Kaiko to provide reference rates for Cboe Digital’s futures settlement
Implied Volatility Methodology
Our methodology for IV smiles and surfaces account for the idiosyncrasies of crypto markets and are statistically more robust when compared with existing IV methodologies.
Volatilities are updated every hour to capture market changes.
Designed to be efficient in case of liquidity issues, using robust statistics and missing data analysis.
Data aggregated from multiple options exchanges.