{"uid":"cap_HYjPc3Oo4PFbFGQQlMjPz","slug":"laevitas-historical-options-oi-volume-by-maturity-a8be7a55","name":"Laevitas Historical Options OI & Volume by Maturity","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/historical/options/maturity/oi_volume/%7Bmarket%7D/%7Bcurrency%7D/%7Bmaturity%7D?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","required":["start"],"properties":{"end":{"type":"string","description":"Date-only includes the whole UTC day. Omitted end is end of tomorrow UTC."},"page":{"type":"integer","description":"Default query page 1; omitted meta.page matches v1."},"limit":{"type":"integer","description":"Default query 10 rows unless stated otherwise; otherwise omitted meta.total_pages uses divisor 1 as in v1. Max pain counts maturity rows. Daily (1d) options_oi_by_currency, options_volume_by_currency and options_volume_total with exchange=aggregate use at most 2 rows per page, default 2. Larger limits return 400 POSITIONING_DAILY_PAGE_TOO_LARGE. Use limit=2 from page=1 and follow total_pages; the date range and totals are unchanged. Other series and resolutions keep their existing limits."},"start":{"type":"string","description":"Legacy ISO/date-only or 10/13-digit epoch."},"granularity":{"type":"string","description":"UTC sample grid, not interval aggregation; omitted or -- means native."}}},"responseSchema":{"type":"object","required":["meta","items"],"properties":{"meta":{"type":"object","required":["total","items","total_pages"],"properties":{"page":{"type":"integer","maximum":9007199254740991,"minimum":0,"exclusiveMinimum":true},"items":{"type":"integer","maximum":9007199254740991,"minimum":0},"total":{"type":"integer","maximum":9007199254740991,"minimum":0},"total_pages":{"type":"integer","maximum":9007199254740991,"minimum":0}},"additionalProperties":false},"items":{"type":"array","items":{"type":"object","required":["date","volume","v_usd","v_premium","v_p","v_p_usd","v_p_premium","v_c","v_c_usd","v_c_premium","v_pc_ratio","v_pc_premium_ratio","oi","oi_usd","oi_premium","oi_p","oi_p_usd","oi_p_premium","oi_c","oi_c_usd","oi_c_premium","oi_pc_ratio","oi_pc_premium_ratio"],"properties":{"oi":{"type":"number","nullable":true,"description":"Open interest of every listed contract for the selected expiry at this observation time, in contract quantity units, rounded to two decimals. Not USD. Null only when a contributing venue quantity is not a finite number, as on v1."},"v_c":{"type":"number","nullable":true,"description":"Call retained volume in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1. Retained venue-reported volume state carried by each listed contract at the observation time, not unique trades in the resolution interval; successive timestamps must not be summed into turnover."},"v_p":{"type":"number","nullable":true,"description":"Put retained volume in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1. Retained venue-reported volume state carried by each listed contract at the observation time, not unique trades in the resolution interval; successive timestamps must not be summed into turnover."},"date":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Observation time in Unix milliseconds, UTC. Resolution samples timestamps, not interval totals."},"oi_c":{"type":"number","nullable":true,"description":"Call open interest in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1."},"oi_p":{"type":"number","nullable":true,"description":"Put open interest in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1."},"v_usd":{"type":"number","nullable":true,"description":"USD-equivalent of volume. Contracts are converted to base quantity where a venue requires it before valuation. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium value."},"oi_usd":{"type":"number","nullable":true,"description":"USD-equivalent of oi. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium value."},"volume":{"type":"number","nullable":true,"description":"Sum of the retained volume of every listed contract for the selected expiry at this observation time, in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1. Retained venue-reported volume state carried by each listed contract at the observation time, not unique trades in the resolution interval; successive timestamps must not be summed into turnover."},"v_c_usd":{"type":"number","nullable":true,"description":"USD-equivalent of v_c. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium value."},"v_p_usd":{"type":"number","nullable":true,"description":"USD-equivalent of v_p. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium value."},"oi_c_usd":{"type":"number","nullable":true,"description":"USD-equivalent of oi_c. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium value."},"oi_p_usd":{"type":"number","nullable":true,"description":"USD-equivalent of oi_p. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium value."},"v_premium":{"type":"number","nullable":true,"description":"Premium valuation of volume; not realized traded premium. USD-equivalent premium valuation at the observation quotes, rounded to two decimals. Null when a quote is unavailable for any contributing positive quantity. Not notional exposure."