Options data you can check before you buy it.
Every active option on Deribit — BTC, ETH, SOL, XRP, TRX, AVAX and HYPE — captured continuously. The capture loop has held a 60-second grid since 2026-08-12 and ran at a ~82 s median before that; each currency's own start date is on the coverage report. Mark, bid and ask IVs, Greeks, open interest and fitted volatility surfaces, in Parquet or over the API.
We publish the schema, the null and zero rates, and every gap in our capture with its UTC timestamps. Read all of it before you pay us anything.
import volar
client = volar.Client(api_key="volar_sk_live_...")
# a full chain snapshot, as at a moment
chain = client.get_chain("ETH", at="2026-07-14T12:00:00Z")
# or the daily Parquet, straight from storage
path = client.download_file("ETH", "2026-07-14")REST and WebSocket. Daily Parquet partitions, zstd, drop-in for pandas, polars or DuckDB.
Measured, not claimed.
Full coverage report →- days
- 142
- cadence
- 80s median
- gaps
- 19 over 5 min
- days
- 142
- cadence
- 80s median
- gaps
- 21 over 5 min
- days
- 136
- cadence
- 80s median
- gaps
- 19 over 5 min
- days
- 20
- cadence
- 60s median
- gaps
- 3 over 5 min
- days
- 20
- cadence
- 60s median
- gaps
- 3 over 5 min
- days
- 20
- cadence
- 60s median
- gaps
- 3 over 5 min
- days
- 20
- cadence
- 60s median
- gaps
- 3 over 5 min
Time coverage since 2026-04-21, derived from measured gaps rather than a snapshot target. Every interruption over five minutes is listed with its UTC timestamps, and its cause on the operations record — including the one we caused ourselves, and the older ones we cannot account for. Ask any vendor for the same page.
What's in a file.
Full schema →| Column | Type | Null | Zero |
|---|---|---|---|
| timestamp | timestamp[us, tz=UTC] | 0.0% | — |
| instrument | string | 0.0% | — |
| expiry | timestamp[us, tz=UTC] | 0.0% | — |
| mark_iv | double | 0.0% | 0.0% |
| bid_iv | double | 27.79% | 0.0% |
| bid_price | double | 0.0% | 8.47% |
| delta | double | 0.0% | 1.11% |
| open_interest | double | 0.0% | 19.19% |
23 columns in total, one row per instrument per snapshot.
Mark, bid and ask IVs and all five Greeks are Deribit's own published values, captured at the snapshot instant. No pricing model of ours sits between the exchange and your backtest.
Deribit sends 0, not null, when a side is unquoted — so a
price column reads as fully populated while a real share of rows carry
no market. We publish the measured zero rate for every column rather
than letting you find it in a reconciliation.
Try it against your own data.
A real production file, free and without a signup. Load it, reconcile it against whatever source you already trust, and decide from evidence rather than from our copy.
- underlying
- ETH
- window
- 2026-07-14 · 12:00–14:00 UTC
- rows
- 58,030
- instruments
- 674
- format
- Parquet · zstd · 2.3 MB
How far back it goes.
June 2021 → September 2024. Every active instrument at tick density within each minute, with real bid/ask IV, open interest and Greeks.
October 2024 → April 2026 for BTC, reconstructed and tagged
source=modeled_surface on every row. Opt-in, free, and never
counted in the coverage figures above.
Methodology, and
how it was built and graded.
BTC and ETH since 2026-04-21, SOL since 2026-04-27, and XRP, TRX, AVAX and HYPE since 2026-08-21. Everything except BTC is live-forward only — no history before those dates, and we don't pretend otherwise.
Trade tape, liquidations and blocks.
Every Deribit options trade, tagged with liquidation, block-trade and
combo/multi-leg flags — plus two datasets derived from the tape and served
separately, so you don't download a full month to find a few hundred rows.
Blocks are served as blocks/{month}, so Paradigm-routed flow
is addressable without the full tape; combo flags are a column on the tape
itself, not a separate file.
