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Data Dictionary

OI Gamma + Trades

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Definition

The Gamma Levels, Gamma Levels Expiration, and Trades Deribit Daily endpoints present valuable insights into gamma levels and daily trading on the Deribit platform. These tools enrich the trading process, providing extensive data and analysis for informed decision-making.

Details

The Gamma Levels endpoint provides a historical analysis of the gamma levels associated with different options. This data is essential for understanding the potential impact of gamma on an option's price and helps traders manage gamma risk in their portfolios.

Our Gamma Levels Expiration endpoint goes a step further, giving traders access to historical gamma levels up to and including the date of options expiry. This endpoint is a key tool for managing risk and formulating strategies as option expiration dates approach.

The Trades Deribit Daily endpoint offers a comprehensive view of daily trading activities on the Deribit platform. By providing detailed data on executed trades, this tool aids traders in understanding market trends, identifying trading opportunities, and assessing the overall market environment.

As with all our endpoints, we prioritize data normalization and standardization to ensure consistency and reliability across different trading platforms. This enhances the reliability and usability of our metrics, providing traders with the tools they need for informed decision-making.

API Endpoints

[HIST] Gamma Levels

[HIST] Gamma Levels Expiration

[HIST] Trades Deribit Daily

FAQs

How can the Gamma Levels endpoint aid traders in managing risk?

  • The Gamma Levels endpoint provides a historical analysis of gamma levels associated with different options. Understanding these levels helps traders assess the potential impact of gamma on an option's price, enabling them to manage gamma risk in their portfolios.

What unique insights does the Gamma Levels Expiration endpoint provide?

  • The Gamma Levels Expiration endpoint provides historical gamma levels up to and including the option's expiry date. This insight is crucial for managing risk and planning strategies as option expiration dates approach.

How can the Trades Deribit Daily endpoint enhance understanding of market trends?

  • The Trades Deribit Daily endpoint offers detailed data on daily trading activities on the Deribit platform. This comprehensive view helps traders identify market trends, pinpoint trading opportunities, and gauge the overall market environment.

Updated 3 months ago