Options API

The options namespace provides typed queries for historical options metrics and implied-volatility term structures.

APIs

API	Description
`.terms()`	Queries the BTC or ETH implied-volatility term structure.
`.iv()`	Selects standardized implied-volatility tenors.
`.skew()`	Selects standardized 25-delta skew tenors.
`.vega()`	Selects coin or dollar vega.
`.delta()`	Selects call or put delta in coins or dollars.
`.gamma()`	Selects coin or dollar gamma.
`.volume()`	Selects call or put contract volume.
`.dollarVolume()`	Selects total dollar volume.
`.premium()`	Selects call or put premium.
`.notional()`	Selects call or put notional.
`.dvol()`	Selects DVOL OHLC values.
`.indexPrice()`	Selects the underlying index price.
`.for()`	Selects the exchanges and the coins or products to query.
`.over()`	Selects the time window and resolution.

Required scope

Step	Property	Description
`.for()`	`exchanges`	Restricts the exchanges. Every exchange is selected when omitted.
`.for()`	`coins` / `products`	Targets Velo-aggregated coins, or exchange-native products.
`.over()`	`between` / `last`	An explicit `[begin, end)` range, or a trailing duration.
`.over()`	`resolution`	Sets the returned bucket size.

Every request needs a .for() step with exactly one target (coins or products) and an .over() step with one time range (between or last) and a resolution. Pass the result to velo.query(). Options rows are currently available from deribit. The .terms() query instead accepts BTC, ETH, or both.