GET
/
analytics
/
trades-flow
/
options-yields
Options Yields
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-300000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 300000,
        "putCall": "C",
        "indexPrice": 70766.43,
        "markPrice": 0.0137,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.013890297069857043,
        "annualizedYield": 0.01721860491533518
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-250000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 250000,
        "putCall": "C",
        "indexPrice": 70766.43,
        "markPrice": 0.02,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.020408163265306124,
        "annualizedYield": 0.025298242258297462
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-220000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 220000,
        "putCall": "C",
        "indexPrice": 70766.82,
        "markPrice": 0.0278,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.028594939312898582,
        "annualizedYield": 0.03544668340285209
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-200000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 200000,
        "putCall": "C",
        "indexPrice": 70766.82,
        "markPrice": 0.0361,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.037452017844174706,
        "annualizedYield": 0.046426040803716546
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-180000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 180000,
        "putCall": "C",
        "indexPrice": 70766.82,
        "markPrice": 0.0449,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.04701078421107738,
        "annualizedYield": 0.05827522017849466
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-160000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 160000,
        "putCall": "C",
        "indexPrice": 70766.82,
        "markPrice": 0.0585,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.06213489113117366,
        "annualizedYield": 0.07702327289793912
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-150000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 150000,
        "putCall": "C",
        "indexPrice": 70766.43,
        "markPrice": 0.0677,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.07261611069398262,
        "annualizedYield": 0.09001593804939415
      },
      {
        "timestamp": 1717708620000,
        "instrumentNormalized": "DERIBIT-BTC-28MAR25-140000.0-C",
        "expirationTimestamp": 1743148800000,
        "strike": 140000,
        "putCall": "C",
        "indexPrice": 70766.82,
        "markPrice": 0.0791,
        "yieldStrategy": "coveredCall",
        "annualization": 1.2396138706565756,
        "absoluteYield": 0.08589423390161798,
        "annualizedYield": 0.10647568375386592
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit

​
currency
string
default:BTC
required

[Required] The underlying currency for which there are listed option instruments. [Examples] BTC | SOL_USDC Note: inverse options have underlying currencies formatted as (BTC, ETH) while linear option currency formats include the stable coin in the same (SOL_USDC)

​
timestamp
string

[Optional] Payload only includes data for this timestamp. [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-04-03

​
timeFormat
string

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Response

200
application/json

Successful request

The response is of type object.