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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.

  • 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

    View Documentation

  • 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

    View Documentation

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


Download Methodology 


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


View Case Study


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