INGEST. CALIBRATE.
SERVE.
A robust vol surface for desks that mark or hedge crypto options. SVI-calibrated, no-arb constrained, with per-bucket RMSE and uptime published live.
Built for the desks that mark vol every day.
Mark, hedge, trade.
Run an options book without dedicating a quant FTE to maintaining your own SVI calibration. Get a third-party surface for daily PnL, risk, and analytics.
Defend the mark.
Put a vol surface in front of your model committee or auditor with documented methodology and per-bucket RMSE.
Price what you book.
Quote bilateral options, structured notes and DeFi vault products against a curve your investors and counterparties can verify.
Built for the desks that mark vol every day.
What we publish, you can verify.
Every surface is monitored end-to-end. Uptime, latency, and per-bucket calibration RMSE are reported in the open.
Why buyers reach out.
Conversations we have on first calls. Anonymized, but representative of the desks we build for.
I can't put a vendor surface I don't understand in front of my model committee. I need methodology and fit metrics I can defend.
We were rebuilding SVI in-house every time the curve broke. It's not where my one quant should be spending her week.
Our auditor asked how we mark the option leg of the structured product. We needed a third-party curve with a paper trail, fast.
Get in touch with the desk.
Tell us what you mark, what you book, and where today's data falls short. Every inquiry is answered by a vol-data engineer.