One data platform. Everything else is built on it.
Halcyon Waters owns its data. That is the whole sequence: read the crypto-options market in full, sell the intelligence, then build the tools that only deep history makes possible. Cayø Largo is the platform. Punta Allen is what it makes possible next.
Cayø Largo
LiveCayø Largo reads the Deribit options chain every 10 minutes and computes what the tape does not state: 37 Greeks per contract, a 127-column volatility surface, gamma exposure signed by the taker flow that actually traded, and the activity state of every option. The formulae are published on the site, not just described. You can check our arithmetic before you pay for it.
- Coins
- BTC, ETH, SOL, XRP, AVAX, TRX
- Cadence
- Every 10 minutes
- History
- Since 2025
- Greeks
- 37 per contract, third and fourth order included
- Vol surface
- 127 columns per coin, per cycle
- API
- 26 REST endpoints across 11 domains
- Fields
- Up to 1,086, every one documented
- Venue
- Deribit, with Derive and Thalex ingesting
Analytics
Free, no accountLive boards running on the same data the API serves. Look at the market before deciding whether to license it.
- Volatility Landscape
- GEX Landscape
- Vol Surface Explorer
- Greeks Tectonics
- Options Thermography
- Greek Exposure Projection
Research
Free to readWritten analysis of what the data shows, including the runs where our own signals broke first. We publish the break as readily as the build.
Read the researchAPI
The paid product26 REST endpoints across 11 domains, up to 1,086 fields. Every field is documented with the maths behind it and a live response you can run on the page.
Read the API docsPriced to clear a single signature, not a procurement cycle. Sold to businesses only. Higher tiers add history depth, sampling cadence and the proprietary layer, and every tier includes direct access to the founder rather than a support queue.
Punta Allen
In designA reactive strategy backtester for crypto derivatives, built on the history Cayø Largo already owns. Options first, with futures and perps for hedging. The nearest comparable tools cover US equities only, run on bought data, and hard-code their strategies.
You cannot backtest a crypto-options strategy without deep, clean options history, which is why Cayø Largo was built first. That history is being collected every 10 minutes and cannot be reconstructed after the fact.
Not investment advice
Halcyon Waters sells data and analysis of what has already happened in the market. We do not publish price predictions, trading signals or recommendations, and nothing here is investment advice. What you do with the data is your own decision.