{"uid":"cap_jElsZl93qX64w75vZC5Ox","slug":"laevitas-options-trade-history-strategy-groups-466b29cf","name":"Laevitas Options Trade History Strategy Groups","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/trade-history/strategy-groups?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","required":["date","currency","exchange"],"properties":{"date":{"type":"string","description":"UTC calendar day, YYYY-MM-DD. Strategy-grouped trades, not individual rows or candles."},"page":{"type":"integer","description":"Group page, default 1."},"limit":{"type":"integer","description":"Groups per page, at most 1440. Default 10."},"order":{"enum":["asc","desc"],"type":"string","description":"asc or desc. Applied only together with sortBy; ascending otherwise."},"sortBy":{"enum":["date","notional","amount","premium","delta","gamma","vega","theta","blockTradeId","strategy"],"type":"string","description":"Sort field: date (group second), notional, amount, premium (sell-positive total), delta, gamma, vega, theta (one trade of the group), blockTradeId (also excludes groups without a block trade id) or strategy. Default date."},"currency":{"type":"string","description":"Currency selector, uppercase. BTC, ETH, BTC_USDC and ETH_USDC select the matching settlement product; any other selector matches its base currency before the first underscore."},"exchange":{"enum":["deribit","okx","binance","bybit","gate","bullish","derive","paradex"],"type":"string","description":"Options venue; does not certify that a trade exists for the requested day."},"blockTradeId":{"type":"string","description":"Exact block trade identifier filter. Omitted or empty means no filter."}}},"responseSchema":{"type":"object","required":["dataset_id","meta","items"],"properties":{"meta":{"type":"object","required":["total","page","limit","items","total_pages","count_basis","sort","block_trade_id","availability"],"properties":{"page":{"type":"integer","maximum":9007199254740991,"minimum":0,"exclusiveMinimum":true},"sort":{"type":"object","required":["by","order"],"properties":{"by":{"enum":["date","notional","amount","premium","delta","gamma","vega","theta","blockTradeId","strategy"],"type":"string"},"order":{"enum":["asc","desc"],"type":"string"}},"description":"Effective sort; order applies only with an explicit sortBy.","additionalProperties":false},"items":{"type":"integer","maximum":9007199254740991,"minimum":0},"limit":{"type":"integer","maximum":9007199254740991,"minimum":0,"exclusiveMinimum":true},"total":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Number of distinct second/venue/currency/strategy combinations for the selection. Group rows are also split by block trade id, so all pages together can hold more rows than total."},"count_basis":{"enum":["second_strategy_groups"],"type":"string"},"total_pages":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"ceil(total / limit); the last page of group rows can lie beyond it."},"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.trade_groups"],"type":"string"},"exchange_supported":{"enum":[true],"type":"boolean","nullable":true},"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":{"enum":[null],"type":"string","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","currency"],"properties":{"currency":{"type":"string","nullable":true},"exchange":{"type":"string","nullable":true},"source_ids":{"type":"array","items":{"type":"string"}},"endpoint_id":{"enum":["options.trade_groups"],"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},"block_trade_id":{"type":"string","nullable":true,"description":"Applied block trade identifier filter, or null."}},"additionalProperties":false},"items":{"type":"array","items":{"type":"object","required":["date","market","currency","strategy","trades","summary"],"properties":{"date":{"type":"integer","maximum":9007199254740991,"minimum":0,"description":"Group second as Unix seconds, UTC."},"market":{"type":"string","description":"Lowercase venue name."},"trades":{"type":"array","items":{"type":"object","required":["instrument_name","currency","maturity","strike","option_type","direction","tick_direction","index_price","amount","contracts","price","iv","premium","premium_usd","notional","mark_price","ask_price","bid_price","ask_size","bid_size","open_interest","oi_change","oi_before","bid_iv_change","ask_iv_change","bid_price_change","ask_price_change","bid_size_change","ask_size_change","date","trade_id","block_trade_id","timestamp","combo_id","combo_trade_id","delta","gamma","vega","theta"],"properties":{"iv":{"type":"number","nullable":true,"description":"Trade implied volatility in percentage points."