# Laevitas Historical Options Maturity Total Volume > Laevitas Historical Options Maturity Total Volume is a paid API for AI agents from apiv2.laevitas.ch, paid per call via x402, $0.1/call, status unknown (last checked 2026-10-31). Returns historical total options trading volume (calls, puts, USD values, put/call ratios) for a specific market, currency, and maturity date over a time range. ## Facts - Endpoint: POST https://apiv2.laevitas.ch/api/v1/historical/options/maturity/total_volume/%7Bmarket%7D/%7Bcurrency%7D/%7Bmaturity%7D?utm_source=zero.xyz - Price: $0.1/call - Payment: x402 - Status: unknown - Last checked: 2026-10-31 - Activations on Zero: 0 - Tags: x402 - Canonical page: https://www.zero.xyz/c/laevitas-historical-options-maturity-total-volume-efad1155 - Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_f-WGMBHkIZJQl5M0_i-BM Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently. ## How to call it through Zero Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`): ```sh zero fetch --capability laevitas-historical-options-maturity-total-volume-efad1155 -d '' ``` Example prompt: Pull historical total options volume for BTC on Deribit with a March 2025 maturity, starting from January 1 2025 through March 31 2025, with daily granularity — I want the call volume, put volume, USD values, and put/call ratio. ## When to prefer this Use this endpoint when you need time-series historical options volume broken down by calls and puts for a specific expiry/maturity date on a given market and currency. Prefer this over spot or futures volume endpoints when analyzing derivatives expirations specifically. Choose this over aggregate volume endpoints when you need maturity-level granularity rather than market-wide totals. ## Known failure modes - Missing required 'start' parameter returns 400 Bad Request - Invalid market or currency path parameter returns 404 or empty results - Requesting daily resolution with limit > 2 for aggregate exchange returns 400 POSITIONING_DAILY_PAGE_TOO_LARGE - Invalid date format for start/end returns 400 - Expired or missing API key / insufficient x402 credits returns 401/402 - Null volume values when venue quantity is not finite or lacks valid reference price ## How this service works Professional market data API for crypto derivatives, spot markets, prediction markets, Hyperliquid HyperCore data, proprietary volatility surfaces, and analytics. ## Authentication Use an API key for authenticated REST requests: ```http X-API-Key: your-api-key-here ``` Data and history endpoints also accept x402 without an API key: 1, 5 or 10 credits ($0.001 each) for data up to 1 year, 1–3 years or older. **Subscriptions with USDC:** Premium and Enterprise can be purchased on Base or Solana for a month, a quarter, six months or a year. Access is prepaid, with no automatic renewal. [Buy a subscription](https://v3.laevitas.ch/profile/subscription/wallet) or read the [USDC subscription guide](/x402#subscriptions). The subscription belongs to your signed-in Laevitas account; wallet sign-in does not require an email. Enterprise users generate an API key in V3 after activation. Plan and billing-period limits still apply. Subscription purchases are separate from API credit bundles. For Claude MCP, add `https://apiv2.laevitas.ch/api/v1/mcp`, select **Sign in now → Register automatically** with no custom headers, and authorize with your API key on the Laevitas page. Do not enter a client ID or secret manually. All OAuth clients require PKCE S256. Connection guide: [MCP setup](/mcp). CIMD / published client identity is not supported. | Resource | Path | | --- | --- | | OpenAPI JSON | `GET /openapi.json` | | x402 discovery | `GET /.well-known/x402` | | Changelog | `GET /api/v1/changelog` | | WebSocket docs | `GET /websocket` | ## REST Surfaces | Surface | Examples | | --- | --- | | Instruments | Cross-market contract reference data | | Futures | OHLCVT, trades, tickers, orderbook, liquidations, carry | | Perpetuals | OHLCVT, trades, funding, open interest, orderbook, liquidations | | Options | OHLCVT, trades, Greeks, volatility, flow, dealer GEX | | Options Backtests | Strategy templates, asynchronous submission, status, combined results, cancellation | | Vol Surface | Proprietary surface snapshots, slices, strikes, term structure, risk | | Spot | OHLCVT, ticker, trades, volume, L2 orderbook, snapshots | | Predictions | Polymarket instruments, categories, trades, ticker history | | Hyperliquid - HyperCore | Node-derived fills, liquidations, positions, funding, TWAPs, resting orders, L2 books | | Analytics | Realized volatility and derived metrics | ## Pagination Backtests are asynchronous jobs, not paginated market-data queries. Start with `GET /api/v1/options/backtests/strategies`, submit with `POST /api/v1/options/backtests`, then poll `/{id}` and retrieve `/{id}/result`. These responses have no data/meta wrapper. Paginated endpoints return the cursor at `meta.next_cursor`. Pass that value back as the `cursor` query parameter to fetch the next page. ## WebSocket Streaming Real-time streams are documented at `/websocket`. | Data | Channel pattern | | --- | --- | | Trades | `trades.