# Crypto Options Analytics - Deribit IV Put/Call Max Pain (`gochujang/options-analytics`) Actor

Tracks live BTC/ETH/SOL options on Deribit (largest crypto options exchange). Implied volatility (IV) surface by expiry, put/call ratio, max pain price, top OI strikes, funding vs spot. No API key. Perfect for options traders. $0.005/run.

- **URL**: https://apify.com/gochujang/options-analytics.md
- **Developed by:** [Hojun Lee](https://apify.com/gochujang) (community)
- **Categories:** Business
- **Stats:** 1 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

Pay per usage

This Actor is paid per platform usage. The Actor is free to use, and you only pay for the Apify platform usage, which gets cheaper the higher subscription plan you have.

Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-usage

## What's an Apify Actor?

Actors are web data automations that power AI and operations. They run on the Apify platform to scrape websites, process data, connect APIs, and automate workflows.
In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours,
and optionally produces a well-defined JSON output, datasets with results, or files in key-value store.
In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server.
Actors are written with capital "A".

## How to integrate an Actor?

If asked about integration, you help developers integrate Actors into their projects.
You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready.
The best way to integrate Actors is as follows.

- **AI agents and MCP clients** — the [Apify MCP server](https://docs.apify.com/integrations/mcp.md) at `https://mcp.apify.com` (remote, streamable HTTP, OAuth on first use).
- **Agentic workflows and local Actor development** — [Agent Skills](https://apify.com/.well-known/agent-skills/index.json) with the [Apify CLI](https://docs.apify.com/cli/docs.md): `npm install -g apify-cli`, then `apify login`.
- **JavaScript/TypeScript projects** — the official [JS/TS client](https://docs.apify.com/api/client/js/docs.md): `npm install apify-client`.
- **Python projects** — the official [Python client](https://docs.apify.com/api/client/python/docs.md): `pip install apify-client`.
- **Any other language** — the [REST API](https://docs.apify.com/api/v2.md).

For usage examples, see the [API](#api) section below.

For more details, see Apify documentation as [Markdown index](https://docs.apify.com/llms.txt) and [Markdown full-text](https://docs.apify.com/llms-full.txt).

# README

## Crypto Options Analytics — Deribit IV, Put/Call Ratio, Max Pain

Scrape live BTC and ETH **crypto options** data from [Deribit](https://www.deribit.com/) — the world's largest crypto options exchange. Returns the full **options analytics** dashboard: implied volatility surface, **put/call ratio**, max pain prices, and **options OI** by strike. **No API key required.**

### What You Get

**Per contract (dataset rows):**

- `currency`, `expiry`, `strike`, `option_type` (call/put)
- `iv` — implied volatility (%)
- `bid_iv` / `ask_iv` — bid/ask IV spread
- `mark_price` — current mark price in BTC/ETH
- `open_interest` — OI in base currency
- `open_interest_usd` — OI in USD
- `volume_24h` — 24h trading volume
- Optional: `delta`, `gamma`, `theta`, `vega` (set `includeGreeks: true`)

**SUMMARY key-value store:**

- **Put/Call ratio per expiry** (OI-weighted)
- **Max Pain price per expiry** — the strike where most options expire worthless
- Total contract count

### Use Cases

- **Max Pain analysis** — identify where price is "pulled" near expiry
- **Options wall detection** — find large call/put walls (support/resistance)
- **IV surface** — see implied volatility across strikes and expirations
- **Put/Call ratio** — gauge market sentiment per expiry
- **Expiry-specific research** — filter to specific dates for granular analysis

### Sample Output

```json
{
  "currency": "BTC",
  "expiry": "27JUN25",
  "strike": 100000,
  "option_type": "call",
  "iv": 62.5,
  "bid_iv": 61.8,
  "ask_iv": 63.2,
  "mark_price": 0.0245,
  "index_price": 97850.0,
  "open_interest": 142.5,
  "open_interest_usd": 13944187.5,
  "volume_24h": 18.3,
  "timestamp": "2025-06-10T14:32:00+00:00"
}
```

