Kaiko Acquires Cometh to scale MiCA regulated onchain data infrastructure
Derivatives Risk Indicators.
Monitor derivatives market dynamics with precision. Calculate custom implied volatility smiles and surfaces, assess liquidations at an asset-level, and get comprehensive contract-level metrics including open interest, funding rates, and Greeks.
How Kaiko DERIVATIVES RISK INDICATORS Helps
Kaiko Derivatives Risk Indicators is used by various market players such as exchanges, market makers, traders, and prime brokers to manage derivatives risk strategy.
Advanced Risk Management
Monitor portfolio risk through multiple dimensions, from volatility surfaces to funding rates, enabling dynamic hedging strategies.
Market Making Excellence
Price options accurately with comprehensive IV analysis and real-time risk metrics for optimal spread management.
Arbitrage Detection
Identify opportunities across venues by comparing implied volatilities, funding rates, and other key risk indicators.
Strategic Positioning
Make informed trading decisions with multi-dimensional risk analysis covering both options and futures markets.
Feature
Basic Tier
From $1,000 per month.
Advanced Tier
From $2,000 per month.
Time to expiry
Open interests
Options IV and greeks
Best bid, best ask, mark price, gamma, rho, theta, vega, provided by the exchange.
Perpetual funding rates
Current and predicted perpetual funding rates.
IV smile
IV surface
Token-level liquidation volumes
