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Definition

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.

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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

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API Endpoints

/Block Volumes

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Availability

ExchangeStart Date (YYYY-MM-DD)Granularity
Deribit2019-04-01Tick-Level

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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.