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Derivasys crypto options analytics

Live Bitcoin & Ethereum Options Volatility Surfaces

Monitor fitted SVI surfaces, live BTC and ETH 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.

BTCLiveETHLive
Open BTC & ETH surfacesRequest API testing access

Bitcoin and Ethereum are live production coverage. SOL, XRP, and AVAX remain explicitly labelled as testing.

Live BTC + ETH surfacesDeribit + OKX provenanceSVI calibration diagnosticsPublic dashboard

Derivasys market intelligence

Read the surface, every day and every week.

Browse all reports
Daily report

BTC front-end volatility rises as call-side skew firms

Front-end ATM IV led a broad increase, while RR25 shifted toward calls; 1W implied volatility remained below recent realised volatility.

ATM IV
+1.05 vol pts
RR25
+0.74 vol pts
BF25
+0.02 vol pts
Read daily report
Weekly report

BTC weekly surface: 1W ATM IV rises 17.11 volatility points

Across the six headline tenors, ATM IV averaged +7.45 volatility points, RR25 +4.16 volatility points and BF25 +0.55 volatility points between the stored endpoints.

ATM IV
+7.45 vol pts
RR25
+4.16 vol pts
BF25
+0.55 vol pts
Read weekly report

Live asset coverage

One workflow for Bitcoin and Ethereum volatility surfaces.

Use consistent SVI, term-structure, skew, convexity, and fit-health definitions while keeping each asset's market state separate.

Bitcoin / BTC

Live Bitcoin options volatility surface.

Inspect BTC expiry smiles, ATM volatility, RR25, BF25, venue context, and calibration state.

Explore Bitcoin volatility analytics

Production evidence

Illustrative accepted production snapshot

Frozen 15 July 2026 for reproducible inspection. Open the dashboard for current state.

BTC ATM
33.73%
RR25
-2.58 vol pts
BF25
+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 & ETH surfaces

What you can inspect

The surface, its market inputs and its fit state.

02

Skew and term structure

Read ATM volatility, RR25, BF25 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 with ETH selected, Ethereum spot near $2,450, ETH volatility metrics, BTC and ETH controls, and an Ethereum SVI surface
SurfaceLive ETH dashboardThe ETH-selected volatility surface with live asset controls, SVI fit state, term structure, and data quality.
Derivasys ETH risk analytics with Ethereum selected and ETH-scale ATM, risk reversal, and butterfly values
RiskRisk analyticsLive ETH risk reversals and butterfly structure across Ethereum expiries.
Derivasys Ethereum smile matrix with ETH selected and ETH forwards near $2,430 across fitted expiry smiles
SmilesSmile matrixExpiry-by-expiry ETH SVI smiles with fitted marks and live venue 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 and ETH 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 and ETH surfaces.

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

Open BTC & ETH surfaces

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 assets BTC + ETHQuote provenance Deribit + OKXCalibration SVIEvidence Public methodologyProduct history Changelog

FAQ

Common questions.

What is Derivasys?

Derivasys is a crypto options analytics product for live Bitcoin and Ethereum volatility surfaces, SVI smiles, risk reversals, butterflies, 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.