KintechsDerivatives
Perpetual futures, dated futures and options across OKX, Hyperliquid, Deribit and Kraken Futures.
Data as of –
Overview
- BTC perp OI
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- BTC funding, OI-weighted
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- BTC 3M basis, ann.
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- BTC DVOL
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- BTC 30D ATM IV
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- BTC 30D 25Δ RR
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- ETH perp OI
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- ETH funding, OI-weighted
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- ETH 3M basis, ann.
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- ETH DVOL
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- ETH 30D ATM IV
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- SOL perp OI
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BTC open interest by venue
ETH open interest by venue
BTC perpetual futures
BTC perpetuals by venue
| Venue | Funding, ann. | Basis | Open interest | OI share | Volume 24h |
|---|
BTC funding by venue annualised, 7-day average
ETH perpetual futures
ETH perpetuals by venue
| Venue | Funding, ann. | Basis | Open interest | OI share | Volume 24h |
|---|
ETH funding by venue annualised, 7-day average
Futures term structure
Annualised basis of Deribit dated futures over the index: the yield of a cash-and-carry position by tenor.
Annualised basis by tenor
BTC dated futures
| Expiry | Tenor | Mark | Basis | Basis, ann. | Open interest | ATM IV | 25Δ RR |
|---|
ETH dated futures
| Expiry | Tenor | Mark | Basis | Basis, ann. | Open interest | ATM IV | 25Δ RR |
|---|
Implied volatility
DVOL against 30-day realised volatility, the at-the-money term structure and the 25-delta risk reversal by tenor. A negative risk reversal means puts trade richer than calls.
BTC implied vs realised 365 days
ETH implied vs realised 365 days
ATM implied volatility by tenor
25-delta risk reversal by tenor vol points
Options positioning
- BTC options OI
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- BTC put/call OI
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- BTC max pain, top expiry
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- ETH options OI
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- ETH put/call OI
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- ETH max pain, top expiry
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BTC open interest by expiry
BTC open interest by strike largest expiry
ETH open interest by expiry
ETH open interest by strike largest expiry