About VolaLabs
VolaLabs is built and operated by Mike Beckhusen, a quantitative derivatives specialist based in Berlin.
Eight years across institutional derivatives & risk.
IRRBB / CSRBB audit at Deloitte, structured products consulting, and quantitative derivatives research. Day-to-day work for institutional clients on interest rate risk modelling, hedge accounting, and derivatives valuation. The kind of work where every assumption has to survive a model committee.
The crypto vol work started as research and became the company. Several years calibrating SVI surfaces on BTC and ETH options and operating the data infrastructure that publishes them.
Crypto vol vendors are black boxes.
Existing crypto vol surface vendors either don’t publish their calibration methodology, don’t publish per-bucket fit metrics, or both. Adequate for retail pricing. Not adequate for a risk team that has to defend its inputs, or a structuring desk pricing a multi-leg trade off the surface.
VolaLabs publishes the methodology, the fit metrics, the uptime, and the incident history. Same surface a market maker would build in-house. For desks that would rather buy it than staff a quant team to get it.
For pricing, technical questions, or methodology discussion: use the contact form, or reach out directly via the links below.