{"uid":"cap_Eck-dn842wxnuDsRFAZNi","slug":"laevitas-options-instrument-history-ec42bdd3","name":"Laevitas Options Instrument History","description":"Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics.\n\n## Authentication\n\nUse an API key for authenticated REST requests:\n\n```http\nX-API-Key: your-api-key-here\n```\n\nData and history endpoints also accept x402 without an API key: 1, 5 or 10 credits ($0.001 each) for data up to 1 year, 1–3 years or older.\n\n**Subscriptions with USDC:** Premium and Enterprise can be purchased on Base or Solana for a month, a quarter, six months or a year. Access is prepaid, with no automatic renewal. [Buy a subscription](https://v3.laevitas.ch/profile/subscription/wallet) or read the [USDC subscription guide](/x402#subscriptions).\n\nThe subscription belongs to your signed-in Laevitas account; wallet sign-in does not require an email. Enterprise users generate an API key in V3 after activation. Plan and billing-period limits still apply. Subscription purchases are separate from API credit bundles.\n\nFor Claude MCP, add `https://apiv2.laevitas.ch/api/v1/mcp`, select **Sign in now → Register automatically**\nwith no custom headers, and authorize with your API key on the Laevitas page.\nDo not enter a client ID or secret manually. All OAuth clients require PKCE S256.\nConnection guide: [MCP setup](/mcp). CIMD / published client identity is not supported.\n\n| Resource | Path |\n| --- | --- |\n| OpenAPI JSON | `GET /openapi.json` |\n| x402 discovery | `GET /.well-known/x402` |\n| Changelog | `GET /api/v1/changelog` |\n| WebSocket docs | `GET /websocket` |\n\n## REST Surfaces\n\n| Surface | Examples |\n| --- | --- |\n| Instruments | Cross-market contract reference data |\n| Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry |\n| Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations |\n| Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX |\n| Options Backtests | Strategy templates, asynchronous submission, status, combined results, cancellation |\n| Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk |\n| Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots |\n| Predictions | Polymarket instruments, categories, trades, ticker history |\n| Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books |\n| Analytics | Realized volatility and derived metrics |\n\n## Pagination\n\nBacktests are asynchronous jobs, not paginated market-data queries. Start with\n`GET /api/v1/options/backtests/strategies`, submit with `POST /api/v1/options/backtests`,\nthen poll `/{id}` and retrieve `/{id}/result`. These responses have no data/meta wrapper.\n\nPaginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page.\n\n## WebSocket Streaming\n\nReal-time streams are documented at `/websocket`.\n\n| Data | Channel pattern |\n| --- | --- |\n| Trades | `trades.{market}.{exchange}.{instrument}` |\n| OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` |\n| OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` |\n\nVariables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`.\n\n## Quick Start\n\n```bash\ncurl \"https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL\" \\\n  -H \"X-API-Key: your-api-key-here\"\n```","url":"https://apiv2.laevitas.ch/api/v1/options/instrument-history?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","required":["end","start","exchange","instrument_name"],"properties":{"end":{"type":"string","description":"Inclusive, after truncation to seconds; not a whole-day shortcut."},"page":{"type":"integer"},"limit":{"type":"integer"},"start":{"type":"string","description":"ISO-8601 instant with Z or an explicit UTC offset."},"exchange":{"enum":["deribit","okx","binance","bybit","paradex"],"type":"string"},"projection":{"enum":["full","iv","price","underlying_price","oi_volume"],"type":"string"},"resolution":{"enum":["native","1m","5m","15m","30m","1h","2h","4h","6h","12h","1d"],"type":"string","description":"UTC observation grid, not candle aggregation."},"instrument_name":{"type":"string"}}},"responseSchema":{"type":"object","required":["dataset_id","projection","meta","items"],"properties":{"meta":{"type":"object","required":["total","items","page","total_pages","limit","availability"],"properties":{"page":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"One-based page number.","exclusiveMinimum":true},"items":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Number of rows actually returned on this page."},"limit":{"type":"integer","maximum":9007199254740991,"minimum":0,"exclusiveMinimum":true},"total":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Total matching source rows for this window, not this page; instrument rows may share a timestamp."