Derivatives hub

View as Markdown

What's new

The Derivatives hub is open to every Newhedge reader. It gathers Bitcoin futures, perpetual swaps and options data from the major derivatives exchanges into one workspace, with a page for each part of the market.

  • Overview. Key numbers for the whole market, charts for price, open interest, funding, volume and liquidations, previews of the term structure, skew and funding heatmap, and the daily spot Bitcoin ETF flows table in BTC or US dollars.
  • Perp Swaps. Volume and open interest, funding rates, a contract screener and the DeFi venues.
  • Futures. The futures curve and term structure, volume and open interest, a contract screener and a Time & Sales tape.
  • Open Interest. Futures open interest by exchange, with its history.
  • Liquidations. An estimated liquidation heatmap by price level, a live liquidations monitor, the history chart and a 24 hour table by exchange.
  • Exchanges. Exchanges ranked by open interest, with a funding chart.
  • Options. Overview, volume and open interest, implied volatility, gamma exposure, the options chain, expiries, flows and a Time & Sales tape.

What you can read

Everyone can open the hub. How much of each page you see depends on your plan.

  • Everyone reads the overview, the options snapshots (open interest by strike, max pain and volume by expiration), the current futures curve and basis, the liquidation heatmap for the last 24 hours and the daily ETF flows table. The charts on the hub show the last 30 days.
  • Pro adds a year of history on the hub charts, the volatility views, the funding grids, the screeners, the options chain and expiries, more liquidation heatmap windows and live tapes.
  • Advanced adds the full history, plus gamma exposure, options flows and strategies, open interest change and the Z-score heatmaps, and lets a live tape load older rows.

Many of the hub datasets are also available through the API with the Derivatives API add-on.