VOLATILITY SURFACE

DATA

Fast, robust, and accurate vol surface data for your desks.

Pre-calibrated, no-arb constrained, with published fitness metrics.

Book a Call
// who this is for
001

Built for those who mark vol every day.

01 · Trading Desks

Mark, hedge, trade.

Replace in-house model calibration and maintenance with a production surface that recalibrates every 5 minutes. Free the quant headcount for strategy, not curve-fitting.

02 · Risk & Treasury

Sound model methodology.

Put a vol surface in front of your model committee or auditor with documented methodology and fitness metrics.

03 · Structured & OTC

Price what you book.

Quote bilateral options, structured notes and DeFi vault products against a curve your investors and counterparties can trust.

04 · Venues & Protocols

Vol oracle solutions.

Power your margin engine with an independent, auditable vol reference — from mark-to-market to settlement. Pre-computed Delta/Gamma/Vega, deterministic and signed.

// LIVE_FEED
002

Real-time data flow.

calibration.feed
> Connecting to Exchange WS..._
iv_surface.heatmap320x240
surface.metrics
00.0%ATM IV (BTC 7D)
-0.0%25Δ Skew
0.000%Funding Rate
$0.0B24h Volume
Last calibration14:00 UTC · SAMPLE
btc_implied_vol.sample
ATM IV 30D52.4%+2.1%
ATM IV 90D58.7%−0.8%
25Δ SKEW 30D-4.2%−1.3%
25Δ RR 30D-6.8%+0.5%
REAL. VOL 30D48.2%+3.4%
IV-RV SPREAD4.2%+1.8%
illustrative
// COVERAGE_SPEC
003

Full audit trail, full transparency.

Risk teamsTreasury desksStructured productsOTC marks
PRODUCT SHEETv0.1
Surface5-minute SVI-calibrated mark IV
GreeksPre-computed Delta · Gamma · Vega — deterministic, signed, margin-ready
MethodologyPublished model parameter vectors, calibration residuals, and arbitrage flags on every snapshot
DeliveryREST API · WebSocket · CSV bulk export
CoverageBTC · ETH live · SOL coming soon
Delta range0.05 — 0.50 wings (puts + calls)
RoadmapCommodities · MCP server · pricing and calibration library
// built for
004

Built for vol-facing desks.

  • Crypto options market makers
  • Prop desks
  • Structured product issuers
  • Risk teams at OTC desks
// CONTACT
005

Get in touch with the team.

Tell us what you mark, what you book, and where today's data falls short.