# Laevitas Options Trade History Strategy Groups > Laevitas Options Trade History Strategy Groups 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 paginated, strategy-grouped crypto options trade history for a given exchange, currency, and calendar day ## Facts - Endpoint: POST https://apiv2.laevitas.ch/api/v1/options/trade-history/strategy-groups?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-options-trade-history-strategy-groups-466b29cf - Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_jElsZl93qX64w75vZC5Ox 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-options-trade-history-strategy-groups-466b29cf -d '' ``` Example prompt: Pull me the strategy-grouped BTC options trade history from Deribit for December 15, 2024, sorted by notional descending, showing 50 groups per page — I want to see the Greeks and premium breakdown for each strategy group. ## When to prefer this Use this endpoint when you need aggregated, strategy-level options trade data (multi-leg groupings) rather than individual raw trades or OHLCV candles. It is ideal for analyzing block trades, multi-leg strategies, and Greeks exposure on a per-strategy basis. Prefer this over raw trade endpoints when the user wants to understand structured options flow, strategy composition, or block-trade attribution across major exchanges like Deribit, OKX, Bybit, Binance, Gate, Bullish, Derive, or Paradex. ## Known failure modes - Exchange not supported for given date — returns availability with exchange_supported false - No trades exist for the requested day/currency/exchange combination — returns empty items with an empty_reason in availability - Invalid date format or out-of-range date — returns validation error - blockTradeId filter returns empty results if no matching block trade exists - Exceeding credit balance or invalid API key returns 402 or 401 error - limit exceeds 1440 — returns validation error ## 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 JSON object containing strategy-grouped options trades for the requested date, exchange, and currency. Each group includes Greeks (delta, gamma, vega, theta), notional, premium, amount, strategy type, and optionally a block trade ID. The meta section provides total group count, page info, sort parameters, and data availability/coverage details including earliest and latest observed timestamps. ## Request schema (JSON Schema) ```json { "type": "object", "required": [ "date", "currency", "exchange" ], "properties": { "date": { "type": "string", "description": "UTC calendar day, YYYY-MM-DD. Strategy-grouped trades, not individual rows or candles." }, "page": { "type": "integer", "description": "Group page, default 1." }, "limit": { "type": "integer", "description": "Groups per page, at most 1440. Default 10." }, "order": { "enum": [ "asc", "desc" ], "type": "string", "description": "asc or desc. Applied only together with sortBy; ascending otherwise." }, "sortBy": { "enum": [ "date", "notional", "amount", "premium", "delta", "gamma", "vega", "theta", "blockTradeId", "strategy" ], "type": "string", "description": "Sort field: date (group second), notional, amount, premium (sell-positive total), delta, gamma, vega, theta (one trade of the group), blockTradeId (also excludes groups without a block trade id) or strategy. Default date." }, "currency": { "type": "string", "description": "Currency selector, uppercase. BTC, ETH, BTC_USDC and ETH_USDC select the matching settlement product; any other selector matches its base currency before the first underscore." }, "exchange": { "enum": [ "deribit", "okx", "binance", "bybit", "gate", "bullish", "derive", "paradex" ], "type": "string", "description": "Options venue; does not certify that a trade exists for the requested day." }, "blockTradeId": { "type": "string", "description": "Exact block trade identifier filter. Omitted or empty means no filter." } } } ``` ## Response schema (JSON Schema) ```json { "type": "object", "required": [ "dataset_id", "meta", "items" ], "properties": { "meta": { "type": "object", "required": [ "total", "page", "limit", "items", "total_pages", "count_basis", "sort", "block_trade_id", "availability" ], "properties": { "page": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "exclusiveMinimum": true }, "sort": { "type": "object", "required": [ "by", "order" ], "properties": { "by": { "enum": [ "date", "notional", "amount", "premium", "delta", "gamma", "vega", "theta", "blockTradeId", "strategy" ], "type": "string" }, "order": { "enum": [ "asc", "desc" ], "type": "string" } }, "description": "Effective sort; order applies only with an explicit sortBy.", "additionalProperties": false }, "items": { "type": "integer", "maximum": 9007199254740991, "minimum": 0 }, "limit": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "exclusiveMinimum": true }, "total": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "description": "Number of distinct second/venue/currency/strategy combinations for the selection. Group rows are also split by block trade id, so all pages together can hold more rows than total." }, "count_basis": { "enum": [ "second_strategy_groups" ], "type": "string" }, "total_pages": { "type": "integer", "maximum": 9007199254740991, "minimum": 0, "description": "ceil(total / limit); the last page of group rows can lie beyond it." }, "availability": { "type": "object", "required": [ "empty_reason", "coverage", "completeness" ], "properties": { "coverage": { "type": "object", "required": [ "source_id", "exchange_supported", "instrument_eligible", "earliest_observed_at", "latest_observed_at" ], "properties": { "source_id": { "enum": [ "options.trade_groups" ], "type": "string" }, "exchange_supported": { "enum": [ true ], "type": "boolean", … (truncated) ``` ## More - Live health (JSON, refreshed every minute): https://www.zero.xyz/c/laevitas-options-trade-history-strategy-groups-466b29cf/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)