Crypto Derivatives Market Intelligence Platform

Laevitas delivers institutional-grade crypto derivatives market intelligence through a comprehensive analytics platform combining daily research reports with real-time and historical data infrastructure. The offering provides professional traders, analysts, and investment decision-makers with deep market insights across options, perpetual futures, dated futures, and order book data spanning 15+ major exchanges including Binance, Deribit, OKX, Bybit, and Hyperliquid.

Daily Derivatives Intelligence Reports

Published daily at 12:00 UTC, the derivatives intelligence reports provide comprehensive analysis of major crypto assets including Bitcoin (BTC), Ethereum (ETH), and Solana (SOL). Coverage includes perpetual futures funding rates across multiple exchanges with analysis of sentiment shifts and trend reversals, dated futures basis and term structure revealing market expectations, options market activity highlighting institutional hedging and volatility trading strategies, volatility surface movements and skew analysis quantifying put vs call demand, put/call ratio and sentiment indicators, open interest trends and positioning signals, and liquidation data identifying market stress indicators. Analysts interpret funding rate flips, basis analysis revealing contango or backwardation, options flow identifying block trades and strategy executions, and skew analysis revealing market positioning and risk sentiment. Reports combine raw data with expert interpretation, providing both quantitative metrics and qualitative insights for market participants worldwide.

Analytics Platform and Data Infrastructure

The web-based analytics platform tracks 1000+ crypto assets with real-time data updates and over 5 years of historical depth. Options market coverage includes complete option chains, detailed trade flows with blocks and strategies, implied volatility metrics, Greeks calculations, and deep historical data on pricing, volume, and open interest. Perpetual futures data encompasses real-time prices, volume, funding rates, liquidations, basis levels, and open interest tracking across venues. Dated futures coverage provides comprehensive price data, term structure analysis, and volume metrics. Historical order book snapshots enable analysis of market depth and liquidity evolution.

Professional analytics tools include an options strategy builder for constructing multi-leg strategies with risk visualization and Greeks analysis, options backtesting capabilities testing strategies against historical data across market regimes, and spread analysis suite for plotting market metrics with statistical insights, distribution analytics, correlation studies, and time series analysis. Premium tier ($50/month) provides 3 custom dashboards, 1 year historical data, unlimited charting, and CSV export. Enterprise tier ($500/month) offers unlimited dashboards, API access, and priority support.

REST API and Real-Time Data Feeds

REST API v2 provides programmatic access to institutional-grade derivatives data with comprehensive historical and real-time coverage. API delivers OHLCVT candles with customizable timeframes, funding rates, open interest metrics, liquidation data, and complete options Greeks across five major exchanges. Endpoints support high-throughput data retrieval with microsecond-level timestamp accuracy, optimized for both bulk historical retrieval and real-time polling with efficient pagination and filtering.

Real-Time WebSocket API delivers live streaming derivatives data with ultra-low latency for market monitoring and algorithmic trading applications. WebSocket infrastructure supports native protocol and Socket.IO, streaming live trades with full execution details, OHLC tickers updated in real-time, and continuous volume data. Clients can subscribe to specific streams filtered by exchange, currency pair, instrument type, and timeframe. Sub-second latency enables algorithmic trading systems, market making operations, monitoring dashboards, arbitrage detection, and risk management platforms requiring immediate market movement notifications.

The combined offering serves quantitative trading systems requiring historical backtesting data and live feeds, institutional risk management systems monitoring derivatives exposure, research applications analyzing market microstructure, and portfolio managers requiring regular intelligence on crypto derivatives positioning and market conditions.