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Product

Data Services

Tiers
CoreFor most desksClean, robust surfaces for everyday operations.
  • Volatility surface grid, BTC and ETH
  • Risk reversals, butterflies, ATM vol curve
  • Greeks
  • REST and WebSocket API
  • Five-minute calibration cadence
  • Recent history
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ProFor performance seekersBe it exotics pricing and structuring, or surface arbitrage, get the most out of our data.
  • Everything in Core
  • Dynamics pack: skew stickiness regime, skew term structure, spot-vol metrics
  • Alternative models on request
  • One-minute calibration cadence
  • Extended history
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InstitutionalFor tailored needsLatency-aware use with a full audit trail, built around your stack.
  • Everything in Pro
  • One-second surface updates
  • Custom data source integration
  • SLA and a named support contact
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Compare

Every tier includes

  • Arbitrage-free volatility surface, BTC and ETH
  • SVI parameters
  • Risk reversals, butterflies, ATM curve, wing slopes
  • Greeks
  • REST and WebSocket
  • Email support

Tier details

Calibration cadence, history depth and included features at a glance.

FeatureCoreProInstitutional
Alternative models—On request●
Dynamics pack: skew stickiness, skew term structure, spot-vol—●●
Calibration cadence5 min1 min1 s
HistoryRecentExtendedTailored
On-chain oracle deliveryOn requestOn request●
Custom data source integration——●
Methodology walkthrough with your risk team—●●
SLA and named support contact——●
Delivery

Accessing data

REST for on-demand access, WebSocket for streaming at calibration cadence, on-chain oracles for protocols. The object is the same on all three, so one parser covers backfill and live.

LiveLast calibration --:--:-- UTCNext in --:--Core cadence · 5 min
Uptime · last 30 days
99.5%
On-chain oracles (soon)Chainlink (push) and Pyth Network (pull). Serves implied vol directly to smart contracts for DeFi protocols.
streaming
seq —
Q&A
Technical questions
How is each expiry fitted?
Raw SVI per expiry, fitted to Deribit quotes with each quote weighted by its bid-ask, so tight markets pull harder than wide wings. Butterfly constraints keep each slice's implied density non-negative, and calendar constraints keep total variance non-decreasing across expiries. Alternative parameterisations are available on the Pro and Institutional tiers.
What forward and moneyness does the surface use?
Each expiry is fitted in log-moneyness against its own forward, implied from the option chain, so smiles from different expiries are comparable and the at-the-money point sits on the forward rather than on spot.
Which delta convention is on the grid?
Delta conventions are a choice, and in crypto, where options are inverse and the premium is paid in the coin, the choice changes what a hedge means. We have put real thought and time into which conventions the grid carries.
How is time to expiry measured?
Against each expiry's actual settlement time. Constant-maturity points between listed expiries are interpolated in total variance along that time axis, which keeps them continuous when an expiry rolls off.
How are Greeks computed?
From the calibrated surface, so delta, gamma and vega are consistent with the vols you receive. With the Dynamics pack you also get skew stickiness, so you can adjust delta for how the smile moves with spot.
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Find the right setup for your desk
Tell us what you mark, hedge or structure. We will walk you through the surface and the tier that fits.
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