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Deribit Options Order Book

Real-time options order book data with comprehensive market depth and Greeks information

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Order Book

$0.4400

Mid Price

Spread

$0.0012

Spread %

0.27%

Bids (Buy Orders)

Price (USD)	Size	Total

Asks (Sell Orders)

Price (USD)	Size	Total

Market Depth

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Options Greeks

Delta

0.642

Price sensitivity

Gamma

0.024

Delta sensitivity

Vega

0.158

Volatility sensitivity

Theta

-0.045

Time decay

Rho

0.032

Interest rate sensitivity

Implied Vol

62.5%

Market expectation

Slippage Analysis

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Upgrade Packages

Basic Package

$199/month

Access to options order book data with 1-day delay
1000 requests per day
5 options markets
10 instruments per market
Basic order book data only
Email support

Professional Package

$599/month

Access to options order book data with 1-hour delay
10,000 requests per day
15 options markets
50 instruments per market
Full order book data including depth and Greeks
Slippage analysis
Priority support

Enterprise Package

$1799/month

Real-time options order book data access
Unlimited requests
All options markets
All instruments per market
Complete order book data with all fields
Advanced depth and slippage analysis
24/7 support
Custom API

Information About Options Order Book

Options Order Book provides comprehensive real-time data for cryptocurrency options trading, including:

Order Book Data: Real-time bid and ask orders with prices and quantities
Market Depth: Visualization of buy and sell pressure at different price levels
Options Greeks: Sensitivities including Delta, Gamma, Vega, Theta, and Rho
Implied Volatility: Market's expectation of future price volatility
Slippage Analysis: Estimated price impact for different order sizes
Spread Information: Difference between best bid and ask prices
Mid Price: Average between best bid and ask prices

Options order book data is crucial for market making, liquidity analysis, algorithmic trading, and risk management strategies.