Live SVI surface fitting
Continuous smile calibration across expiries using live BTC and crypto options market data.
BTC and crypto options volatility
Derivasys
Real-time BTC and crypto options volatility surfaces.
Monitor fitted smiles, venue marks, risk nodes, and term structure from one live market state.
Live Deribit BTC/ETH options data · SVI-smile fitting · term structure
Built for the desk
Built for volatility traders and quantitative teams.
Derivasys connects BTC and crypto volatility surface monitoring, options skew, term structure, and SVI model diagnostics without separating the fit from the market state.
Real-time skew and term structure
Monitor ATM volatility, risk reversals, and surface shape changes as markets move.
Unified market state
Combine quotes, trades, futures, and volatility surfaces into a single live analytical view.
Live monitoring
Surface state, market context, and risk nodes stay together.
Derivasys is built around the operational questions that matter during active markets: where the surface sits, what venues are quoting, and whether the fit is ready to trust.
01 / Surface
Fitted variance, smiles, and tenor structure in one view.
Monitor BTC and crypto SVI output without separating the model from the live options board.
02 / Market
Venue marks stay beside the fit.
Bid, ask, trade IV, and fit-through checks sit next to the calibrated surface.
03 / Risk
Skew, flies, and fixed-tenor slices remain inspectable.
Read risk reversals, flies, node volatility, and tenor analytics from the same market state.
04 / Diagnostics
Calibration quality is visible by default.
Queue state, update timing, fit quality, and quote-through-fit checks make the surface reviewable.
05 / API
Programmatic access is available for approved testers.
Contact us for WebSocket and REST API access to surfaces, smiles, diagnostics, risk nodes, and fixed-tenor views.
Volatility explainers
Practical guides for the surface metrics in Derivasys.
Use these pages to connect model output, smile shape, and trader-facing risk nodes before inspecting the live dashboard.
SVI
What is SVI?
Read the raw SVI formula, parameter meanings, BTC smile example, and production calibration checks.
SABR
What is SABR/SABRE?
Understand alpha, beta, rho, vol-of-vol, and how SABR-style smiles compare with SVI.
RR
What are risk reversals?
Use 25-delta call-minus-put volatility to read signed skew across expiries.
Fly
What are flies?
Measure wing richness and smile curvature from same-delta puts, calls, and ATM volatility.
Sticky
Sticky strike vs sticky delta
Compare listed-strike and delta-bucket conventions when the forward moves.
Market data to dashboard
A short path from venue state to usable surface views.
- 01
Normalize exchange quotes, trades, futures, and expiry metadata into clean option inputs.
- 02
Calibrate SVI smiles, tenor rows, risk nodes, and surface diagnostics from the latest market state.
- 03
Stream compact snapshots and patches into the dashboard and API clients for monitoring.
Engineering notes
Engineering a real-time BTC options volatility surface.
Sean Gordon's technical article walks through live BTC options data, real-time volatility surface construction, and the SVI fitting pipeline behind trader-facing implied volatility analytics.
FAQ
Common questions.
What is Derivasys?
Derivasys is a live BTC and crypto options analytics dashboard for BTC, ETH, and altcoin volatility surfaces, SVI smiles, risk reversals, flies, fixed-tenor slices, and calibration diagnostics.
Who is it for?
It is built for traders, quants, risk teams, and builders who need fast visibility into crypto options implied volatility and surface quality.
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?
Yes. WebSocket and REST API access can be made available to approved testers. Contact info@derivasys.com to discuss access.
Open Derivasys.
Use the live dashboard for surfaces, smiles, risk nodes, and diagnostics. Contact us for approved API access.