Trades/Flow
Put Call Trades Distribution
Definition
The Put Call Trades Distribution endpoint aggregates the total volume by option instruments for selected exchanges and currency types. It provides insights into the distribution of trades between put and call options. The data includes option premiums, representing the total sum of premiums paid for options, and contract counts, which reflect the raw number of contracts traded. Notional volumes are also included, representing the total underlying volumes, calculated based on the option’s underlying asset. For example, a 1 BTC option would represent a notional value equivalent to the current BTC price, regardless of the option’s moneyness.Details
The Put Call Trades Distribution endpoint provides the following data fields:- Contracts Bought:
- Call options: Total number of call contracts bought.
- Put options: Total number of put contracts bought
- Contracts Sold:
- Call options: Total number of call contracts sold.
- Put options: Total number of put contracts sold.
- Premiums Bought:
- Call options: Total premium paid for call contracts bought.
- Put options: Total premium paid for put contracts bought.
- Premiums Sold:
- Call options: Total premium received for call contracts sold.
- Put options: Total premium received for put contracts sold.
- Exchange Direction:
- Provides the adjusted totals for contracts and premiums bought and sold, based on exchange direction.
API Endpoints
/Put Call Trades DistributionAvailability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|---|---|
| Binance | 2025-03-07 | Tick-Level Aggregated |
| Deribit | 2019-04-01 | Tick-Level Aggregated |
| Bybit, Lyra, Thalex, OKEx (OKX) | 2024-06-01 | Tick-Level Aggregated |
Frequently Asked Questions
What is the significance of notional volumes in the Put-Call Trades Distribution data?- Notional volumes provide a representation of the total value of the underlying asset in option trades, giving a clearer picture of the market’s size and the relative importance of different trades, beyond just the number of contracts traded.