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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.

Get your API key

Sign up at backquant.com/api-access.
This API is for personal-use plans. No redistribution is permitted — see our Terms of Service for details. Custom and Enterprise plans are available; contact dev@backquant.com.

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Base URL

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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 the full endpoint set with interactive try-it-out.

Code examples

Python, TypeScript, and curl recipes for common workflows.

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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. Live dealer exposure defaults to flow positioning (?positioning=std for textbook OI sign). See Positioning.

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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.

Flow vs std

How live GEX and TRACE sign dealer size.

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.