},"total_pages":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Declared page count. Compatibility aliases preserve legacy omitted-limit accounting; send page and limit explicitly."},"availability":{"type":"object","required":["empty_reason","coverage","completeness"],"properties":{"coverage":{"type":"object","required":["source_id","exchange_supported","instrument_eligible","earliest_observed_at","latest_observed_at"],"properties":{"source_id":{"enum":["options.instrument_observations"],"type":"string"},"exchange_supported":{"enum":[true],"type":"boolean"},"latest_observed_at":{"type":"string","format":"date-time","pattern":"^(?:(?:\\d\\d[2468][048]|\\d\\d[13579][26]|\\d\\d0[48]|[02468][048]00|[13579][26]00)-02-29|\\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\\d|30)|(?:02)-(?:0[1-9]|1\\d|2[0-8])))T(?:(?:[01]\\d|2[0-3]):[0-5]\\d:[0-5]\\d(?:\\.\\d+)?(?:Z))$","nullable":true},"instrument_eligible":{"type":"boolean","nullable":true},"earliest_observed_at":{"type":"string","format":"date-time","pattern":"^(?:(?:\\d\\d[2468][048]|\\d\\d[13579][26]|\\d\\d0[48]|[02468][048]00|[13579][26]00)-02-29|\\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\\d|30)|(?:02)-(?:0[1-9]|1\\d|2[0-8])))T(?:(?:[01]\\d|2[0-3]):[0-5]\\d:[0-5]\\d(?:\\.\\d+)?(?:Z))$","nullable":true}},"additionalProperties":false},"completeness":{"type":"object","required":["status","certification","complete_from","complete_through","complete_from_inclusive","complete_through_inclusive","monotonic","monotonic_boundary","revisions_possible","certified_at","updated_at","unavailable_reason","scope"],"properties":{"scope":{"type":"object","required":["endpoint_id","source_ids","exchange","instrument_name"],"properties":{"exchange":{"type":"string","nullable":true},"source_ids":{"type":"array","items":{"type":"string"}},"endpoint_id":{"enum":["options.instrument_observations"],"type":"string"},"instrument_name":{"type":"string","nullable":true}},"additionalProperties":false},"status":{"enum":["unavailable"],"type":"string"},"monotonic":{"enum":[false],"type":"boolean"},"updated_at":{"enum":[null],"type":"string","nullable":true},"certified_at":{"enum":[null],"type":"string","nullable":true},"certification":{"enum":[null],"type":"string","nullable":true},"complete_from":{"enum":[null],"type":"string","nullable":true},"complete_through":{"enum":[null],"type":"string","nullable":true},"monotonic_boundary":{"enum":["complete_through"],"type":"string"},"revisions_possible":{"enum":[true],"type":"boolean"},"unavailable_reason":{"enum":["not_supported"],"type":"string"},"complete_from_inclusive":{"enum":[true],"type":"boolean"},"complete_through_inclusive":{"enum":[false],"type":"boolean"}},"additionalProperties":false},"empty_reason":{"enum":["classification_unavailable"],"type":"string","nullable":true}},"additionalProperties":false}},"additionalProperties":false},"items":{"type":"array","items":{"type":"object","required":["date"],"properties":{"date":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Source observation time in Unix milliseconds, UTC; not the request time or a finality certificate. Resolution normally samples observations, not interval totals."},"vega":{"type":"number","nullable":true,"description":"Retained option vega under the venue source volatility and premium-currency convention; not aggregate vega exposure."},"delta":{"type":"number","nullable":true,"description":"Retained option delta under the venue source convention. No cross-venue delta or premium-adjustment normalization is applied."},"gamma":{"type":"number","nullable":true,"description":"Retained option gamma under the venue source convention; not aggregate gamma exposure (GEX)."},"theta":{"type":"number","nullable":true,"description":"Retained option theta under the venue source time and premium-currency convention; no daily/annual conversion is applied."},"ask_iv":{"type":"number","nullable":true,"description":"Implied volatility associated with the ask quote, in percentage points. Not a premium or ask size; unavailable retained values are not executable quotes."},"bid_iv":{"type":"number","nullable":true,"description":"Implied volatility associated with the bid quote, in percentage points. Not a premium or bid size; unavailable retained values are not executable quotes."},"volume":{"type":"number","nullable":true,"description":"Retained venue-reported option volume in source quantity units and source reporting window. Not the volume traded inside the requested resolution."},"mark_iv":{"type":"number","nullable":true,"description":"Mark implied volatility in percentage points (50 means 50%, not 0.50). Retained source observation; no new model fit or rescaling is applied."