BackQuant gives you programmatic access to institutional-quality options analytics for crypto markets — gamma exposure (GEX), implied volatility surfaces, dealer positioning, max-pain, OPEX calendar, and risk-neutral probability distributions — through a single REST API.Documentation Index
Fetch the complete documentation index at: https://docs.backquant.com/llms.txt
Use this file to discover all available pages before exploring further.
Quick start
Make your first API call in under five minutes.
Authentication
Get your API key and authenticate your first request.
API reference
Browse all 38 endpoints with interactive try-it-out.
Code examples
Python, TypeScript, and curl recipes for the common workflows.
What you can build
GEX levels & walls
HVL, call resistance, put support, max-pain, expected move — in a
single composable call.
OPEX calendar
Daily / weekly / monthly / quarterly classification with per-expiry
OI, walls, and max-pain.
Filtered options chain
Two-layer projection (
?fields= + ?include=), moneyness filters,
payload caps for desk-friendly responses.IV analytics suite
Surface, term structure, skew, smile, IV-RV, VRP — every standard
slice of the implied-vol surface.
Probability density
Risk-neutral PDF/CDF via Breeden-Litzenberger with confidence-band
interpolation per expiry.
Multi-symbol bundle
BTC + ETH + SOL + HYPE GEX levels in one round-trip — one Redis
MGET, four symbols.Get started in 3 steps
Get your API key
Sign in at backquant.com/api-access
and create a key.
Explore the data
Read What is GEX? to ground yourself in what the
data means, then browse the
API reference to discover the rest.