curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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"
}
}
}{}Options Yields
The “Covered Call” strategy assumes the trader is long exactly one unit of underlying asset after proceeds from selling their call.
Example: Underlying price = $500, Trader position in underlying before selling the call = $475 Short $700 call proceeds = $25 Trader positioning in underlying after short call proceeds = $500 (one whole unit)
RETURN CALCULATIONS Absolute Yield: $25/$475 Annualized Yield: $25/$475 * (525,600 / minutes left until expiration)
The “Cash Secured Put” yield assumes the trader maintains enough cash on hand AFTER proceeds from selling the put.
Example: Trader’s cash position BEFORE selling put = $275 Short $300 Put Proceeds = $25 Trader cash balance AFTER short put proceeds = $300 (100% cash secured)
RETURN CALCULATIONS Absolute Yield: $25/$275 Annualized Yield: $25/$275 * (525,600 / minutes left until expiration)
curl --request GET \
--url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields \
--header 'x-api-key: <api-key>'import requests
url = "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields"
headers = {"x-api-key": "<api-key>"}
response = requests.get(url, headers=headers)
print(response.text)const options = {method: 'GET', headers: {'x-api-key': '<api-key>'}};
fetch('https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields', options)
.then(res => res.json())
.then(res => console.log(res))
.catch(err => console.error(err));<?php
$curl = curl_init();
curl_setopt_array($curl, [
CURLOPT_URL => "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields",
CURLOPT_RETURNTRANSFER => true,
CURLOPT_ENCODING => "",
CURLOPT_MAXREDIRS => 10,
CURLOPT_TIMEOUT => 30,
CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_HTTPHEADER => [
"x-api-key: <api-key>"
],
]);
$response = curl_exec($curl);
$err = curl_error($curl);
curl_close($curl);
if ($err) {
echo "cURL Error #:" . $err;
} else {
echo $response;
}package main
import (
"fmt"
"net/http"
"io"
)
func main() {
url := "https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields"
req, _ := http.NewRequest("GET", url, nil)
req.Header.Add("x-api-key", "<api-key>")
res, _ := http.DefaultClient.Do(req)
defer res.Body.Close()
body, _ := io.ReadAll(res.Body)
fmt.Println(string(body))
}HttpResponse<String> response = Unirest.get("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields")
.header("x-api-key", "<api-key>")
.asString();require 'uri'
require 'net/http'
url = URI("https://api.amberdata.com/markets/derivatives/analytics/trades-flow/options-yields")
http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true
request = Net::HTTP::Get.new(url)
request["x-api-key"] = '<api-key>'
response = http.request(request)
puts response.read_body{
"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
Query Parameters
[Required] The exchange for which to retrieve the listed option level 1 quotes. [Examples] deribit | okex | bybit
[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)
[Optional] Payload only includes data for this timestamp. [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2024-04-03
[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
Was this page helpful?