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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.

API Docs
example.py
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.

GEX14

Levels, walls, strike ladder, heatmaps, dealer + gamma flow, multi-symbol bundle

Chain & OPEX4

Filtered chain, cross-venue best bid/offer, expiry summary, OPEX calendar

IV analytics10

Surface, constant-maturity vol, skew, smile, IV-RV, VRP, expected move, calibrated range

Probability2

Risk-neutral PDF + 3D probability surface

Greeks5

DEX, vanna, charm, vega - profiles, surfaces + TRACE projections

OI & flow5

By expiry, history, PCR, premium tide, futures term structure

Options tape7 + WS

Live WebSocket, full history, whale prints, imbalance, strike heat, flow by strike

Liquidation2

Heatmap + distribution across venues

Market data6

Candles, funding, CVD, perp liquidations, market bundle

ETF, COT & filings8

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.

MCP setup guide

Same plan and usage budget as the API. Included with Crypto API, Terminal + API, and Terminal Yearly.

Full MCP walkthrough
mcp.backquant.com
What's BTC's gamma exposure looking like into Friday's expiry?
Call wall at 92,000, put support at 86,500, HVL at 88,200. Spot is pinned just above HVL, so dealers are still short gamma into the close.

Tool call

get_gex_levels({ symbol: "BTCUSDT", expiry: "2026-05-01" })

→ call_resistance: 92000
→ put_support: 86500
→ hvl: 88200

Pricing

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.

USDCUSDTDAIXMR
Annual crypto subscriptions supportedCreate a Discord ticket

API only

Crypto API

$49/mo

Billed monthly

GEX, IV, chain, greeks, tape, perps, ETF and COT
BTC, ETH, SOL, HYPE across 10 venues
250,000 requests/month (60/min burst)
Live WebSocket (2 connections)
30 days of history
MCP access (Claude, Cursor, VS Code)
No terminal access
Get the API

Best value

Best Value

Terminal + API

$119/mo

Billed monthly

Everything in the Terminal
Full crypto options API
1,000,000 requests/month (120/min burst)
Live WebSocket (5 connections)
180 days of history
MCP access (Claude, Cursor, VS Code)
Priority support
Get Terminal + API

Commercial use

Enterprise

Custom

For teams, funds, and redistribution

Full history, uncapped requests
Up to 25 WebSocket connections
Multi-user access
Redistribution rights
Custom endpoints
SLA and dedicated support
Commercial agreements
Contact us

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.