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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.

Download the Methodology.