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Derivasys crypto options analytics

Live BTC Options Volatility Surfaces

Monitor fitted SVI surfaces, live BTC smiles, skew and term structure alongside Deribit and OKX quote provenance, calibration health and surface freshness.

Built for options traders, quants, risk teams and developers.

Open live BTC surfaceRequest API testing access

BTC is live. Other configured currencies remain explicitly labelled as testing.

Live BTC surfaceDeribit + OKX provenanceSVI calibration diagnosticsPublic dashboard

Derivasys market intelligence

Read the surface, every day and every week.

Browse all reports
Daily report

BTC front-end implied volatility rises as longer-dated volatility eases

Front-end ATM IV increased, led by a +1.38 volatility-point move at 1W, while long-dated ATM IV declined; skew and convexity were broadly unchanged.

ATM IV
+0.23 vol pts
RR25
+0.07 vol pts
BF25
-0.03 vol pts
Read daily report
Weekly report

BTC weekly surface: 1W ATM IV rises 1.70 volatility points

Across the six headline tenors, ATM IV averaged +0.61 volatility points, RR25 +0.62 volatility points and BF25 +0.16 volatility points between the stored endpoints.

ATM IV
+0.61 vol pts
RR25
+0.62 vol pts
BF25
+0.16 vol pts
Read weekly report

Production evidence

Recent accepted BTC surface snapshot

Frozen production sample — not a current market quote.

BTC ATM
33.73%
RR25
-2.58 vol pts
Fly25
+0.56 vol pts
Active expiries
11
Source quotes
423
Fit state
Accepted at capture
Frozen BTC ATM volatility term structureEleven accepted expiry points ranging from 29.46 to 42.29 percent implied volatility.
ATM volatility across the 11 captured expiries.

Source: Derivasys production WebSocket surface state. The frozen artifact does not preserve the per-venue mix, so no venue-specific claim is attached to these values.

Open the current BTC surface

What you can inspect

The surface, its market inputs and its fit state.

02

Skew and term structure

Read ATM volatility, RR25, Fly25 and fixed-tenor views.

Read the skew guide

03

Market provenance

Keep bid, ask and trade-IV context from supported venues beside the fit.

Review the methodology

Connected evidence

Know whether the surface is usable—not just where it is.

Derivasys keeps the fitted surface connected to the quote provenance and calibration state used to produce it: fit residuals, source freshness, publication state and risk-node consistency.

  1. 01Venue quotes
  2. 02Implied volatility
  3. 03SVI fit
  4. 04Diagnostics
  5. 05Published surface

Product views

Inspect the surface from fit to risk node.

Each preview shows a distinct part of the current dashboard workflow.

Derivasys live dashboard showing a BTC volatility surface, live market metrics, and API access controls
SurfaceLive dashboardBTC volatility surface, SVI fit, market state, and API/testing controls.
Derivasys dashboard risk analytics panels with volatility, skew, and calibration diagnostics
RiskRisk analyticsATM volatility, RR25, BF25, fixed tenor slices, and calibration health.
Derivasys smile matrix showing fitted crypto options volatility smiles across expiries
SmilesSmile matrixExpiry-by-expiry SVI smiles with fitted marks and live quote context.
Derivasys risk reversal and butterfly panels for crypto options volatility skew
SkewRR and flies25-delta risk reversals and butterflies kept beside the surface state.

Who it is for

Move from market question to inspectable state.

Traders

Replace disconnected exchange screens and model output with live BTC skew and term structure kept beside venue quote context.

Open the trader view

Quants and risk teams

Avoid a separate residual-checking workflow by inspecting fitted smiles and risk nodes alongside their market state.

Review the SVI methodology

Developers

Evaluate structured surface, smile, risk-node and diagnostic messages without reverse-engineering dashboard state.

Discuss API testing

Selected technical resources

Go deeper without leaving the product path.

Understand the model

What is SVI?

Understand the fit and its parameters.

Browse the complete knowledge library

Engineering and research

Built from live market messages to calibrated surface state.

The documented path covers exchange WebSocket ingestion, order-book normalisation, implied-volatility calculation, SVI fitting, fit diagnostics and compact snapshot-and-patch delivery. Kafka and Kubernetes material remains clearly identified as roadmap architecture.

  1. WebSocket ingestion
  2. Order-book normalisation
  3. IV calculation
  4. SVI fitting
  5. Fit diagnostics
  6. Snapshots + patches
ArchitectureFrom market messages to surface stateOperationsProduction monitoring and fit healthResearchQuantitative research and artifacts
Browse the complete engineering series

Evaluation access

Evaluate Derivasys with your own workflow.

Dashboard

Inspect the current BTC surface.

Review smiles, risk nodes and fit diagnostics in the public product.

Open live BTC surface

The initial request asks only for your work email, organisation, and intended use. We collect any additional qualification details after first contact. Prefer email? info@derivasys.com

Live asset BTCQuote provenance Deribit + OKXCalibration SVIEvidence Public methodologyProduct history Changelog

FAQ

Common questions.

What is Derivasys?

Derivasys is a crypto options analytics product for live BTC volatility surfaces, SVI smiles, risk reversals, flies, term structure and calibration diagnostics.

Who is it for?

It is built for options traders, quants, risk teams and developers who need to inspect both crypto implied-volatility output and the state used to produce it.

What does SVI mean?

SVI stands for Stochastic Volatility Inspired. It is a compact parameterization used to fit implied total variance across option strikes and expiries.

Is there an API?

Beta WebSocket evaluation is available by request. REST behavior remains in testing and is supplied only under the applicable evaluation contract.