2026-09-03— every contract of the series is inside that day's bundle; single contracts can also be bought as individual day files.
Every call and put of the chain — all strikes and expiries — for one UTC day (344 contract files on the latest day): tick-by-tick trades, Level-2 order-book updates and the venue's ticker stream with mark price, implied volatility, greeks and open interest.
Coverage runs January 2026 – September 2026 — 233 trading days in total.
Per contract file, or as one archive for the day. Days above 4 GB compressed ship as a resumable tar stream instead of a ZIP.
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.
€1 per option-chain day bundle — the whole chain for that day, with invoice on checkout. Buy it in the Data Shop.
| 4,343 |
| $2.0M |
| Buy day → |
| 2026-08-30 | 294 | 432 MB | 2,907 | $1.1M | Buy day → |
| 2026-08-29 | 292 | 320 MB | 2,222 | $473.8K | Buy day → |
| 2026-08-28 | 324 | 597 MB | 6,988 | $2.8M | Buy day → |
| 2026-08-27 | 328 | 680 MB | 4,213 | $1.4M | Buy day → |
| 2026-08-26 | 302 | 660 MB | 3,393 | $1.2M | Buy day → |
| 2026-08-25 | 332 | 842 MB | 5,009 | $2.4M | Buy day → |
| 2026-08-24 | 330 | 1.11 GB | 6,231 | $2.3M | Buy day → |
| 2026-08-23 | 312 | 1022 MB | 8,154 | $2.7M | Buy day → |
| 2026-08-22 | 308 | 1.01 GB | 10,089 | $4.4M | Buy day → |
| 2026-08-21 | 290 | 999 MB | — | — | Buy day → |
≈ marks an estimate: the average of the last 7 captured daysof this series, scaled by that day's contract-file count. Statistics for a day are captured the next morning UTC and replace the estimate; days that predate the capture show —.