Crypto Data API
We are your gateway to enriched crypto data. Seamlessly blending derivatives and AI-generated insights we keep an eye on the market and utilize the data in our products and research.
This endpoint provides statistics related to market-implied risk-neutral distribution. It is derived from option prices and offers insights into the distribution trends.
Sabr Interpolation: To extract market-implied risk-neutral distribution statistics, we employ Sabr interpolation. The Sabr model is a widely used mathematical framework for modeling volatility surfaces. It allows us to interpolate option prices and derive implied volatility, skew, and smile for different strike prices and maturities.
We use the Sabr model to estimate option prices across a range of strikes and maturities. These prices are then utilized to build the risk-neutral density curve, which represents the market's expectation of future cryptocurrency price movements, accounting for volatility and skew.
Breeden-Litzenberg Formula: The risk-neutral density parameters are derived using the Breeden-Litzenberg formula. This formula is a fundamental tool in financial mathematics for extracting risk-neutral density information from option prices. It allows us to convert option price data into valuable risk-neutral distribution insights.
Access market-implied risk-neutral distribution parameters for BTC and ETH. These parameters are derived from option prices and provide insights into the characteristics of risk-neutral distributions.
Sabr Interpolation: To extract market-implied risk-neutral distribution statistics, we employ Sabr interpolation. The Sabr model is a widely used mathematical framework for modeling volatility surfaces. It allows us to interpolate option prices and derive implied volatility, skew, and smile for different strike prices and maturities.
We use the Sabr model to estimate option prices across a range of strikes and maturities. These prices are then utilized to build the risk-neutral density curve, which represents the market's expectation of future cryptocurrency price movements, accounting for volatility and skew.
Breeden-Litzenberg Formula: The risk-neutral density parameters are derived using the Breeden-Litzenberg formula. This formula is a fundamental tool in financial mathematics for extracting risk-neutral density information from option prices. It allows us to convert option price data into valuable risk-neutral distribution insights.
Generalized Extreme Value Distribution: Our methodology extends beyond basic risk-neutral density extraction. It parametrizes the risk-neutral density to the Generalized Extreme Value distribution, which provides a more nuanced understanding of tail risks and extreme events in cryptocurrency markets.
The Implied Risk Indexes endpoint offers risk metrics, including Value-at-Risk and Expected Shortfall, derived from option prices for BTC and ETH. It provides insights into the market's implied risk levels.
The Implied Risk Indexes endpoint leverages option prices and the Sabr model to calculate key risk metrics, including Value-at-Risk (VaR) and Expected Shortfall. These metrics are crucial for risk management and provide insights into the potential losses associated with cryptocurrency investments.
Risk Metrics Extraction: By utilizing option prices and risk-neutral density information, we directly extract these risk metrics, offering valuable risk assessment tools for cryptocurrency traders and investors.
This endpoint leverages AI modeling to extrapolate option prices from BTC and ETH markets to other cryptocurrencies. It provides an AI-generated At-the-Money (ATM) Index, showcasing implied volatility for select coins.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
Our AI model extends cryptocurrency data to other coins by extrapolating option prices. This endpoint offers AI-generated risk-neutral distribution statistics for various cryptocurrencies, expanding insights into distribution trends.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
This endpoint provides AI-generated risk-neutral distribution parameters for select cryptocurrencies. It extends data analysis capabilities to understand the characteristics of risk-neutral distributions for a variety of coins.
Generalized Extreme Value Distribution: Our methodology extends beyond basic risk-neutral density extraction. It parametrizes the risk-neutral density to the Generalized Extreme Value distribution, which provides a more nuanced understanding of tail risks and extreme events in cryptocurrency markets.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
The AI-generated Risk Indexes endpoint utilizes AI modeling to extend cryptocurrency data to other currencies. It provides AI-generated risk indexes, including parameters tailored to the Generalized Extreme Value distribution, for select coins.
Risk Metrics Extraction: By utilizing option prices and risk-neutral density information, we directly extract these risk metrics, offering valuable risk assessment tools for cryptocurrency traders and investors.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
This endpoint provides historical hourly price data for various cryptocurrencies.
Market data stored by Lotan Group of currency prces at each hour.
Cryptocurrencies available
BTC
ETH
USDT
XRP
BNB
USDC
STETH
SOL
ADA
OKB
DOGE
ARB
TRX
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
SUI
AVAX
UNI
SHIB
DAI
LEO
TUSD
XMR
ATOM
and 200 more...
Available from
2022-07-01
Collection interval
hourly
The Historical Market Capitalization endpoint offers historical data on the market capitalization of cryptocurrencies.
Cryptocurrencies available
BTC
ETH
USDT
XRP
BNB
USDC
STETH
SOL
ADA
OKB
DOGE
ARB
TRX
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
SUI
AVAX
UNI
SHIB
DAI
LEO
TUSD
XMR
ATOM
and 200 more...
Available from
2022-07-01
Collection interval
hourly
This endpoint offers historical data on the trading volume of cryptocurrencies over the last 24 hours.
