Now Available: Kaiko Q3 Exchange Ranking Report
IV smiles and surfaces adapted for cryptocurrency options markets.
Our implied volatility smiles and surfaces are expertly calibrated to account for the complexities of cryptocurrency options markets.
All Strikes and Expiries
Covering 200k+ BTH, ETH, and Altcoin 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.
Volatility surface for a range of expiries and a range of strike prices.
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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