INGEST. CALIBRATE.
SERVE.
Robust implied volatility surfaces for desks that mark or hedge crypto options. SVI-calibrated, no-arb constrained, with fitness metrics 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. Surface to free up your resources.
Defend the mark.
Put a vol surface in front of your model committee or auditor with documented methodology and fitness metrics.
Price what you book.
Quote bilateral options, structured notes and DeFi vault products against a curve your investors and counterparties can verify.
Real-time data flow.
Full audit trail, full transparency.
Why buyers reach out.
I can't put a vendor surface I don't understand in front of my model committee. I need an auditable methodology and specific fitness metrics that survive model governance.
With VolaLabs surfaces, I can redeploy my quant team on strategy and execution—instead of wasting cycles rebuilding SVI every time the curve breaks.
Our auditor asked how we mark the option leg of the structured product. We needed a third-party curve for structured products pricing with a paper trail, fast.
Get in touch with the team.
Tell us what you mark, what you book, and where today's data falls short. Every inquiry is answered in a timely manner.