},"date":{"type":"string","nullable":true,"description":"Trade time, UTC YYYY-MM-DD HH:mm:ss.SSS."},"vega":{"type":"number","nullable":true,"description":"Trade vega; null when unavailable."},"delta":{"type":"number","nullable":true,"description":"Trade delta; null when unavailable."},"gamma":{"type":"number","nullable":true,"description":"Trade gamma; null when unavailable."},"price":{"type":"number","nullable":true,"description":"Executed premium per unit in the venue price convention."},"theta":{"type":"number","nullable":true,"description":"Trade theta; null when unavailable."},"amount":{"type":"number","nullable":true,"description":"Trade quantity in venue units; no contract multiplier or USD conversion."},"strike":{"type":"number","nullable":true,"description":"Strike in the venue pricing convention."},"premium":{"type":"number","nullable":true,"description":"Trade premium in the instrument price currency."},"ask_size":{"type":"number","nullable":true,"description":"Best ask size at the trade, in venue units; null when unavailable."},"bid_size":{"type":"number","nullable":true,"description":"Best bid size at the trade, in venue units; null when unavailable."},"combo_id":{"type":"string","nullable":true,"description":"Opaque combo instrument identifier; an empty string means none and is distinct from null."},"currency":{"type":"string","nullable":true,"description":"Base currency of the instrument."},"maturity":{"type":"string","nullable":true,"description":"Expiry label as stored, for example 27MAR26."},"notional":{"type":"number","nullable":true,"description":"Trade notional in USD."},"trade_id":{"type":"string","nullable":true,"description":"Opaque venue trade identifier; an empty string means none and is distinct from null."},"ask_price":{"type":"number","nullable":true,"description":"Best ask premium at the trade; null when unavailable."},"bid_price":{"type":"number","nullable":true,"description":"Best bid premium at the trade; null when unavailable."},"contracts":{"type":"number","nullable":true,"description":"Same value as amount, kept for v1 compatibility."},"direction":{"type":"string","nullable":true,"description":"Aggressor side as stored, buy or sell."},"oi_before":{"type":"number","nullable":true,"description":"Open interest before the trade; null when unavailable."},"oi_change":{"type":"number","nullable":true,"description":"Open-interest change attributed to the trade; null when unavailable."},"timestamp":{"type":"number","nullable":true,"description":"Trade time as Unix milliseconds."},"mark_price":{"type":"number","nullable":true,"description":"Mark premium at the trade; null means unavailable, not zero."},"index_price":{"type":"number","nullable":true,"description":"Underlying index price attached to the trade."},"option_type":{"type":"string","nullable":true,"description":"C (call) or P (put)."},"premium_usd":{"type":"number","nullable":true,"description":"Trade premium in USD."},"ask_iv_change":{"type":"number","nullable":true,"description":"Ask implied-volatility change at the trade; null when unavailable."},"bid_iv_change":{"type":"number","nullable":true,"description":"Bid implied-volatility change at the trade; null when unavailable."},"open_interest":{"type":"number","nullable":true,"description":"Open interest after the trade, in venue units; null when unavailable."},"block_trade_id":{"type":"string","nullable":true,"description":"Opaque block trade identifier; an empty string means none and is distinct from null."},"combo_trade_id":{"type":"string","nullable":true,"description":"Opaque combo trade identifier; an empty string means none and is distinct from null."},"tick_direction":{"type":"number","nullable":true,"description":"Venue tick-direction code; null when unavailable."},"ask_size_change":{"type":"number","nullable":true,"description":"Ask size change at the trade, in venue units; null when unavailable."},"bid_size_change":{"type":"number","nullable":true,"description":"Bid size change at the trade, in venue units; null when unavailable."},"instrument_name":{"type":"string","nullable":true,"description":"Venue instrument name."