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Exploring Options Market Dynamics

A look back at the predictive power of implied volatility during key market events

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A LOOK BACK AT MAJOR MARKET EVENTS

Implied volatility (IV) is one of the most effective ways of determining risk in financial markets. It is a forward-looking measure of the expected volatility of an asset over a specified time period.

We created this report to help you understand implied volatility, discover how it was impacted around the time of major market events, and see how it can help you in your options market strategy.

Download your copy to see the power of IV models developed specifically for crypto options.


  • Introduction
    What is implied volatility and why does it matter?

  • Calculating IV
    How is IV derived and calculated?

  • Look back
    How was IV impacted by key market events?

  • Visualizing IV
    How can IV visualizations help to judge market sentiment?

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SOLUTION

Derivatives Risk Indicators

Implied volatility is available in our Derivatives Risk Indicators solution. This allows you to manage your risk in the derivatives market with confidence. It’s been developed specifically to meet the needs of market makers, traders, prime brokers, and exchanges expanding into the fast-growing options market. It supports competitive pricing, risk management, arbitrage identification, and order placement optimization. Derivatives Risk Indicators offers IV in smile and surface formats, delivered in real-time via a robust API with updated computations every minute.

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