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DeriBit Exchange Data


Educational Resources

We have listed several of our DeriBit / Options related educational articles with live python code examples to demonstrate how to access different aspects of the DeriBit API or perform a particular analysis or calculation. Articles are itemized below for your convenience:

  • Calculate Bitcoin or Ethereum implied daily move from volatility
  • Option Greeks Calculator for Recent DeriBit Transactions
  • Calculating Option Delta with Python

    • Historical OHLC Volatility Index Data for BTC & ETH

    There are two main volatility indices and we list both here for free: BTC and ETH. Deribit's Implied Volatility Index (DVOL) is constructed in the same manner as the more well-known VIX (which measures volatility of the stock market through options.) DVOL is "forward looking"; meaning that it measures the expected volatility of BTC (or ETH) over the next 30 days as calculated through option activity.
  • Date - This timestamp is converted to NY EST Standard Time
  • Symbol - The symbol for which the timeseries data refers
  • Open - This is the opening price of the time period
  • High - This is the highest price of the time period
  • Low - This is the lowest price of the time period
  • Close - This is the closing price of the time period

    • BTC Index [Daily]
    ETH Index [Daily]



    DeriBit Futures OHLCV Data - Perpetuals and Monthly/Quarterlies


    Symbol Timeframe First Date Available Last Date Available File Link
    Symbol Timeframe First Date Available Last Date Available File Link




    BTC & ETH Options OHLCV Data - All Strikes and Puts/Calls in one file by Maturity


    Historical OHLCV option data is aggregated by maturity into ZIP files. Every strike for puts/calls included in one file. Each file will then have one file per strike. In ZIP below, you will see 53 individual CSV files - one for each Strike and whether its Put (P) or Call (C)

  • Sample Zipped File: BTC May 26th, 2023 Maturity - All Strikes .zip

    • This resource reserved for Plus+ members





    Historical Funding Data

    The funding rate is a mechanism used to balance the price of the perpetual futures contract with the actual price of the underlying asset. It is determined by the difference between the contract price and the index price of the underlying asset, as well as the interest rate for the funding period. Funding Fates are balanced with periodic payments either to traders that are long or short based on the difference between perpetual contract markets and spot prices. Therefore, depending on open positions, traders will either pay or receive funding.

    The fields included are:
  • Unix Timestamp - This is the unix timestamp or also known as "Epoch Time". Use this to convert to your local timezone
  • Date - This timestamp is converted to NY EST Standard Time
  • Symbol - The symbol for which the timeseries data refers
  • 8hr funding rate - This is the funding rate for an 8hr period
  • 1hr funding rate - This is the funding rate over the hourly period
  • Index Price - This is the current price of the reference index
  • Previous Index Price - This is the previous price of the reference index

    •            Please register Plus+ acct to access the below data resource
    ADA/USDC [Hourly]
    ALGO/USDC [Daily]
    AVAX/USDC [Daily]
    BTC Perpetual [Hourly]
    BTC/USDC [Hourly]
    DOGE/USDC [Hourly]
    DOT/USDC [Hourly]
    ETH Perpetual [Hourly]
    ETH/USDC [Hourly]
    LINK/USDC [Hourly]
    LTC/USDC [Hourly]
    MATIC/USDC [Hourly]
    NEAR/USDC [Hourly]
    SOL/USDC [Hourly]
    TRX/USDC [Hourly]
    UNI/USDC [Hourly]
    XRP/USDC [Hourly]

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    Step into the full potential of your cryptocurrency research and market analysis with CryptoDataDownload. Access free historical data in CSV format, unlock unusual option activity signals, explore Plus+ Python code examples (where every line of code is commented), and tap premium aggregated file resources and bespoke data sets. Trusted by academics worldwide, we offer comprehensive data to empower traders, researchers, and enthusiasts alike.

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