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tforms but settled on Deribit. The Block Volumes endpoint specifically uses
Block Volumes refer to the aggregated total volume of options trades on Deribit that were negotiated on third-party pla times and sales data tagged with third-party “Block Trade IDs”, indicating that these trades were facilitated by platforms such as Paradigm and Greeks Live before being executed on Deribit. This endpoint provides a consolidated view of the volume traded through these block trades for each option instrument.
Details
Data fields include:
- Exchange: The exchange where the trade is settled
- Currency: The underlying asset of the option
- Expiration Timestamp: The expiration date and time of the option
- Strike: The strike price of the option contract
- Put/Call: The type of option, either a Put (P) or a Call (C)
- Contract Volume: The number of contracts traded in the block trade
API Endpoints
/Block Volumes
Availability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|
| Deribit | 2019-04-01 | Tick-Level |
Frequently Asked Questions
What are Block Volumes, and how do they differ from regularly traded volumes on Deribit?
- Block Volumes represent trades negotiated on third-party platforms but settled on Deribit, often involving larger trade sizes. In contrast, regularly traded volumes on Deribit reflect trades executed directly through the exchange’s order book.
