Implied Volatility.

IV smiles and surfaces adapted for cryptocurrency options markets.

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.

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

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

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

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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