Derivasys
Open Dashboard

Author

Sean Gordon

Founder, quantitative developer and author behind Derivasys. Sean builds crypto-options data and analytics systems, then writes the market reports, research and engineering notes that explain their output.

Derivasys role
Founder & Quant Developer
Professional role
Quant Dev at JERA Global Markets
Based in
London, United Kingdom
Coverage
Options volatility, market structure and quantitative systems

Professional profile

Derivatives experience, quantitative engineering and accountable publishing.

Sean is the founder and quantitative developer of Derivasys, where he designed the real-time cryptocurrency-options platform, its arbitrage-constrained SVI surface models, market-data infrastructure, APIs and analytical publishing workflow.

He has worked across derivatives and quantitative technology since 2007 and is currently a Quant Dev at JERA Global Markets. His earlier roles at Verition Fund Management, Millennium, Portman Square Capital, BGC Partners and Compagnie Financière Tradition covered portfolio and risk analytics, pricing, trading systems, cloud platforms and production data engineering.

Areas covered

Markets, models and the systems behind them.

  • Crypto optionsBTC, ETH, SOL and altcoin volatility surfaces.
  • Volatility analyticsATM IV, skew, butterflies, term structure and fitted smiles.
  • Quantitative engineeringMarket-data pipelines, calibration, APIs and production monitoring.
  • Market reportingMeasured surface changes, catalyst checks and cross-asset context.

Author archive · Reports

Latest market reports by Sean Gordon.

View the complete report archive.

Author archive · Articles

Research, explainers and engineering notes.

Product documentation

Historical crypto options data API.

Query historical crypto options implied volatility, RR25 and BF25 across seven assets. Free daily research snapshots as JSON, with no account or API key required.

Read article
Model guide

What is rough volatility?

An evergreen rough-volatility guide covering roughness intuition, the Hurst parameter, rough Bergomi, implied-surface relationships, and model limitations.

Read article

Browse the engineering publication hub.

Working principles

Evidence before attribution.

Analysis starts with observable data and reproducible methods. Surface observations are tied to stored report data, assumptions and comparison windows are stated, and market stories remain context unless the evidence supports a stronger relationship.

Read the complete surface methodology and editorial and corrections standards.

Elsewhere

Connect with Sean.

View Sean Gordon on LinkedIn . For questions about Derivasys, reports or corrections, email info@derivasys.com.