},"oi_premium":{"type":"number","nullable":true,"description":"Premium valuation of oi. USD-equivalent premium valuation at the observation quotes, rounded to two decimals. Null when a quote is unavailable for any contributing positive quantity. Not notional exposure."},"v_pc_ratio":{"type":"number","nullable":true,"description":"Put/call retained-volume ratio v_p / v_c, dimensionless, rounded to two decimals and capped at 5. Null when the call side is zero."},"oi_pc_ratio":{"type":"number","nullable":true,"description":"Put/call open-interest ratio oi_p / oi_c, dimensionless, rounded to two decimals and capped at 5. Null when the call side is zero."},"v_c_premium":{"type":"number","nullable":true,"description":"Premium valuation of v_c; not realized traded premium. USD-equivalent premium valuation at the observation quotes, rounded to two decimals. Null when a quote is unavailable for any contributing positive quantity. Not notional exposure."},"v_p_premium":{"type":"number","nullable":true,"description":"Premium valuation of v_p; not realized traded premium. USD-equivalent premium valuation at the observation quotes, rounded to two decimals. Null when a quote is unavailable for any contributing positive quantity. Not notional exposure."},"oi_c_premium":{"type":"number","nullable":true,"description":"Premium valuation of oi_c. USD-equivalent premium valuation at the observation quotes, rounded to two decimals. Null when a quote is unavailable for any contributing positive quantity. Not notional exposure."},"oi_p_premium":{"type":"number","nullable":true,"description":"Premium valuation of oi_p. USD-equivalent premium valuation at the observation quotes, rounded to two decimals. Null when a quote is unavailable for any contributing positive quantity. Not notional exposure."},"v_pc_premium_ratio":{"type":"number","nullable":true,"description":"Put/call premium-valuation ratio v_p_premium / v_c_premium, dimensionless, rounded to two decimals and capped at 5. Null when the call-side premium is zero or unavailable."},"oi_pc_premium_ratio":{"type":"number","nullable":true,"description":"Put/call premium-valuation ratio oi_p_premium / oi_c_premium, dimensionless, rounded to two decimals and capped at 5. Null when the call-side premium is zero or unavailable."}},"additionalProperties":false}}},"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_XLY_UJVnwPbpAJCoE-RPT","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":"Returns historical open interest and volume data for crypto options contracts filtered by exchange market, underlying currency, and specific expiry (maturity) date.","exampleAgentPrompt":"Pull historical daily open interest and volume data for BTC options on Deribit with the 2024-12-27 maturity, starting from 2024-01-01 through 2024-12-27, showing put and call breakdowns and their ratios.","exampleUseCases":[{"title":"Backtest options expiry OI trends","prompt":"Get me the daily open interest history for ETH options on Deribit expiring on March 28, 2025, from January 1 2025 through expiry, broken down by puts and calls so I can see how OI built up into expiry."},{"title":"Analyze put/call ratio into quarterly expiry","prompt":"Pull the put/call OI ratio and volume data for BTC options on the June 2024 quarterly expiry on Deribit, covering the last 3 months before that expiry date so I can study positioning patterns."},{"title":"Monitor premium volume at upcoming maturity","prompt":"Show me the historical USD premium volume for BTC options maturing on September 27 2024 on Deribit, from August 1 through September 27, with daily granularity and separate put and call breakdowns."}],"resultDescription":"A paginated list of timestamped observations, each containing open interest and volume figures in native contract units, USD, and premium terms, split by puts and calls, with put/call ratios for both OI and volume. Metadata includes total records and page count for pagination.","failureModes":["Missing required 'start' parameter returns 400 error","Invalid market or currency path parameter returns 400 or 404","Using limit too large for daily aggregated data returns 400 POSITIONING_DAILY_PAGE_TOO_LARGE","Invalid date format for start/end returns 400","Insufficient API credits or expired subscription returns 402 Payment Required","Unknown maturity date with no listed contracts may return empty items array"],"whenToPreferThis":"Use this endpoint when you need historical time-series OI and volume data scoped to a specific options expiry (maturity) on a given exchange and currency. It is ideal for studying how open interest and volume evolve as an expiry approaches, analyzing put/call positioning, or backtesting derivatives strategies. Prefer this over general OI endpoints when the maturity date is the primary filter dimension.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-31T18:42:16.047Z","isFirstParty":false,"canonicalSlug":"laevitas-historical-options-oi-volume-by-maturity-a8be7a55"}