Crypto options volatility surface.

Crypto option markets quote many strikes and expiries, but those quotes are discrete, noisy, and venue-specific. A volatility surface converts those market points into a continuous structure: implied volatility by strike, moneyness, and maturity.

In Derivasys, the fitted surface is built around SVI, a compact parameterisation commonly used to model the shape of an implied volatility smile. The dashboard then compares that model surface against live bid, ask, and last-trade implied volatility.

A static end-of-day surface is not enough for live crypto options monitoring. Traders and PMs need to see surface level, skew, convexity, venue disagreement, stale quotes, and fit health together.

• BTC crypto options SVI variance and volatility curves.
• Per-expiry smile charts with fitted curves and quote clouds.
• Deribit and OKX bid, ask, and last-trade implied volatility overlays.
• Risk reversal and fly grids in expiry and tenor modes.
• Quote-through-fit matrix for bid and ask levels through SVI mid.
• Fit objective, elapsed calibration time, feed state, and update timestamps.
• WebSocket and REST API testing access by request.
• Fixed-tenor term-structure rows alongside native expiry views.

Beta WebSocket evaluation is available by request and follows the snapshot/patch contract used by the dashboard. REST behavior remains testing; endpoint names and resource availability are not asserted as a stable public contract.

BTC was verified live on the production feed on 11 July 2026. ETH, SOL, XRP, and AVAX have maintained testing configuration but were not observed on the primary feed. BNB, DOGE, ADA, and LTC are unavailable in the verified public product scope.

Start with the header metrics to confirm the feed and calibration are live. Then use the risk reversal and fly grids to understand skew and curvature.

The smile matrix shows the raw market points around each fitted curve, while the quote-through-fit matrix highlights where bid or ask levels sit through the fitted mid.

FAQ