Implied Volatility Measures
Using a model-free algorithm similar to the VIX we create implied volatility indices for ETH, BTC, and SOL from Deribit options.
Benchmarks (coming soon)
Our benchmarks give the most accurate “true price” of the underlying asset compared to our competitors.
Realized Volatility (coming soon)
Get realized volatility for a variety of time periods for any DEX, CEX, or of our benchmarks.
GARCH Models (coming soon)
Our GARCH models are the most accurate because we account for a variety of factors like periodicity.
Delta Skew (coming soon)
Any delta for any time period.
Volatility Surface and Smile (coming soon)
Visualized experiences for the volatility surface of popular crypto options.