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Implied Volatility.

Forecast volatility with IV models made for crypto, backed by trusted market data.

Manage options risk with confidence.

Kaiko Implied Volatility is built for risk management in the crypto options market, calculating the potential volatility of any crypto asset with user-provided criteria.

  • Flexible calculation
    Calculate IV using strikes, deltas, or forward log moneyness for any asset, exchange, or expiry date.

  • Backed by trusted data
    Built on Kaiko’s trusted Market Data for the most accurate calculation.

  • Wide coverage
    Covering 200k+ options contracts including all BTC, ETH, SOL, MATIC,and XRP options contracts listed on Deribit, OKX, and Binance.

  • Granular, real-time data
    Available in real-time via API with updated computations every minute.

  • Synthetic volatilities
    Computation for unlisted strikes and expiries using advanced space and time interpolation.

  • Transparent computation
    See the spot price, and interest rate used, alongside deltas and gammas.

  • Smiles and surfaces
    Smiles for 2D expiry comparison and surfaces for 3D strike price and expiry comparison.

  • Robust methodology
    Backed by a robust methodology designed to meet the unique nature of the crypto sector.

How Kaiko Implied Volatility Helps

Kaiko Implied Volatility is used by various market players such as exchanges, market makers, traders, and prime brokers to manage options strategy.

  • Benchmark
    Options
    Pricing

    Launch new options contracts with well-informed and fair mark prices that attract both buyers and sellers.

  • Improve
    Your Risk Management

    Magnifying glass looking at charts.

    Adjust your portfolio in line with volatility fluctuations and the sensitivity of your underlying asset price changes (delta and gamma).

  • Identify Arbitrage Opportunities

    A phone with a magnifying glass zooming in on a chart.

    Explore options implied volatility and trade accordingly. Detect arbitrage between exchanges for the same asset.

  • Optimize
    your order placement

    Arrows shown at different levels

    Understand expected price movements to ensure your orders are always up-to-date and placed at the right prices.

    • READ OUR IMPLIED VOLATILITY REPORT

    What is IV and why does it matter?

    How is IV impacted by market events?

    How can you IV to manage options risk?

    Download Report

    Front cover of the market dynamics report

    DOWNLOAD THE METHODOLOGY

    Computing implied volatilities for crypto can be difficult due to a lack of liquidity and standardized instruments. Download the methodology to see how we overcome these issues.

    Download Methodology

    Kaiko IV Methodology Front page of PDF

    Request a demo of Implied Volatility.

    Learn more about how our accurate Implied Volatility can power your options strategy. Request a call with a member of our team.