Our own calibrated surfaces
We fit exchange quotes across strikes and expiries into a consistent view of each market.
Crypto options analytics
See how crypto options are priced—and what’s changing.
Derivasys builds live volatility surfaces from exchange quotes. Compare pricing across seven crypto markets, track changes in volatility and skew, and inspect the quality of the underlying data.
Coverage BTC · ETH · SOL · XRP · HYPE · AVAX · TRX
Live cross-asset market signals
DELAYED · OLDEST DATA 1M AGO · REFRESH UNAVAILABLE · CACHED · AS OF
- BTC: spot $80,380, 24 hour change +0.21%, one week ATM volatility 36.78, volatility change +1.00, RR25 −3.44; fit accepted
- ETH: spot $2,336, 24 hour change −0.39%, one week ATM volatility 52.72, volatility change +0.35, RR25 −4.40; fit accepted
- SOL: spot $101.02, 24 hour change +0.54%, one week ATM volatility 57.97, volatility change +4.12, RR25 −4.61; fit accepted
- XRP: spot $1.300, 24 hour change +1.99%, one week ATM volatility 57.44, volatility change +4.50, RR25 +0.85; fit accepted
- HYPE: spot $76.63, 24 hour change +1.53%, one week ATM volatility 58.93, volatility change +6.38, RR25 −2.09; fit accepted
- AVAX: spot $8.840, 24 hour change +0.29%, one week ATM volatility 68.45, volatility change +3.77, RR25 −0.08; fit accepted
- TRX: spot $0.3300, 24 hour change +0.20%, one week ATM volatility 20.76, volatility change −1.30, RR25 +1.65; fit accepted
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Read the citation evidenceWhy Derivasys
Built to make the market inspectable.
Visible data quality
Quote freshness, venue marks and calibration diagnostics show how well each surface is supported.
Measured market changes
Track changes in ATM volatility, skew and term structure across markets and maturities.
Inside the dashboard
See the quotes and the fitted curve together.
- Market quotes
Bid and ask marks show where exchange quotes sit around the fit.
- Fitted curve
The amber line is our calibrated smile for one expiry.
- Quality indicators
Venue availability and quote counts show the market data behind the curve.
BTC dashboard capture · · Updated daily. Select the image to enlarge.
Daily and weekly analysis
Latest reports
Major-coin options shift further toward puts across Bitcoin, Ether and Solana
Snapshot:
Bitcoin (BTC) 1W RR25 fell 1.65 volatility points; Ether (ETH) 1W RR25 fell 2.30 volatility points; Solana (SOL) 1W RR25 fell 2.88 volatility points between the October 23 and October 24 snapshots at 16:31 UTC. The coordinated skew shift favoured puts relative to calls across all three markets. Solana recorded the largest adjustment, while Ether retained the most negative 1W RR25. The accompanying rise in 1W ATM implied volatility was broad but uneven.
Altcoin options: AVAX compared with XRP in 1w RR25 skew
Snapshot:
AVAX 1W RR25 skew is 1.09 percent compared with XRP at -0.92 percent.
Crypto options: ETH compared with XRP in 1w ATM IV
Snapshot:
The 1W ATM IV comparison shows ETH changed by +9.02 volatility points, compared with XRP which changed by -1.54 volatility points.
Latest updates
Open the full live feedSOL 1M ATM implied volatility fell
ATM implied volatility moved from 56.66% to 54.14% (-2.52 volatility points over 60 minutes).
Verified measurement1M ATM IV at 54.14% · change -2.52 vol pts / 60m
Details & evidence
ATM implied volatility moved from 56.66% to 54.14% (-2.52 volatility points over 60 minutes).
SOL 1M ATM IV changed -2.52 volatility points.
volatility points · 60-minute observation window
ATM IV · 1M
Source detector · tool deterministic_detector · evidence ID ca8b477f-175f-48f0-88f5-67dbcfc48aff
Evidence timestamp .
Current 54.14 volatility points · Previous 56.66 volatility points · Recorded change -2.52 volatility points · 60-minute window
Analysis confidence is an assessment signal, not a calibrated probability.
- SOL 1M ATM implied volatility rose
SOL 1M ATM IV changed +2.16 volatility points.
- SOL 1M ATM implied volatility fell
SOL 1M ATM IV changed -2.52 volatility points.
- The signed change ranks at percentile 0.2 of 3619 prior changes for this observation window; this does not rank the current level.
News context: News was checked; no sufficiently relevant context was identified.
Bitcoin ETFs Snap Two-Week Losing Streak Despite Late-Week Slide
Spot Bitcoin ETFs finished the week with about $301 million in net inflows, ending a two-week losing streak, even as two straight days of outflows kept October in the red.
Source & context
Verification: source reporting. The news feed has not classified this report as confirmed. This does not mean the reported event is still unfolding.
Why it matters: The return to net weekly inflows may indicate renewed demand for spot Bitcoin exposure, while the late-week outflows leave the strength of that shift uncertain.
SOL 1M RR25 fell
RR25 moved from +2.51 to -1.46 volatility points over 240 minutes; put implied volatility exceeds call implied volatility.
Verified measurement1M RR25 at -1.46 vol pts · change -3.97 vol pts / 240m
Details & evidence
RR25 moved from +2.51 to -1.46 volatility points over 240 minutes; put implied volatility exceeds call implied volatility.
SOL 1M RR25 changed -3.97 volatility points.
volatility points · 240-minute observation window
RR25 · 1M
Source detector · tool deterministic_detector · evidence ID c0e929d0-750f-4d58-8eaa-ff36ea210679
Evidence timestamp .
Current -1.46 volatility points · Previous 2.51 volatility points · Recorded change -3.97 volatility points · 240-minute window
Analysis confidence is an assessment signal, not a calibrated probability.
- The signed change ranks at percentile 0.3 of 3155 prior changes for this observation window; this does not rank the current level.
- RR25 is 25-delta call implied volatility minus 25-delta put implied volatility.
News context: News was checked; no sufficiently relevant context was identified.
Coverage & feed details
Latest detected observation . Latest analyzed market event .
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Editorial review is up to date. Checked 25 Oct 2026, 14:50 UTC.
For dated market-wide context, read the major-coins reports and evidence.
For developers and quant teams
Bring options data into your workflow.
Query published daily implied volatility, skew, butterfly and realised-volatility metrics across seven assets. The public JSON API requires no account or API key.
Beta WebSocket evaluation is available by request. Live-surface REST behavior remains in testing, is supplied only under evaluator-specific terms, and is not generally available.