Block Volumes
Definition
Block Volumes refer to the aggregated total volume of options trades on Deribit that were negotiated on third-party platforms but settled on Deribit. The Block Volumes endpoint specifically uses times and sales data tagged with third-party BlockTradeIds, indicating that these trades were facilitated by platforms such as Paradigm and GreeksLive 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
Availability
Exchange | Start Date (YYYY-MM-DD) | Granularity |
---|---|---|
Deribit | 2019-08-23 | Daily |
Bybit, Lyra, Thalex, OKEX | 2024-06-01 | Daily |
Frequently Asked Questions
Q: What are Block Volumes and how do they differ from regularly traded volumes on Deribit?
A: Block Volumes represent trades negotiated on third-party platforms but settled on Deribit, often involving larger trade sizes. In contrast, regular traded volumes on Deribit reflect trades executed directly through the exchange's order book.
Updated 16 days ago