**SUMMARY:**

```json
{
  "put_call_ratios": {
    "27JUN25": {
      "put_oi_usd": 850000000,
      "call_oi_usd": 1200000000,
      "put_call_ratio": 0.708
    }
  },
  "max_pain_by_expiry": {
    "27JUN25": {
      "max_pain_strike": 95000,
      "total_oi_loss": 125000000
    }
  }
}
```

### Input Parameters

| Parameter | Type | Default | Description |
|-----------|------|---------|-------------|
| `currencies` | Array | `["BTC","ETH"]` | Currencies to analyze: BTC, ETH, SOL |
| `expiryFilter` | String | `"all"` | `"all"`, `"weekly"`, `"monthly"`, or specific date like `"27JUN25"` |
| `includeGreeks` | Boolean | false | Add delta/gamma/theta/vega to output |
| `minOpenInterestUsd` | Integer | 0 | Filter out contracts below this OI threshold |

### Pricing

**Pay-Per-Event: $0.0001 per option contract**

Typical runs:

- BTC only (1 expiry) → ~100–300 contracts → **$0.01–$0.03**
- BTC + ETH (all expiries) → ~1,000–3,000 contracts → **$0.10–$0.30**

Use `expiryFilter` and `minOpenInterestUsd` to narrow results and reduce cost.

### No API Key Required

Uses [Deribit's public API](https://docs.deribit.com/) — free and globally accessible, no authentication needed.

### Technical Details

- **Runtime**: Python 3.12 on Apify
- **Data source**: Deribit public REST API
- **Concurrency**: 12 parallel requests for fast data collection
- **Typical run time**: 30–90 seconds (depending on currency/expiry count)

**Keywords:** crypto options analytics, Deribit options, implied volatility surface, put call ratio crypto, max pain strike, options open interest, BTC options, ETH options, crypto options chain, IV surface

# Actor input Schema

## `currencies` (type: `array`):

List of currencies to analyze. Options: BTC, ETH, SOL.

## `expiryFilter` (type: `string`):

Filter by expiry type: 'all' (all expirations), 'weekly' (next 7 days), 'monthly' (next 30 days), or a specific date like '27JUN25'.

## `includeGreeks` (type: `boolean`):

Include delta, gamma, theta, vega in output.

## `minOpenInterestUsd` (type: `integer`):

Only include contracts with OI above this USD threshold (0 = all).

## Actor input object example

```json
{
  "currencies": [
    "BTC",
    "ETH"
  ],
  "expiryFilter": "all",
  "includeGreeks": false,
  "minOpenInterestUsd": 0
}
```

# API

You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.

## JavaScript example

```javascript
import { ApifyClient } from 'apify-client';

// Initialize the ApifyClient with your Apify API token
// Replace the '<YOUR_API_TOKEN>' with your token
const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

// Prepare Actor input
const input = {};

// Run the Actor and wait for it to finish
const run = await client.actor("gochujang/options-analytics").call(input);

// Fetch and print Actor results from the run's dataset (if any)
console.log('Results from dataset');
console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`);
const { items } = await client.dataset(run.defaultDatasetId).listItems();
items.forEach((item) => {
    console.dir(item);
});

// 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs

```

## Python example

```python
from apify_client import ApifyClient

# Initialize the ApifyClient with your Apify API token
# Replace '<YOUR_API_TOKEN>' with your token.
client = ApifyClient("<YOUR_API_TOKEN>")

# Prepare the Actor input
run_input = {}

# Run the Actor and wait for it to finish
run = client.actor("gochujang/options-analytics").call(run_input=run_input)

# Fetch and print Actor results from the run's dataset (if there are any)
print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}")
for item in client.dataset(run.default_dataset_id).iterate_items():
    print(item)

# 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start

```

## CLI example

```bash
echo '{}' |
apify call gochujang/options-analytics --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,gochujang/options-analytics"
        }
    }
}

```

The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer <APIFY_API_TOKEN>` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations).

## OpenAPI specification

Download the OpenAPI definition: https://api.apify.com/v2/actors/Xn3cgn4Ke7ZjDkFig/builds/YaigxlJIGMUjFz6fd/openapi.json