Implied Volatility and Max Pain
Implied volatility (IV) of crypto options per expiry from Deribit, Bybit and OKX: ATM IV, 25-delta skew, put/call open interest ratio, max pain and Deribit's DVOL index; with an expiry, the options chain per strike with the greeks as each venue publishes them. Volatility surface inputs for BTC and ETH options. Data only. Bad input is free; nothing is charged when no venue answers.
TradingLiveeip155:8453Exactvia cdp
Implied-volatilityIvVolatilityOptionsOptions-chain
Calls · 30d
5
This endpoint's own trailing-30-day call count, as published by the upstream catalog and snapshotted daily. 16 snapshots so far.
$10.17
Verified settled volume
270 settlements proven x402 by their on-chain EIP-3009 marker.
$0.0030
Listed price
As published in the catalog. Always read the live 402 before paying.
5
Calls · 30d
Upstream's own call count for this endpoint, not ours.
4
Unique payers · 30d
Last called 2026-10-24 15:08Z
—
Upstream on-chain volume
Reported by the source catalog.
Paid to
0xCD673f7e1daD254347AEab6be0DEFe8b9C6b3A39The wallet the 402 directs payment to. Its whole payment record — every payer, every chain — is on the merchant page.
Asset 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913
Provider
The payTo wallet does not resolve to a registered ERC-8004 agent. That is not a verdict on the service — most of the catalog is unregistered.
Live 402 challenge
Captured by the enrichment pass, not read just now. Prices can change — always read the 402 the endpoint answers with.
{
"docs": "https://derivs.duoleads.com/docs",
"hint": "Pay with x402 v2 (scheme exact, USDC on Base): sign accepts[0] of the PAYMENT-REQUIRED header and resend the same request with a PAYMENT-SIGNATURE header. Bad input is answered free with a 400; too few venues or an unlisted coin is never charged.",
"error": "payment_required",
"price": "0.003 per call",
"terms": "https://derivs.duoleads.com/terms",
"method": "GET",
"resource": "https://derivs.duoleads.com/v1/options",
"disclaimer": "Data only, not investment advice, not a benchmark; not affiliated with any exchange. Third-party exchange data, provided as is: it may be delayed, incomplete or wrong, and venue coverage can change without notice. Terms: https://derivs.duoleads.com/terms"
}Accepts
The payment requirements as published to the catalog. Read the live 402 before paying — a price here is a claim, not a quote.
0.003USDC≈ $0.003 USD
on Base · exact scheme
Pay 0.003 USDC on Base to 0xCD67…b3A39. The signed payment is good for 2 minutes.
- Paid to
- 0xCD67…b3A39
- USD Coin contract
- 0x8335…02913
- Payment window
- 2 minutes
- As published
- 3000 smallest units
The catalog’s raw entry
[
{
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"extra": {
"name": "USD Coin",
"version": "2"
},
"payTo": "0xCD673f7e1daD254347AEab6be0DEFe8b9C6b3A39",
"amount": "3000",
"scheme": "exact",
"network": "eip155:8453",
"maxTimeoutSeconds": 120
}
]Extensions
{
"bazaar": {
"info": {
"input": {
"type": "http",
"method": "GET",
"queryParams": {
"coin": "BTC"
}
},
"output": {
"type": "json",
"example": {
"coin": "BTC",
"colo": null,
"dvol": {
"time": "2026-10-14T22:00:00Z",
"as_of": "2026-10-14T23:00:00Z",
"value": 39.13,
"venue": "deribit",
"low_24h": 37.75,
"high_24h": 39.3,
"change_24h": 0.96
},
"as_of": "2026-10-14T23:00:00Z",
"units": {
"iv": "implied volatility as a fraction (0.45 = 45 %), annualised",
"dvol": "Deribit volatility index, annualised percent",
"skew": "put IV - call IV at 25 delta (fraction)",
"greeks": "as published by the venue (Bybit, OKX); Deribit publishes none in bulk",
"max_pain": "strike (USD) where option holders' intrinsic value at expiry is smallest",
"oi_coins": "coins",
"underlying": "USD per coin (the venue's underlying / forward price)",
"put_call_oi_ratio": "put open interest / call open interest"
},
"expiries": [
{
"expiry": "2026-10-15T08:00:00Z",
"venues": [
{
"as_of": "2026-10-14T23:00:00Z",
"stale": false,
"venue": "deribit",
"atm_iv": 0.390797,
"strikes": 28,
"max_pain": 83500,
"oi_coins": 3102.7,
"skew_25d": null,
"underlying": 81562.84,
"put_call_oi_ratio": 1.42436
},
{
"as_of": "2026-10-14T23:00:00Z",
"stale": false,
"venue": "bybit",
"atm_iv": 0.390494,
"strikes": 28,
"max_pain": 82500,
"oi_coins": 2832.08,
"skew_25d": {
"skew": 0.0289,
"put_iv": 0.4155,
"call_iv": 0.3866,
"put_delta": -0.274783,
"call_delta": 0.27996,
"risk_reversal": -0.0289
},
"underlying": 81646.3838,
"put_call_oi_ratio": 0.765449
},
{
