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Deribit Open Interest

Close-of-day open interest on Deribit BTC perpetual futures.

PropertyValue
CategoryMarket Data
UnitUSD
Resolution1d
AssetsBTC
TierPro
API EndpointGET /v1/oi/exchange
Fieldclose_oi_usd

Overview

Deribit Open Interest measures outstanding positions on Deribit's BTC perpetual futures. While Deribit dominates crypto options (~90% market share), its perpetual market is smaller but heavily institutional — favored by market makers and delta hedgers.

How Deribit Reports Open Interest

Deribit reports OI in BTC-denominated terms (inverse contracts), which Blocklens converts to USD using the daily mark price. This means Deribit's USD OI naturally moves with BTC price even without new position changes.

Key difference: Deribit's perpetual uses continuous funding (every millisecond) rather than 8-hour intervals, which influences how traders manage their OI exposure.

Interpretation

  • Deribit OI is disproportionately institutional and market-maker driven
  • Changes in Deribit OI often correlate with options hedging activity — large option expirations can cause OI shifts
  • Lower absolute OI than Binance/Bybit but higher signal quality for institutional positioning

Use Cases

  • Smart money OI tracking — Deribit's institutional user base provides a cleaner institutional positioning signal
  • Correlating OI changes with options market activity (gamma exposure, delta hedging)
  • Monitoring inverse contract OI as a proxy for BTC-denominated leverage appetite
  • Identifying when options market makers are adjusting their delta hedge exposure

API Usage

curl -H "Authorization: Bearer YOUR_API_KEY" \
"https://api.blocklens.co/v1/oi/exchange?exchange=deribit&start_date=2024-01-01&end_date=2024-12-31&limit=365"