Defintion

These endpoints provide historical data related to open interest and notional volume for put and call options. They are tools to analyze different trading aspects, such as the volume traded and the notionals of each trade, across different strike prices and expiration dates. You can also study the block and non-block trades. Furthermore, there's an endpoint specifically for comparing the open interest global put-to-call ratio across different exchanges.

Details

The Notional PutCall, Notional PutCall Strike, Notional PutCall Expiration, and Notional PutCall Strike Expiration endpoints focus on delivering historical notional values for put and call options at various strike prices and expiration dates. Notional value refers to the total value of a leveraged position's assets, and in this case, it represents the total underlying value of the options contracts. This information is pivotal to understanding the size and risk associated with the positions in the market.

The OI Notional Volume BTC/ETH endpoint specifically gives insights into the open interest notional volume for Bitcoin and Ethereum, the two prominent cryptocurrencies. This information can be particularly useful for traders and investors interested in the crypto derivatives market.

The Trades BlockNonblock endpoint differentiates between block and non-block trades. Block trades involve a large number of securities traded at an arranged price between two parties, often outside of the open markets to lessen the impact on the security price. In contrast, non-block trades are regular trades that occur through traditional exchanges. Studying the patterns and frequency of these trades can provide insights into the behavior and strategies of large-scale traders and institutions.

The OI Global PutCallRatio Exchange endpoint presents a live view of the put-to-call ratio across different exchanges worldwide. This ratio is a popular indicator used by traders to gauge overall market sentiment. A higher ratio could suggest bearish sentiment, as it indicates more puts being traded relative to calls, while a lower ratio might suggest bullish sentiment.

API Endpoints

[HIST] Notional PutCall

[HIST] Notional PutCall Strike

[HIST] Notional PutCall Expiration

[HIST] Notional PutCall Strike Expiration

[HIST] OI Notional Volume BTC/ETH

[HIST] Trades BlockNonblock

[LIVE] OI Global PutCallRatio Exchange

FAQs

What is the Notional Value?

• Notional value refers to the total value of a leveraged position's assets, representing the total underlying value of the options contracts.

What are Block and Non-Block trades?

• Block trades are large trades executed between two parties outside of open markets to limit the impact on the security price. Non-block trades are regular trades conducted through traditional exchanges.

What does the Put-to-Call Ratio indicate?

• The put-to-call ratio is a trading indicator that provides information on the trading volume of put options to call options. A high ratio indicates bearish market sentiment, while a low ratio indicates bullish sentiment.