> ## Documentation Index > Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt > Use this file to discover all available pages before exploring further. # Derivatives Analytics Advanced derivatives analytics data including enhanced options trades with market context, implied volatility surfaces, and comprehensive option chain data delivered via Amazon S3 and Snowflake. ## Derivatives Analytics Datasets (S3) | Dataset Type | Sample Files | | ---------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------- | | Decorated Trades | [Download](https://amberdata-samples.s3.amazonaws.com/derivatives/options/decorated_trade/2026-02-15.bybit.decorated_trade.parquet) | | Delta Surface Constant | [Download](https://amberdata-samples.s3.amazonaws.com/derivatives/options/delta_surface_constant/2026-02-15.binance.delta_surface_constant.parquet) | | Delta Surface Floating | [Download](https://amberdata-samples.s3.amazonaws.com/derivatives/options/delta_surface_floating/2026-02-15.deribit.delta_surface_floating.parquet) | | Level 1 Quote | [Download](https://amberdata-samples.s3.amazonaws.com/derivatives/options/level_1_quote/2026-02-15.okex.level_1_quote.parquet) | ## Snowflake Tables | Feature Type | Snowflake Table Name | | --------------------------- | ------------------------------------- | | Level 1 Pre/Post Trade Data | `DERIVATIVES_DECORATED_TRADE` | | Delta Surface Constant | `DERIVATIVES_DELTA_SURFACE_CONSTANT` | | Delta Surface Floating | `DERIVATIVES_DELTA_SURFACE_FLOATING` | | Gamma Exposure (GEX) | `DERIVATIVES_GAMMA_EXPOSURE_SNAPSHOT` | | Level 1 Option Chain | `DERIVATIVES_LEVEL_1_QUOTE` | ## Data Field Descriptions ### Decorated Trades Enhanced trade data with comprehensive pre/post trade market context: | Field | Description | | --------------------- | --------------------------------------------------------------------------- | | tradeId | The id of the trade | | instrumentNormalized | The name of the instrument in Amberdata format | | blockTradeId | The id of the block trade | | currency | The currency | | delta | The greek delta value of the underlying option | | gamma | The greek gamma value of the underlying option | | theta | The greek theta value of the underlying option | | vega | The greek vega value of the underlying option | | rho | The greek rho value of the underlying option | | exchangeTimestamp | The date & time as provided by the exchange | | expirationTimestamp | The expiration timestamp | | indexPrice | The index price (spot) | | instrument | The name of the instrument as provided by exchange | | isBuySide | Indicates whether the trade was on the buy side (true) or sell side (false) | | liquidation | True if the trade is the result of a liquidation | | numberOfLegs | The number of legs in the block trade | | openInterestChange | The change in open interest | | postTradeAskIv | The post-trade ask implied volatility | | postTradeAskPrice | The post-trade ask price | | postTradeAskVolume | The post-trade ask size | | postTradeBidIv | The post-trade bid implied volatility | | postTradeBidPrice | The post-trade bid price | | postTradeBidVolume | The post-trade bid size | | postTradeMarkIv | The post-trade mark implied volatility | | postTradeMarkPrice | The post-trade mark price | | postTradeMidIv | The post-trade mid implied volatility | | postTradeMidPrice | The post-trade mid price | | postTradeOpenInterest | The post-trade open interest | | preTradeAskIv | The pre-trade ask implied volatility | | preTradeAskPrice | The pre-trade ask price | | preTradeAskVolume | The pre-trade ask size | | preTradeBidIv | The pre-trade bid implied volatility | | preTradeBidPrice | The pre-trade bid price | | preTradeBidVolume | The pre-trade bid size | | preTradeMarkIv | The pre-trade mark implied volatility | | preTradeMarkPrice | The pre-trade mark price | | preTradeMidIv | The pre-trade mid implied volatility | | preTradeMidPrice | The pre-trade mid price | | preTradeOpenInterest | The pre-trade open interest | | price | The trade price | | priceHigh24h | The highest trade price in the past 24 hours | | priceLow24h | The lowest trade price in the past 24 hours | | priceUsd | The trade price (notional value) | | putCall | Whether this record is a put or a call | | strike | The strike price | | tickDirection | The direction of the tick | | tradeAmount | The trade size | | tradeIv | The trade implied volatility | | underlyingPrice | The underlying price (for Deribit