Cryptocurrencies available
BTC
ETH
USDT
XRP
BNB
USDC
STETH
SOL
ADA
OKB
DOGE
ARB
TRX
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
SUI
AVAX
UNI
SHIB
DAI
LEO
TUSD
XMR
ATOM
and 200 more...
Available from
2022-07-01
Collection interval
hourly
The Implied At-the-Money (ATM) Index is derived from option prices, reflecting implied volatility for BTC and ETH; and offers insights into the implied volatility trends.
The Implied At-the-Money (ATM) Index is computed using an in-house methodology. Implied volatility is a key parameter in this calculation and is determined by analyzing option prices for cryptocurrencies, specifically BTC and ETH. Implied volatility reflects the market's expectation of future price fluctuations for these cryptocurrencies.
Option prices are essential inputs for the implied volatility calculation. Our system collects and processes option prices from various sources, enabling us to derive implied volatility. These options represent the right to buy or sell cryptocurrencies at specified prices and expiration dates.
Our At-the-Money volatility reflects true market value with minimal data corruption, ex. liquidity, time lag and data sanitation.
This endpoint provides statistics related to market-implied risk-neutral distribution. It is derived from option prices and offers insights into the distribution trends.
Sabr Interpolation: To extract market-implied risk-neutral distribution statistics, we employ Sabr interpolation. The Sabr model is a widely used mathematical framework for modeling volatility surfaces. It allows us to interpolate option prices and derive implied volatility, skew, and smile for different strike prices and maturities.
We use the Sabr model to estimate option prices across a range of strikes and maturities. These prices are then utilized to build the risk-neutral density curve, which represents the market's expectation of future cryptocurrency price movements, accounting for volatility and skew.
Breeden-Litzenberg Formula: The risk-neutral density parameters are derived using the Breeden-Litzenberg formula. This formula is a fundamental tool in financial mathematics for extracting risk-neutral density information from option prices. It allows us to convert option price data into valuable risk-neutral distribution insights.
Access market-implied risk-neutral distribution parameters for BTC and ETH. These parameters are derived from option prices and provide insights into the characteristics of risk-neutral distributions.
Sabr Interpolation: To extract market-implied risk-neutral distribution statistics, we employ Sabr interpolation. The Sabr model is a widely used mathematical framework for modeling volatility surfaces. It allows us to interpolate option prices and derive implied volatility, skew, and smile for different strike prices and maturities.
We use the Sabr model to estimate option prices across a range of strikes and maturities. These prices are then utilized to build the risk-neutral density curve, which represents the market's expectation of future cryptocurrency price movements, accounting for volatility and skew.
Breeden-Litzenberg Formula: The risk-neutral density parameters are derived using the Breeden-Litzenberg formula. This formula is a fundamental tool in financial mathematics for extracting risk-neutral density information from option prices. It allows us to convert option price data into valuable risk-neutral distribution insights.
Generalized Extreme Value Distribution: Our methodology extends beyond basic risk-neutral density extraction. It parametrizes the risk-neutral density to the Generalized Extreme Value distribution, which provides a more nuanced understanding of tail risks and extreme events in cryptocurrency markets.
The Implied Risk Indexes endpoint offers risk metrics, including Value-at-Risk and Expected Shortfall, derived from option prices for BTC and ETH. It provides insights into the market's implied risk levels.
The Implied Risk Indexes endpoint leverages option prices and the Sabr model to calculate key risk metrics, including Value-at-Risk (VaR) and Expected Shortfall. These metrics are crucial for risk management and provide insights into the potential losses associated with cryptocurrency investments.
Risk Metrics Extraction: By utilizing option prices and risk-neutral density information, we directly extract these risk metrics, offering valuable risk assessment tools for cryptocurrency traders and investors.
This endpoint leverages AI modeling to extrapolate option prices from BTC and ETH markets to other cryptocurrencies. It provides an AI-generated At-the-Money (ATM) Index, showcasing implied volatility for select coins.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
Our AI model extends cryptocurrency data to other coins by extrapolating option prices. This endpoint offers AI-generated risk-neutral distribution statistics for various cryptocurrencies, expanding insights into distribution trends.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
This endpoint provides AI-generated risk-neutral distribution parameters for select cryptocurrencies. It extends data analysis capabilities to understand the characteristics of risk-neutral distributions for a variety of coins.
Generalized Extreme Value Distribution: Our methodology extends beyond basic risk-neutral density extraction. It parametrizes the risk-neutral density to the Generalized Extreme Value distribution, which provides a more nuanced understanding of tail risks and extreme events in cryptocurrency markets.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
The AI-generated Risk Indexes endpoint utilizes AI modeling to extend cryptocurrency data to other currencies. It provides AI-generated risk indexes, including parameters tailored to the Generalized Extreme Value distribution, for select coins.
Risk Metrics Extraction: By utilizing option prices and risk-neutral density information, we directly extract these risk metrics, offering valuable risk assessment tools for cryptocurrency traders and investors.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
The Implied At-the-Money (ATM) Index is derived from option prices, reflecting implied volatility for BTC and ETH; and offers insights into the implied volatility trends.