},"ask_price_change":{"type":"number","nullable":true,"description":"Ask premium change at the trade; null when unavailable."},"bid_price_change":{"type":"number","nullable":true,"description":"Bid premium change at the trade; null when unavailable."}},"additionalProperties":false},"description":"Trades of the group; their order is not guaranteed."},"summary":{"type":"object","required":["tot_p","tot_amnt","tot_not","delta","gamma","vega","theta"],"properties":{"vega":{"type":"number","nullable":true,"description":"Vega of one trade of the group, not a sum."},"delta":{"type":"number","nullable":true,"description":"Delta of one trade of the group, not a sum."},"gamma":{"type":"number","nullable":true,"description":"Gamma of one trade of the group, not a sum."},"theta":{"type":"number","nullable":true,"description":"Theta of one trade of the group, not a sum."},"tot_p":{"type":"number","nullable":true,"description":"Premium total of the group: sells positive, buys negative, in the instrument price currency."},"tot_not":{"type":"number","nullable":true,"description":"Notional total of the group in USD."},"tot_amnt":{"type":"number","nullable":true,"description":"Amount total of the group in venue units."}},"additionalProperties":false},"currency":{"type":"string","description":"Base currency of the group."},"strategy":{"type":"string","nullable":true,"description":"Strategy label of the group as stored, for example LONG_CALL."}},"additionalProperties":false}},"dataset_id":{"enum":["options.trade_groups"],"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_8GPawu2bZknJaccUl7rpa","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 paginated, strategy-grouped crypto options trade history for a given exchange, currency, and calendar day","exampleAgentPrompt":"Pull me the strategy-grouped BTC options trade history from Deribit for December 15, 2024, sorted by notional descending, showing 50 groups per page — I want to see the Greeks and premium breakdown for each strategy group.","exampleUseCases":[{"title":"Block trade identification for large options strategies","prompt":"Can you fetch the Deribit ETH options trades for January 10, 2025 and filter specifically for block trades — I want to see the strategy groupings with their delta and notional values sorted by notional descending."},{"title":"Daily options flow analysis by strategy","prompt":"Get me all BTC options strategy groups traded on OKX on March 5, 2025, sorted by premium and show up to 100 groups — I'm trying to understand which multi-leg strategies dominated flow that day."},{"title":"Greeks-based options strategy screening","prompt":"Pull the ETH_USDC options trade history from Deribit for February 20, 2025, sorted by vega, with 20 groups per page — I want to identify which strategies had the biggest vega exposure on that day."}],"resultDescription":"A paginated JSON object containing strategy-grouped options trades for the requested date, exchange, and currency. Each group includes Greeks (delta, gamma, vega, theta), notional, premium, amount, strategy type, and optionally a block trade ID. The meta section provides total group count, page info, sort parameters, and data availability/coverage details including earliest and latest observed timestamps.","failureModes":["Exchange not supported for given date — returns availability with exchange_supported false","No trades exist for the requested day/currency/exchange combination — returns empty items with an empty_reason in availability","Invalid date format or out-of-range date — returns validation error","blockTradeId filter returns empty results if no matching block trade exists","Exceeding credit balance or invalid API key returns 402 or 401 error","limit exceeds 1440 — returns validation error"],"whenToPreferThis":"Use this endpoint when you need aggregated, strategy-level options trade data (multi-leg groupings) rather than individual raw trades or OHLCV candles. It is ideal for analyzing block trades, multi-leg strategies, and Greeks exposure on a per-strategy basis. Prefer this over raw trade endpoints when the user wants to understand structured options flow, strategy composition, or block-trade attribution across major exchanges like Deribit, OKX, Bybit, Binance, Gate, Bullish, Derive, or Paradex.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-31T18:41:57.559Z","isFirstParty":false,"canonicalSlug":"laevitas-options-trade-history-strategy-groups-466b29cf"}