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.

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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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Availability

/Block Volumes

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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.