{"path":"/options/combo_premiums_net","tier":3,"parameters":{"a":["BTC"],"c":["usd"],"f":["csv","json"],"i":["10m","1h","24h"],"maturity":["aggregated","1w","1month","3month","6month","\u003e6month"]},"queried":{"a":"BTC","path":"/v1/metrics/options/combo_premiums_net"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-combo_premiums_net","studio":"https://studio.glassnode.com/charts/options.ComboPremiumsNet","metric_variant":{"bulk":"/options/combo_premiums_net/bulk","pit":"/options/combo_premiums_net_pit"}},"bulk_supported":true,"timerange":{"min":1756815600,"max":1782504000},"modified":1782504859,"descriptors":{"name":"Options Combo Premiums Net","short_name":"Options Combo Premiums Net","group":"Combo Strategies","tags":["options"],"description":{"default":"**Definition.** The net premium flow on multi-leg option strategies traded on Deribit, equal to buyer-paid premium minus seller-received premium for structured trades such as spreads, straddles, and condors. Reported by strategy, maturity, and asset.\n\n**Interpretation.** Positive values indicate buyer-paid premium exceeds seller-received premium across the slice in view, negative values indicate seller-side flow dominates.\n"},"data_sharing_group":"market"}}