Implied Volatility Methodology

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.

Frequency

Volatilities are updated every hour to capture market changes.

Efficiency

Designed to be efficient in case of liquidity issues, using robust statistics and missing data analysis.

Manipulation-Resistant

Data aggregated from multiple options exchanges.

Implied Volatility Methodology

Frequency

Efficiency

Manipulation-Resistant

Download the Methodology.