Crypto options data for your systems.
GEX levels, the options chain, IV, flow and point-in-time history across 10 venues. 70 REST endpoints, plus a live WebSocket for the tape, levels and chain.
import requests
resp = requests.get(
"https://api.backquant.com/v2/gex/levels",
headers={"X-API-Key": "bq_live_..."},
params={"symbol": "BTCUSDT"},
)
levels = resp.json()["data"]
print(f"HVL: {levels['all_expiry']['hvl']}")Response
{
"success": true,
"data": {
"all_expiry": {
"hvl": 84250,
"call_resistance": 90000,
"put_support": 80000
},
"odte": {
"hvl": 84500,
"call_resistance": 86000,
"put_support": 83500
}
},
"meta": {
"version": "2.13",
"symbol": "BTCUSDT",
"spot_price": 84320,
"computed_at": "2026-04-30T12:00:00Z",
"freshness_seconds": 12,
"source": ["deribit", "bybit", "okx", "binance", "derive", "thalex",
"delta_india", "delta", "bullish", "paradex"]
}
}Data coverage
Crypto options structure in one API.
Dealer gamma, the chain, IV, greeks, the options tape, perps, ETF flows and COT, over REST or streamed live.
Levels, walls, strike ladder, heatmaps, dealer + gamma flow, multi-symbol bundle
Filtered chain, cross-venue best bid/offer, expiry summary, OPEX calendar
Surface, constant-maturity vol, skew, smile, IV-RV, VRP, expected move, calibrated range
Risk-neutral PDF + 3D probability surface
DEX, vanna, charm, vega - profiles, surfaces + TRACE projections
By expiry, history, PCR, premium tide, futures term structure
Live WebSocket, full history, whale prints, imbalance, strike heat, flow by strike
Heatmap + distribution across venues
Candles, funding, CVD, perp liquidations, market bundle
Spot ETF flows and AUM, CFTC COT positioning, Form 4 insiders, 13F holders
API-key auth
Simple X-API-Key headers.
Rate limits
Clear quotas and usage headers.
TRACE projections
Forward gamma, charm, and vanna maps.
Live WebSocket
Tape, GEX levels and the chain, pushed as they change.
Any stack
Python, JS, cURL, Go, Rust, C++.
Why it's hard to copy
10 venues, reconciled into one surface.
Not a scrape, not a pass-through. Every number here survives settlement mismatches, missing feeds, conflicting quotes, and lookahead bias before it reaches you.
No lookahead, by design
Point-in-time queries snap backward only, never forward, and every response names the exact snapshot used. A naive API can quietly backdate today’s chain and inflate a backtest; this can’t.
Consolidated, not blended
Deribit prices without per-side IV, OKX quotes IV without price, one settles inverse and the other linear. The consolidated book reconciles all of it, and names the venue on each side of the best bid and offer.
Exact venue math
Filter to two venues and get exactly what those two books contribute - the parts sum back to the unfiltered whole, not an approximation.
Settlement reconciled
Deribit-style venues settle 08:00 UTC, Delta settles 12:00 UTC. Remaining inventory rolls into the next session instead of a phantom mismatch.
Flow, not just OI sign
BTC and ETH dealer positioning runs on a measured flow model, not the textbook OI-sign convention - falling back per symbol when tape data is thin.
Freshness you can check
Every response reports computed_at and freshness_seconds, and a live status endpoint flags a degraded feed before your model does.
MCP
Ask your data instead of calling it.
Connect BackQuant to Claude, Cursor, or VS Code and get gamma levels, dealer flow, IV, and the rest of this page back as plain language - no client library required.
Same plan and usage budget as the API. Included with Crypto API, Terminal + API, and Terminal Yearly.
Full MCP walkthroughTool call
get_gex_levels({ symbol: "BTCUSDT", expiry: "2026-05-01" })
→ call_resistance: 92000
→ put_support: 86500
→ hvl: 88200Pricing
Crypto options API, on its own or with the Terminal.
Take the API by itself, bundle it with the full Terminal, or scale up on a commercial plan.
API only
Crypto API
Billed monthly
Best value
Best ValueTerminal + API
Billed monthly
Commercial use
Enterprise
For teams, funds, and redistribution
FAQ
Questions before you plug in?
Most API plans are built for individual researchers and traders. Enterprise is available for teams, funds, commercial usage, and redistribution.
What is included in the API?
70 REST endpoints across GEX levels, the consolidated options chain, IV surface and skew, probability density, greeks, the options tape, liquidation heatmaps, perp market data, ETF flows, CFTC COT and SEC filings. Nine of them answer point-in-time with as_of for backtests.
Is there a WebSocket?
Yes. One connection streams the options tape per venue or aggregated, flow-signed GEX levels, and the consolidated chain per expiry. Connections are capped per plan and do not use your monthly request quota.
Can I use this without writing code?
Yes - the MCP server connects BackQuant to Claude, Cursor, and VS Code, so you can ask for GEX levels, flow, IV, and more in plain language. It runs on the same plan and usage budget as the REST API.
Does the API include the terminal?
The Terminal + API plan includes full access to the BackQuant Terminal, TradingView indicators, API docs, and usage dashboard. The Crypto API plan is API only and does not include the terminal.
Which assets are supported?
BTCUSDT, ETHUSDT, SOLUSDT, and HYPEUSDT - covering the major crypto options markets. Chain, open interest and GEX are aggregated across 10 venues: Deribit, Bybit, OKX, Binance, Derive, Thalex, Delta India, Delta Global, Bullish and Paradex. The trade tape covers the first eight.
Can I use it commercially?
Standard plans are for personal, non-commercial use. Contact us for commercial use, redistribution, white label, or multi-user plans.
Enterprise
Built for funds, desks, and teams.
Full history for backtests, up to 25 WebSocket connections, uncapped monthly requests, multi-user access, redistribution rights and an SLA with dedicated support.
Looking for terminal-only access? View terminal pricing.