Options walls, gamma exposure and DVOL (BTC + ETH)
get_options_snapshotGet a daily snapshot of Bitcoin and Ethereum options chains across venues to identify call/put walls, gamma exposure, zero-gamma level, and implied volatility term structure.
Instructions
Call this when the user asks where the big options bets sit, about call/put walls, gamma exposure (GEX), the zero-gamma level, implied volatility (DVOL) or the IV term structure for Bitcoin or Ethereum, across options venues or on one venue. Daily snapshot of the listed option chains of every options venue we record, summed by default or one venue with venue: the call wall (largest call open interest above spot) and put wall (largest put open interest below spot), the largest bars on the whole axis, top strikes by open interest, put/call ratio, dealer hedging map, ATM IV by expiry (calls and puts interpolated at the money, iv_source names the venue whose quotes price the chain), each venue's open interest (venues_included), and per expiry the open interest by side, the max pain strike (where the open contracts as a group pay out the least at settlement, not a price target) and the one-sigma implied move the ATM IV prices (expiries). DVOL is Deribit's index whatever the venue.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| venue | No | all (default) sums every options venue; or one venue id: deribit, bybit, binance, okx or delta (Delta Exchange India). |