The Implied At-the-Money (ATM) Index is computed using an in-house methodology. Implied volatility is a key parameter in this calculation and is determined by analyzing option prices for cryptocurrencies, specifically BTC and ETH. Implied volatility reflects the market's expectation of future price fluctuations for these cryptocurrencies.
Option prices are essential inputs for the implied volatility calculation. Our system collects and processes option prices from various sources, enabling us to derive implied volatility. These options represent the right to buy or sell cryptocurrencies at specified prices and expiration dates.
Our At-the-Money volatility reflects true market value with minimal data corruption, ex. liquidity, time lag and data sanitation.
This endpoint leverages AI modeling to extrapolate option prices from BTC and ETH markets to other cryptocurrencies. It provides an AI-generated At-the-Money (ATM) Index, showcasing implied volatility for select coins.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
This endpoint provides statistics related to market-implied risk-neutral distribution. It is derived from option prices and offers insights into the distribution trends.
Sabr Interpolation: To extract market-implied risk-neutral distribution statistics, we employ Sabr interpolation. The Sabr model is a widely used mathematical framework for modeling volatility surfaces. It allows us to interpolate option prices and derive implied volatility, skew, and smile for different strike prices and maturities.
We use the Sabr model to estimate option prices across a range of strikes and maturities. These prices are then utilized to build the risk-neutral density curve, which represents the market's expectation of future cryptocurrency price movements, accounting for volatility and skew.
Breeden-Litzenberg Formula: The risk-neutral density parameters are derived using the Breeden-Litzenberg formula. This formula is a fundamental tool in financial mathematics for extracting risk-neutral density information from option prices. It allows us to convert option price data into valuable risk-neutral distribution insights.
Access market-implied risk-neutral distribution parameters for BTC and ETH. These parameters are derived from option prices and provide insights into the characteristics of risk-neutral distributions.
Sabr Interpolation: To extract market-implied risk-neutral distribution statistics, we employ Sabr interpolation. The Sabr model is a widely used mathematical framework for modeling volatility surfaces. It allows us to interpolate option prices and derive implied volatility, skew, and smile for different strike prices and maturities.
We use the Sabr model to estimate option prices across a range of strikes and maturities. These prices are then utilized to build the risk-neutral density curve, which represents the market's expectation of future cryptocurrency price movements, accounting for volatility and skew.
Breeden-Litzenberg Formula: The risk-neutral density parameters are derived using the Breeden-Litzenberg formula. This formula is a fundamental tool in financial mathematics for extracting risk-neutral density information from option prices. It allows us to convert option price data into valuable risk-neutral distribution insights.
Generalized Extreme Value Distribution: Our methodology extends beyond basic risk-neutral density extraction. It parametrizes the risk-neutral density to the Generalized Extreme Value distribution, which provides a more nuanced understanding of tail risks and extreme events in cryptocurrency markets.
Our AI model extends cryptocurrency data to other coins by extrapolating option prices. This endpoint offers AI-generated risk-neutral distribution statistics for various cryptocurrencies, expanding insights into distribution trends.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
This endpoint provides AI-generated risk-neutral distribution parameters for select cryptocurrencies. It extends data analysis capabilities to understand the characteristics of risk-neutral distributions for a variety of coins.
Generalized Extreme Value Distribution: Our methodology extends beyond basic risk-neutral density extraction. It parametrizes the risk-neutral density to the Generalized Extreme Value distribution, which provides a more nuanced understanding of tail risks and extreme events in cryptocurrency markets.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
The Implied Risk Indexes endpoint offers risk metrics, including Value-at-Risk and Expected Shortfall, derived from option prices for BTC and ETH. It provides insights into the market's implied risk levels.
The Implied Risk Indexes endpoint leverages option prices and the Sabr model to calculate key risk metrics, including Value-at-Risk (VaR) and Expected Shortfall. These metrics are crucial for risk management and provide insights into the potential losses associated with cryptocurrency investments.
Risk Metrics Extraction: By utilizing option prices and risk-neutral density information, we directly extract these risk metrics, offering valuable risk assessment tools for cryptocurrency traders and investors.
The AI-generated Risk Indexes endpoint utilizes AI modeling to extend cryptocurrency data to other currencies. It provides AI-generated risk indexes, including parameters tailored to the Generalized Extreme Value distribution, for select coins.
Risk Metrics Extraction: By utilizing option prices and risk-neutral density information, we directly extract these risk metrics, offering valuable risk assessment tools for cryptocurrency traders and investors.
Cryptocurrencies available
BTC
ETH
USDT
XRP
SOL
ADA
DOGE
ARB
LINK
MATIC
XLM
APT
OP
DOT
LTC
WBTC
BCH
AVAX
UNI
SHIB
DAI
Available from
2022-09-01
Collection interval
hourly
Up-to-date data visualization?
Company Number: 8992639286 |
VAT-5UE: PL8992639286 |
Registered: Poland, Wrocław 53-129 Sudecka Str. 114
© 2024 Lotan Group. By using our service, you accept our terms and conditions.