},"daystogo":{"type":"number","nullable":true,"description":"Remaining time to maturity, in days, as retained. This is a duration, not an expiry timestamp or fixed-tenor selector."},"ask_price":{"type":"number","nullable":true,"description":"Best ask premium per source quantity unit, in the same premium currency as mark_price; not ask implied volatility."},"bid_price":{"type":"number","nullable":true,"description":"Best bid premium per source quantity unit, in the same premium currency as mark_price; not bid implied volatility."},"mark_price":{"type":"number","nullable":true,"description":"Option mark premium per source quantity unit, in the instrument premium currency. Inverse BTC/ETH and linear stablecoin options do not share one premium currency; no USD conversion is applied."},"index_price":{"type":"number","nullable":true,"description":"Retained spot-index reference price, in the underlying index quote currency. Distinct from the expiry-specific underlying_price; no substitution is made by this reader."},"open_interest":{"type":"number","nullable":true,"description":"Outstanding option quantity in retained source units. Not USD notional or premium value; this reader does not apply another contract multiplier."},"underlying_price":{"type":"number","nullable":true,"description":"Retained option-pricing reference (potentially an expiry-specific forward), in its reference quote currency. Not necessarily the spot index."}},"additionalProperties":false}},"dataset_id":{"enum":["options.instrument_observations"],"type":"string"},"projection":{"enum":["full","iv","price","underlying_price","oi_volume"],"type":"string"}},"additionalProperties":false},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.1","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.1/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.1","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_0Mew1hhDDyhRk0ap6U6Og","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.1","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Retrieves historical time-series data for a specific crypto options instrument (price, IV, OI, volume) from a chosen exchange over a given time range.","exampleAgentPrompt":"Pull the hourly implied volatility and price history for Deribit instrument BTC-27DEC24-100000-C from January 1, 2024 to March 31, 2024 using the 'iv' projection at 1-hour resolution.","exampleUseCases":[{"title":"IV term structure backtesting","prompt":"Get me the 4-hour implied volatility history for the Deribit instrument ETH-28JUN24-3000-C from March 1, 2024 to June 28, 2024 so I can backtest an IV term structure strategy."},{"title":"OKX open interest and volume analysis","prompt":"Fetch daily open interest and volume history for OKX instrument BTC-USD-240329-70000-C between January 1, 2024 and April 1, 2024 — use the 'oi_volume' projection."},{"title":"Historical option price monitoring","prompt":"I need the native-resolution full data history for the Bybit instrument BTC-29MAR24-65000-C from February 15, 2024 to March 29, 2024. Show me the first page with up to 500 rows."}],"resultDescription":"A paginated JSON object containing a dataset_id, projection type, pagination metadata (total rows, page, total pages, limit), data availability/coverage details (earliest and latest observed timestamps, instrument eligibility), and an array of time-series rows matching the requested projection (e.g. implied volatility, price, underlying price, or OI/volume) at the specified resolution.","failureModes":["Invalid instrument_name for the specified exchange returns empty items or instrument_eligible=false in coverage","start or end not in valid ISO-8601 format causes a validation error","exchange value not in the supported enum list returns a 400 error","Requesting data older than coverage window returns empty dataset with empty_reason populated","Pagination beyond total_pages returns empty items array","Insufficient credits or expired subscription returns 402 Payment Required","Rate limiting or plan quota exceeded returns 429 or 403"],"whenToPreferThis":"Use this endpoint when you need historical time-series data for a specific, named options instrument (identified by exchange and instrument_name) over a defined time window. It is ideal for backtesting, strategy analysis, or volatility research that requires per-instrument granularity with flexible resolution (from native tick to daily). Prefer this over aggregated or cross-instrument endpoints when the exact contract identifier is known and temporal depth matters.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-31T18:41:51.417Z","isFirstParty":false,"canonicalSlug":"laevitas-options-instrument-history-ec42bdd3"}