Kaiko to provide reference rates for Cboe Digital’s futures settlement

Implied Volatility.
IV smiles and surfaces adapted for cryptocurrency options markets.
Manage Risk with confidence
Our implied volatility smiles and surfaces are expertly calibrated to account for the complexities of cryptocurrency options markets.
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All Strikes and Expiries
Covering 200k+ BTC and ETH options contracts. -
Advanced Methodology
Transparent and thoroughly back-tested on real data. -
Space and Time Interpolation
Consistent IVs for non-listed strikes and expiries. -
Hourly Granularity
Real-time updates and historical data available via API.
Product Details
IV Smile
Volatility curve of a listed expiry computed on a set of strike prices or moneyness.
Space and time interpolation
IVs on non-listed strikes and expiries
1h granularity
Historical and Live Available via REST API
IV Surface
Volatility surface for a range of expiries and a range of strike prices.
Space and time interpolation
IVs on non-listed strikes and expiries
1h granularity
Historical and Live Available via REST API
Advanced methodology
Manipulation-resistent data aggregated from multiple options exchanges.
Volatilities are updated every hour to capture market changes.
The methodology is designed to be efficient in case of liquidity issues
Statistically more robust when compared with existing IV methodologies
Case Study
Implied Volatility for crypto markets
Overview of crypto options markets
Example analysis of IV at different expiries and strike prices
How to use Kaiko’s IV

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