options: futures price, not spot) | | volume24h | The 24hr rolling volume | ### Delta Surface Constant Implied volatility surfaces for fixed, standardized maturities: | Field | Description | | ------------------- | ----------------------------------------------------------------------------------------------------------------------------- | | hifiTimestamp | The data timestamp | | daysToExpiration | Remaining days to expiration (DTE) | | currency | The currency | | atm | The "at-the-money" implied volatility, weighted between closest OTM put and call based on strike distance vs underlying price | | delta50 | The IV for 50 delta (at-the-money) | | deltaCall05 | The IV for 5 delta call options | | deltaCall10 | The IV for 10 delta call options | | deltaCall15 | The IV for 15 delta call options | | deltaCall20 | The IV for 20 delta call options | | deltaCall25 | The IV for 25 delta call options | | deltaCall30 | The IV for 30 delta call options | | deltaCall35 | The IV for 35 delta call options | | deltaCall40 | The IV for 40 delta call options | | deltaCall45 | The IV for 45 delta call options | | deltaPut05 | The IV for 5 delta put options | | deltaPut10 | The IV for 10 delta put options | | deltaPut15 | The IV for 15 delta put options | | deltaPut20 | The IV for 20 delta put options | | deltaPut25 | The IV for 25 delta put options | | deltaPut30 | The IV for 30 delta put options | | deltaPut35 | The IV for 35 delta put options | | deltaPut40 | The IV for 40 delta put options | | deltaPut45 | The IV for 45 delta put options | | expirationTimestamp | The option expiration date | | indexPrice | The index price (spot) | | multiplier | The contract multiplier | | openInterest | The open interest at the time of this record | | underlyingPrice | Underlying futures price with the corresponding DTE | ### Delta Surface Floating Implied volatility surfaces for actual option expiration dates: | Field | Description | | ------------------- | ----------------------------------------------------------------------------------------------------------- | | hifiTimestamp | The data timestamp | | expirationTimestamp | The option expiration date | | currency | The currency | | atm | The "at-the-money" implied volatility, weighted between closest OTM put and call | | daysToExpiration | Remaining days to expiration (DTE) | | delta50 | The IV for 50 delta (at-the-money) | | deltaCall05-45 | The IV for call options at 5-45 delta levels (see Delta Surface Constant for individual field descriptions) | | deltaPut05-45 | The IV for put options at 5-45 delta levels (see Delta Surface Constant for individual field descriptions) | | indexPrice | The index price (spot) | | multiplier | The contract multiplier | | openInterest | The open interest at the time of this record | | underlyingPrice | Underlying futures price with the corresponding DTE | ### Level 1 Quote Real-time comprehensive option chain data with Greeks: | Field | Description | | ------------------------ | -------------------------------------------------------------------------------------------------- | | ask | The ask price | | askIv | The ask implied volatility | | askVolume | The ask size | | bid | The bid price | | bidIv | The bid implied volatility | | bidVolume | The bid size | | currency | The currency | | delta | The greek delta value of the underlying option | | gamma | The greek gamma value of the underlying option | | theta | The greek theta value of the underlying option | | vega | The greek vega value of the underlying option | | rho | The greek rho value of the underlying option | | exchangeTimestamp | The date & time as provided by the exchange | | expirationTimestamp | The expiration timestamp | | hifiTimestamp | The date & time of the aggregated record | | indexPrice | The index price (spot) | | instrument | The name of the instrument as provided by exchange | | instrumentNormalized | The name of the instrument in Amberdata format | | isAtm | Flag indicating if this is the at-the-money option for the given expiration cycle | | isCarryForward | Whether this record was carried forward from the previous data point (when no quote updates occur) | | isExchangeProvidedGreeks | Whether the Greeks were provided by the exchange or calculated by Amberdata | | markIv | The mark implied volatility | | markPrice | The mark price | | multiplier | The contract multiplier | | openInterest | The open interest at the time of this record |