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"
}
}
}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>'{
"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"
}
}
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