"as_of": "2026-10-14T23:00:00Z",
"stale": false,
"venue": "okx",
"atm_iv": 0.386518,
"strikes": 27,
"max_pain": null,
"oi_coins": null,
"skew_25d": {
"skew": 0.00777776,
"put_iv": 0.40066,
"call_iv": 0.392882,
"put_delta": -0.27447,
"call_delta": 0.201432,
"risk_reversal": -0.00777776
},
"underlying": 81622.81366,
"put_call_oi_ratio": null
}
],
"days_to_expiry": 0.375
},
{
"expiry": "2026-10-16T08:00:00Z",
"venues": [
{
"as_of": "2026-10-14T23:00:00Z",
"stale": false,
"venue": "deribit",
"atm_iv": 0.387452,
"strikes": 26,
"max_pain": 83000,
"oi_coins": 17322.2,
"skew_25d": null,
"underlying": 81582.3,
"put_call_oi_ratio": 1.42795
},
{
"as_of": "2026-10-14T23:00:00Z",
"stale": false,
"venue": "bybit",
"atm_iv": 0.373493,
"strikes": 35,
"max_pain": 83000,
"oi_coins": 3288.83,
"skew_25d": {
"skew": 0.023,
"put_iv": 0.4091,
"call_iv": 0.3861,
"put_delta": -0.216943,
"call_delta": 0.235112,
"risk_reversal": -0.023
},
"underlying": 81565.5,
"put_call_oi_ratio": 1.08242
},
{
"as_of": "2026-10-14T23:00:00Z",
"stale": false,
"venue": "okx",
"atm_iv": 0.379213,
"strikes": 33,
"max_pain": null,
"oi_coins": null,
"skew_25d": {
"skew": 0.0710269,
"put_iv": 0.435268,
"call_iv": 0.364241,
"put_delta": -0.222136,
"call_delta": 0.231349,
"risk_reversal": -0.0710269
},
"underlying": 81625.13401,
"put_call_oi_ratio": null
}
],
"days_to_expiry": 1.375
}
],
"see_also": {
"params": [
"coin"
],
"reason": "The futures term structure (annualised basis per expiry) next to the options' implied volatility.",
"endpoint": "https://derivs.duoleads.com/v1/basis"
},
"disclaimer": "Data only, not investment advice, not a benchmark; not affiliated with any exchange",
"request_id": "01KEXAMPLE0000000000000000",
"venues_missing": [],
"available_expiries": [
"2026-10-15",
"2026-10-16"
]
}
}
},
"schema": {
"type": "object",
"$schema": "https://json-schema.org/draft/2020-12/schema",
"required": [
"input"
],
"properties": {
"input": {
"type": "object",
"required": [
"type",
"method"
],
"properties": {
"type": {
"type": "string",
"const": "http"
},
"method": {
"enum": [
"GET"
],
"type": "string"
},
"queryParams": {
"type": "object",
"required": [
"coin"
],
"properties": {
"coin": {
"type": "string",
"maxLength": 32,
"minLength": 1,
"description": "Underlying coin: BTC, ETH, SOL ... (options exist mainly for BTC and ETH)."
},
"expiry": {
"type": "string",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"description": "Optional expiry date YYYY-MM-DD (UTC): only that expiry, plus its chain per strike with the venues' greeks. Default: the 6 nearest expiries, no chain."
}
}
}
},
"additionalProperties": false
},
"output": {
"type": "object",
"required": [
"type"
],
"properties": {
"type": {
"type": "string"
},
"example": {
"type": "object"
}
}
}
}
}
}
}Provenance
- Seen in the source catalog
- 2026-10-24 15:08Z
- Last indexed by Roundhouse
- 2026-10-26 17:20Z
- Last enriched (probe, favicon, geo)
- 2026-10-15 06:45Z
- x402 version
- 2
- Max timeout
- 120s
- Liveness probe
- HTTP 402
Hand this page to an agent
Copy the prompt and paste it into Claude, an MCP client or your own agent — it will vet this service and call it over the free read API. No key, no account.
GET api.roundhouseai.io/v0/endpoints
This endpoint's own trailing-30-day call count, as published by the upstream catalog and snapshotted daily. 16 snapshots so far. Verified volume counts only settlements with an on-chain EIP-3009 marker.
Show the promptHide the prompt
Using Roundhouse, look up the x402 service Implied Volatility and Max Pain and tell me whether it is worth paying: what a call costs, whether the endpoint answered when last probed, and what its payment record actually shows. curl -s 'https://api.roundhouseai.io/v0/endpoints?q=Implied%20Volatility%20and%20Max%20Pain' curl -s 'https://api.roundhouseai.io/v0/merchants/<the payTo wallet returned above>' Then call it: read the price from the live 402 at https://derivs.duoleads.com/v1/options, never from a cached figure, and pay with an x402 client. The /v0 API needs an API key (`authorization: Bearer rh_live_…`) on everything except /v0/unified* and /v0/endpoints. Either pay over x402 (mint a personal key for $0.01 at GET https://api.roundhouseai.io/v0/test/x402), or ask me for an organization key, which I create at https://roundhouseai.io/dashboard/connections. If you have neither, ask before going further. If you do not have Roundhouse tools or skills installed, read https://roundhouseai.io/skill.md first — it is the whole procedure.