BTC Options Chain Shadow Logger
Deribit /get_book_summary_by_currency?currency=BTC. Snapshot every 30 min.
Status
| Snapshots collected | 1,589 |
| Total rows in DB | 1,466,952 |
| DB size | 691.1 MB |
| Days collected | 35.65 |
| First snapshot | 2026-04-29 12:22 UTC |
| Latest snapshot | 2026-06-04 04:00 UTC |
| Cadence (24h) | 48 / 48 on schedule (last 24h) |
| Snapshots / day target | 48 |
| Next snapshot in | 12 min |
| Next at | 2026-06-04 04:30 UTC |
| Projected annual rows | ~18,606,240 |
| Projected annual size | ~4247 MB |
Latest snapshot summary — 2026-06-04 04:00 UTC
| Spot | $64,272 |
| Total instruments | 1,062 |
| Calls / Puts | 531 / 531 |
| Total open interest | 412,229 BTC |
| Total volume (24h) | $81,767,105 |
Spot trajectory (last 60 snapshots)
IV surface — by DTE bucket
| DTE bucket | n | min IV | median IV | avg IV | max IV |
|---|
| 0-2d | 300 | 50.7% | 84.2% | 85.4% | 156.6% |
| 2-7d | 66 | 47.0% | 58.6% | 60.6% | 89.5% |
| 7-30d | 174 | 40.9% | 56.9% | 65.6% | 178.1% |
| 30-90d | 198 | 37.6% | 40.7% | 42.6% | 58.0% |
| 90+d | 324 | 38.0% | 43.5% | 46.2% | 77.0% |
ATM skew (≤2.5% from spot) per DTE
| DTE | put IV | call IV | skew (put−call) | n |
|---|
| 0d | 75.1% | 75.1% | +0.01 pp | 11p / 11c |
| 1d | 64.9% | 64.9% | +0.00 pp | 6p / 6c |
| 2d | 56.5% | 56.5% | +0.00 pp | 6p / 6c |
| 7d | 51.7% | 51.7% | +0.00 pp | 3p / 3c |
| 14d | 48.2% | 48.2% | +0.00 pp | 3p / 3c |
| 21d | 46.0% | 46.0% | +0.00 pp | 2p / 2c |
| 56d | 43.1% | 43.1% | +0.00 pp | 3p / 3c |
| 84d | 42.3% | 42.3% | +0.00 pp | 3p / 3c |
| 112d | 42.2% | 42.2% | +0.00 pp | 2p / 2c |
| 203d | 44.5% | 44.5% | +0.00 pp | 2p / 2c |
Top 10 instruments by 24h volume USD
| Instrument | volume USD | OI | mark IV | bid / ask (BTC) |
|---|
| BTC-12JUN26-70000-P | $4,497,396 | 652.8 BTC | 47.0% | 0.0910 / 0.0955 |
| BTC-26JUN26-65000-P | $4,031,090 | 3,230.5 BTC | 45.4% | 0.0495 / 0.0510 |
| BTC-26JUN26-62000-P | $2,604,020 | 1,972.0 BTC | 49.2% | 0.0305 / 0.0315 |
| BTC-25DEC26-90000-C | $1,843,584 | 3,221.5 BTC | 41.2% | 0.0265 / 0.0280 |
| BTC-26JUN26-64000-P | $1,723,306 | 1,221.7 BTC | 46.8% | 0.0425 / 0.0435 |
| BTC-26JUN26-60000-P | $1,535,332 | 5,364.7 BTC | 52.0% | 0.0220 / 0.0230 |
| BTC-26JUN26-65000-C | $1,496,885 | 829.7 BTC | 45.4% | 0.0395 / 0.0405 |
| BTC-26JUN26-70000-P | $1,450,170 | 2,814.5 BTC | 41.2% | 0.0980 / 0.1025 |
| BTC-31JUL26-77000-P | $1,357,749 | 251.4 BTC | 38.4% | 0.2000 / 0.2065 |
| BTC-26JUN26-66000-P | $1,139,735 | 1,411.6 BTC | 44.3% | 0.0570 / 0.0590 |
Recent snapshots
| Time UTC | Instruments | Spot | DTE range | Fetch |
|---|
| 2026-06-04 04:00 UTC | 1062 | $64,272.31 | -1 → 294 | 195840 ms |
| 2026-06-04 03:30 UTC | 1062 | $63,932.88 | -1 → 294 | 194239 ms |
| 2026-06-04 03:00 UTC | 1058 | $63,140.52 | -1 → 294 | 189954 ms |
| 2026-06-04 02:30 UTC | 1058 | $62,906.19 | -1 → 294 | 186278 ms |
| 2026-06-04 02:16 UTC | 1054 | $62,356.51 | -1 → 294 | 193799 ms |
| 2026-06-04 02:11 UTC | 1038 | $62,138.88 | -1 → 294 | 193833 ms |
| 2026-06-04 02:05 UTC | 1036 | $61,852.44 | -1 → 294 | 189394 ms |
| 2026-06-04 02:00 UTC | 1024 | $62,115.96 | -1 → 294 | 178713 ms |
| 2026-06-04 01:30 UTC | 1018 | $62,674.56 | -1 → 294 | 185554 ms |
| 2026-06-04 01:00 UTC | 1014 | $63,192.78 | -1 → 294 | 175942 ms |
| 2026-06-04 00:30 UTC | 1008 | $63,416.22 | -1 → 294 | 186156 ms |
| 2026-06-04 00:00 UTC | 1000 | $64,142.95 | 0 → 295 | 178572 ms |
No errors recorded.
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