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26 options & greeks indicators, from the AlgoBrain wiki. Sensitivities and pricing measures for options books: the Greeks, pricing models, put/call and positioning reads. Each lists what it measures, the strategies that use it, the Crypto Data API endpoints that serve it or its inputs, and a prompt for an AI agent to compute it. All of them are in the API: GET /api/v1/indicators/catalog?group=options-greeks.
Via API/api/v1/indicators/catalog/beta-weighted-delta
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Compute the Beta-Weighted Delta for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/beta-weighted-delta.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
The Black-Scholes model (more precisely, the Black-Scholes-Merton model) is the foundational mathematical framework for pricing European-style options.
Used byA building block; no catalogue strategy declares it directly.
Compute the Black-Scholes Model for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/black-scholes.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
SKEWCboe SKEW IndexBlack Swan Indexcboe-skewSKEW Index
The Cboe SKEW Index (ticker: SKEW) measures the perceived tail risk in S&P 500 returns over the next 30 days, derived from the prices of out-of-the-money SPX options.
Compute the Cboe SKEW Index for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/cboe-skew-index.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Compute the Charm for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/charm.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Via API/api/v1/indicators/catalog/cumulative-volume-delta
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Compute the Cumulative Volume Delta (CVD) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/cumulative-volume-delta.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Dealer gamma hedging is the mechanical, non-discretionary process by which options market makers buy and sell the underlying asset to keep their inventory delta-neutral as spot moves.
Used byA building block; no catalogue strategy declares it directly.
Via API/api/v1/indicators/catalog/dealer-gamma-hedging
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Compute the Dealer Gamma Hedging for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/dealer-gamma-hedging.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Compute the Delta for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/delta.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
In standard technical analysis, divergence compares price to an indicator like rsi or macd. Delta divergence applies the same logic but uses order flow data instead of a lagging indicator.
Via API/api/v1/indicators/catalog/delta-divergence
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Compute the Delta Divergence for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/delta-divergence.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
While delta tells you your current directional exposure, gamma tells you how quickly that exposure will change. A high-gamma position means that even small moves in the underlying will significantly alter your delta, requiring frequent rehedging. A low-gamma position is more stable, with delta changing slowly.
Compute the Gamma for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/gamma.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
The gamma explosion is the dual of the theta decay curve. As DTE shrinks, theta accelerates — but gamma accelerates by an equal amount, and the two together preserve the variance risk premium math at the limit while concentrating all of the path risk into the final hours of the contract's life.
Compute the Gamma Explosion for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/gamma-explosion.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
To stay directionally neutral a dealer delta-hedges by trading the underlying, and must re-hedge continuously because gamma makes delta drift as price moves. The sign of the dealer's net gamma decides whether that forced re-hedging fights the move or feeds it.
Used byA building block; no catalogue strategy declares it directly.
Compute the Gamma Exposure (GEX) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/market-microstructure/gamma-exposure.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Gamma is the second derivative of option price with respect to spot. By Taylor expansion, the option's price change for a spot move of ΔS is approximately:
Used byA building block; no catalogue strategy declares it directly.
Compute the Gamma P&L for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/gamma-pnl.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Gamma risk is the danger that a position's delta (directional exposure) shifts rapidly and adversely as the underlying moves or as expiration approaches.
Compute the Gamma Risk for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/gamma-risk.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Probability of Profit (PoP) is a model-derived statistical estimate of the likelihood that an options trade will close at or above its breakeven price by expiration.
Used byA building block; no catalogue strategy declares it directly.
Via API/api/v1/indicators/catalog/probability-of-profit
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Compute the Probability of Profit for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/probability-of-profit.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Via API/api/v1/indicators/catalog/probability-of-touch
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Compute the Probability of Touch for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/probability-of-touch.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
The put/call ratio (P/C ratio) is a sentiment indicator computed as the ratio of put option activity to call option activity over a given window, typically using either total volume or open interest.
Used byA building block; no catalogue strategy declares it directly.
Compute the Put/Call Ratio for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/put-call-ratio.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Interest rates enter option pricing through the cost of carry: holding the underlying ties up capital, and the option's fair value reflects the financing cost of replicating the position. Higher rates increase the forward price of the underlying, which raises call values and lowers put values.
Used byA building block; no catalogue strategy declares it directly.
Compute the Rho for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/rho.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Compute the SABR Volatility Model for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/sabr-model.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Via API/api/v1/indicators/catalog/second-order-greeks
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Compute the Second-Order Greeks for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/second-order-greeks.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Time DecayTheta DecayOption Time Decaytheta-decaytime-decay
Every option is a wasting asset. As expiration approaches, the probability of a large favorable move diminishes, and the "optionality" embedded in the contract loses value. Theta quantifies this erosion.
Compute the Theta for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/theta.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Via API/api/v1/indicators/catalog/theta-decay-curve
AI-agent prompt
Compute it with an AI agent
Compute the Theta Decay Curve for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/theta-decay-curve.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Via API/api/v1/indicators/catalog/time-to-expiration
AI-agent prompt
Compute it with an AI agent
Compute the Time to Expiration (DTE) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/time-to-expiration.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Unusual Options Activity (UOA) — also known as "options flow" or "smart-money options" — refers to options trades that deviate significantly from a contract's normal volume, open interest or pricing pattern.
Used byA building block; no catalogue strategy declares it directly.
Via API/api/v1/indicators/catalog/unusual-options-activity
AI-agent prompt
Compute it with an AI agent
Compute the Unusual Options Activity (UOA) for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/unusual-options-activity.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Compute the Vanna for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/vanna.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Vega is technically not a Greek letter (it is sometimes called kappa in academic literature), but it is universally included in the standard set of options greeks due to its practical importance.
Compute the Vega for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/vega.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
vega tells you how option price changes per 1-vol-point change in IV. But vega itself is a function of IV — it's not a fixed sensitivity. Volga measures the curvature: how vega responds to vol moves.
Used byA building block; no catalogue strategy declares it directly.
Compute the Volga for BTC, ETH and SOL using the CryptoDataAPI (X-API-Key header).
1. Definition and parameters: GET https://cryptodataapi.com/api/v1/algobrain/page?path=wiki/concepts/indicators/volga.md
2. Inputs:
- GET https://cryptodataapi.com/api/v1/market-intelligence/options
- GET https://cryptodataapi.com/api/v1/volatility/implied
- GET https://cryptodataapi.com/api/v1/quant/gex
3. Pinned: 4h bars, 500-bar lookback, the playbook's default parameters. Return the latest value, its 30-day percentile, and a one-line read of what it says now. Research only.
Any key works, Free included — mint one in a single call. The list endpoint returns summaries; the per-slug endpoint adds the prompts. Full playbooks come from /api/v1/algobrain/page?path=… using each entry's wiki_path. Or use the MCP server.
What are options & greeks indicators?
Sensitivities and pricing measures for options books: the Greeks, pricing models, put/call and positioning reads.