Coverage start dates for BTC, empirically established by probing Deribit's own history API across calm days and every major crash — not rounded, not softened. These probes were run on BTC. Deribit did not list ETH options until March 2019, SOL options until March 2024, or XRP options until March 2024 (TRX and AVAX not until January 2026), so on those currencies no dataset starts earlier than its own tape does; each currency's coverage page carries its own dates.
| Dataset | Coverage start (BTC) |
|---|---|
| Options liquidations | November 2018 |
| Block trades | September 2019 (meaningful volume from January 2020) |
| Combo / multi-leg flags | November 2022 |
History is still landing. These datasets are being built now, currency by currency, as the historical backfill runs. Until a currency's backfill completes, any month for it may return 404 simply because the file has not been built yet — which is a different thing from the month being empty. The full history back to the dates above arrives as each currency's backfill lands.
Liquidations are event-driven, not a steady rate: most months legitimately
contain zero rows, and empty months are never written. Once a month is
built, a 404 on liquidations/{month} means exactly that — no
qualifying rows — not a gap. Both derived datasets are Pro tier, same as
the trade tape itself — no new SKU, no extra price.
Pricing.
Full comparison →
BTC chain,
one snapshot per call, anywhere in the last
14 days
(?at=). No card.
Launch pricing, list €149. A 90-day rolling window over all 7 currencies — each goes back to its own start date, which for the newest four is August 2026 — plus surfaces, WebSocket and Parquet files.
Launch pricing, list €1,490. Everything in Pro monthly plus the full BTC historical archive.
We built it for our own book.
We run Parallax's own book on this data — the backtests, the live hedges, all of it. If it weren't good enough for that, we wouldn't sell it.
Parallax Capital · the volatility fund that builds Volar
Questions.
Why Deribit, and only Deribit?
Deribit clears roughly 85% of crypto options open interest and volume. Thinner venues add noise more than signal. If that changes we'll add them — for now we'd rather cover one venue completely.
How far back does the data actually go?
BTC has a dense per-minute historical archive spanning June 2021 → September 2024 (40 months, ~38 million rows per month) — every active instrument at tick density within each minute, with real bid_iv / ask_iv / OI / Greeks. Separately, our own continuous live capture — every active option, full chain for BTC, ETH, SOL, XRP, TRX, AVAX and HYPE — has run since 2026-04-21 (SOL from 04-27; the four altcoins from 2026-08-21). Between the two sits an openly-modeled bridge, tagged as modeled on every row. The coverage report has the per-day numbers.
How fresh is the live data?
WebSocket streams (Pro and above) deliver messages within roughly a second of Deribit's own socket. REST snapshot endpoints reflect the most recent 60-second aggregation. All tiers serve the same live data; rate limits and history depth differ. Current status.
How does the pricing work with VAT?
Prices are listed ex-VAT. EU B2B customers with a valid VAT number receive reverse-charge invoicing automatically; non-EU customers pay no VAT. Local VAT applies only to consumers in the operator's jurisdiction — invoicing details are shown at checkout.
What's the refund and cancellation policy?
Cancel any time from the dashboard. Cancellation takes effect at the end of the period you have already paid for — you keep Pro until then, partial months are not refunded, and the account returns to Sandbox afterwards. Pro also comes as an annual plan (€990/yr launch pricing, list €1,490) that unlocks the full BTC archive — annual is optional, and monthly subscribers are never locked into it.
Which underlyings are supported?
All 7: BTC, ETH, SOL, XRP, TRX, AVAX and HYPE. BTC is the only one with depth — a historical archive (2021-06 → 2024-09) plus live capture. ETH and SOL are live-forward from April 2026, and XRP, TRX, AVAX and HYPE from 21 August 2026; none of those four has any history before that date. Every currency is included with Pro and Enterprise at no extra charge. The free Sandbox tier is BTC only.
GDPR and account deletion?
Full account and data deletion is self-serve from the dashboard under Account → Delete. Deletion is irreversible and completed within thirty days. Full export is available on the same page.