BackQuant is a professional market-data API focused on crypto options analytics: gamma exposure (GEX), implied volatility surfaces, dealer positioning, max-pain, OPEX calendar, and risk-neutral probability distributions. The same data that powers the BackQuant terminal is available programmatically, ready to plug into your trading systems, research workflows, and dashboards.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.
Get your API key
Sign up at backquant.com/api-access.
Base URL
Get started
Authentication
Get your API key and authenticate your first request.
Quick start
Make your first API call in under five minutes.
API reference
Browse all 38 endpoints with interactive try-it-out.
Code examples
Python, TypeScript, and curl recipes for common workflows.
What’s covered
The API is focused on the data crypto options traders actually trade against. Everything is computed by us from raw exchange chains (Deribit + Bybit + OKX + Binance) and refreshed every 30 seconds.| Category | What’s in it |
|---|---|
| GEX | Composable levels (HVL / call wall / put support / max-pain / expected move / gamma flip zones), strike profiles, expiry profiles, strike × expiry heatmap, time heatmap with greek + DTE filters, history, Postgres-backed stress history |
| Options chain | Filtered chain with two-layer projection (?fields + ?include), expiry summary table, OPEX calendar with daily/weekly/monthly/quarterly classification |
| IV analytics | Surface, term structure, 25Δ/10Δ skew, butterfly, full smile per expiry, single-expiry smile, IV-RV history, VRP |
| Greeks | DEX, theta, vanna, charm, vega — per-strike profiles + strike × time surfaces + 3D strike × expiry surface |
| Probability | Breeden-Litzenberger PDF/CDF + 3D probability surface + confidence-band interpolation |
| Open interest | By expiry, time-series with cursor pagination, put/call ratio (intraday + daily) |
| Other | Premium tide (0DTE + weekly), dated-futures basis, liquidation heatmap + distribution, multi-symbol GEX bundle |
Concepts before reference
If you’re new to options analytics or just want a refresher on what this data means in trader terms:What is GEX?
Gamma exposure, dealer positioning, walls and support levels.
OPEX calendar
Why monthly and quarterly expirations matter.
Max pain
The strike where option writers profit most.
Probability density
Breeden-Litzenberger explained for traders.
The IV suite
Surface, term structure, skew, smile.
Greeks beyond delta
DEX, vanna, charm, vega — what they measure.