{market}.{exchange}.{instrument}` | | OHLC ticker | `ohlc.ticker.{market}.{exchange}.{instrument}.{timeframe}` | | OHLCVT | `ohlc.vt.{market}.{exchange}.{instrument}.{timeframe}` | Variables: `market` is one of `perpetuals`, `futures`, `options`, or `spot`; `timeframe` is one of `1m`, `5m`, `15m`, `1h`, `4h`, or `1d`. ## Quick Start ```bash curl "https://apiv2.laevitas.ch/api/v1/futures/ohlcvt?exchange=deribit&instrument_name=BTC-PERPETUAL" \ -H "X-API-Key: your-api-key-here" ``` ## Output A paginated array of time-series observations, each containing the observation timestamp (Unix ms), call volume, put volume, total volume, USD-equivalent volumes, premium volumes for calls and puts, and put/call volume and premium ratios. Pagination metadata (total records, total pages, current page, items per page) is included in the meta object. ## Request schema (JSON Schema) ```json { "type": "object", "required": [ "start" ], "properties": { "end": { "type": "string", "description": "Date-only includes the whole UTC day. Omitted end is end of tomorrow UTC." }, "page": { "type": "integer", "description": "Default query page 1; omitted meta.page matches v1." }, "limit": { "type": "integer", "description": "Default query 10 rows unless stated otherwise; otherwise omitted meta.total_pages uses divisor 1 as in v1. Max pain counts maturity rows. Daily (1d) options_oi_by_currency, options_volume_by_currency and options_volume_total with exchange=aggregate use at most 2 rows per page, default 2. Larger limits return 400 POSITIONING_DAILY_PAGE_TOO_LARGE. Use limit=2 from page=1 and follow total_pages; the date range and totals are unchanged. Other series and resolutions keep their existing limits." }, "start": { "type": "string", "description": "Legacy ISO/date-only or 10/13-digit epoch." }, "granularity": { "type": "string", "description": "UTC sample grid, not interval aggregation; omitted or -- means native." } } } ``` ## Response schema (JSON Schema) ```json { "type": "object", "required": [ "meta", "items" ], "properties": { "meta": { "type": "object", "required": [ "total", "items", "total_pages" ], "properties": { "page": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "exclusiveMinimum": true }, "items": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "total": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "total_pages": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 } }, "additionalProperties": false }, "items": { "type": "array", "items": { "type": "object", "required": [ "date", "volume", "v_usd", "v_premium", "v_p", "v_p_usd", "v_p_premium", "v_c", "v_c_usd", "v_c_premium", "v_pc_ratio", "v_pc_premium_ratio" ], "properties": { "v_c": { "type": "number", "nullable": true, "description": "Call retained volume in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1. Retained venue-reported volume state carried by each listed contract at the observation time, not unique trades in the resolution interval; successive timestamps must not be summed into turnover." }, "v_p": { "type": "number", "nullable": true, "description": "Put retained volume in contract quantity units, rounded to two decimals. Null only when a contributing venue quantity is not a finite number, as on v1. Retained venue-reported volume state carried by each listed contract at the observation time, not unique trades in the resolution interval; successive timestamps must not be summed into turnover." }, "date": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "description": "Observation time in Unix milliseconds, UTC. Resolution samples timestamps, not interval totals." }, "v_usd": { "type": "number", "nullable": true, "description": "USD-equivalent of volume. Contracts are converted to base quantity where a venue requires it before valuation. Quantity times the underlying reference price, in USD-equivalent units, rounded to two decimals. Null when any contributing positive quantity lacks a valid reference price; zero quantity contributes zero. Not premium … (truncated) ``` ## More - Live health (JSON, refreshed every minute): https://www.zero.xyz/c/laevitas-historical-options-maturity-total-volume-efad1155/health.json - [Zero catalog index](https://www.zero.xyz/llms.txt) - [Other services from apiv2.laevitas.ch](https://www.zero.xyz/host/apiv2.laevitas.ch/llms.txt)