Quote tighter, hedge cleaner.
Ultra-fast arbitrage-free surfaces with full transparency, so that you can spend fewer resources on maintenance and focus more on execution.
For Head of Trading · Head of QuantLooking for option volatility surface data?
Fast, robust, and accurate vol surface data for your desks.
Pre-calibrated, no-arbitrage constrained, with full transparency. BTC and ETH volatility surfaces available now.
BTC_IMPLIED_VOL
ATM IV 30D36.13+0.4ATM IV 90D38.64−0.225Δ RR 30D-0.99+0.325Δ BF 30D1.09+0.110Δ RR 30D-2.70−0.4ATM IV 7D34.29+0.6TERM 7D–90D+4.35+0.2ATM IV 1Y40.23−0.1
// Building Volatility Surfaces001
One surface for all tasks
The volatility surface you can use as reference for all needs, be it trading, market making, or structuring. Our surfaces stay robust even under the most adverse regimes.
Deep Coverage
Our volatility surfaces start at zero days to expiry and cover maturities up to two years. Deep wing coverage callable under different measures give your desk the maximum flexibility for your operations.
Quotes in, surface out
Every quote carries information, and confidence in it shapes the surface. The output is a holistic representation of the market's state.
Precise volatility smiles
Read volatilities on any strike or any delta off a single expiry: a clean curve through the quotes from at-the-money up into the wings.
State of art calibration
VolaLabs surfaces fit available quotes tightly regardless of thin liquidity and wide spreads.
Audit-Grade Reliability
Every data point is validated before delivery via automated quality and security controls. We take your risk management seriously.
// Specifications002
Calibration cadence15MINEvery five minutes, sub-minute on request.
Maturities covered0Y–0.00YFrom same-day expiries out to two years.
Wing deltas0.50ΔOut to 0.05 delta, puts and calls.
Arbitrage violations0Butterfly and calendar constraints enforced in every fit.
Uptime · last 30 days99.5%
// Expertise003
Our
Volatility surface data
Arbitrage-free volatility surfaces for various underlyings and granularities. State-of-the-art calibration for maximum robustness.
Strategy consulting
Hedging frameworks, market-making setup and product design.
Quant research
QIS studies, independent model validation and dataset generation for unique insights.
// Through time004
Volatility Curves
We publish curves for volatility, variance and skew: the backbone of pricing, hedging and relative value. All from one source of truth.
Structural dynamics
A volatility surface is a dynamic object by nature. Our options factor data describes how it evolves, in equilibrium and at edge cases alike.
Robust through stress
Contango flips to backwardation in minutes when spot jumps. The surface keeps its no-arbitrage constraints across expiries through the swings, so your hedge ratios survive when they are most needed.
// Surface metrics005
Market snapshot
| Exp | ATM | 25Δ RR | 10Δ RR | 25Δ BF | 10Δ BF | 25Δ C | 10Δ C | 25Δ P | 10Δ P |
|---|---|---|---|---|---|---|---|---|---|
| 0DTE | 34.05 | −1.61 | −3.61 | 0.59 | 2.29 | −0.21 | 0.49 | 1.40 | 4.10 |
| 1D | 34.05 | −2.39 | −6.31 | 1.21 | 4.98 | 0.01 | 1.82 | 2.40 | 8.13 |
| 3D | 33.90 | −1.43 | −5.09 | 1.43 | 6.17 | 0.71 | 3.63 | 2.14 | 8.72 |
| 1W | 34.29 | −0.79 | −2.90 | 1.21 | 4.95 | 0.81 | 3.51 | 1.60 | 6.40 |
| 2W | 35.00 | −0.75 | −2.21 | 1.11 | 4.50 | 0.73 | 3.39 | 1.48 | 5.60 |
| 1M | 36.13 | −0.99 | −2.70 | 1.09 | 4.44 | 0.59 | 3.09 | 1.58 | 5.79 |
| 2M | 37.86 | −1.13 | −2.95 | 1.03 | 4.30 | 0.46 | 2.82 | 1.59 | 5.77 |
| 3M | 38.64 | −1.21 | −2.80 | 1.11 | 4.73 | 0.50 | 3.33 | 1.72 | 6.13 |
| 6M | 39.50 | −0.43 | −1.78 | 1.06 | 4.46 | 0.84 | 3.57 | 1.27 | 5.36 |
| 9M | 40.21 | −0.55 | −0.78 | 1.03 | 4.54 | 0.76 | 4.15 | 1.31 | 4.93 |
| 1Y | 40.23 | −0.35 | −0.20 | 1.03 | 4.56 | 0.85 | 4.46 | 1.20 | 4.66 |
| 2Y | 40.23 | 0.28 | 1.38 | 1.04 | 4.67 | 1.17 | 5.36 | 0.90 | 3.98 |
// Research & resources006
Research
Research note
Skew stickiness in crypto: why delta-hedging BTC options is not trivial
When spot moves, the smile moves with it, but how it moves decides your hedge. In crypto that behaviour switches regime more often than in FX or equity indices, and a desk that assumes one fixed rule hedges with the wrong delta exactly when it matters.
MethodologyHow every surface is fitted and validated
Data cleaning, objective functions, model assumptions, and parameter stability documented for your due diligence.
Research noteReading the term structure around expiries
Find out how term structure rotations manifest in BTC options around quarterly expiries. Short-maturity dynamics, roll pressures, and what happens when a large open interest expiry leaves the options chain.
GuideTaking a crypto vol surface to your model committee
Fifteen questions for risk and model validation teams: what to ask a vendor, and what a good answer looks like.
DocsAPI reference
REST and WebSocket endpoints, OpenAPI schema, and code samples in Python.
Sample dataOne day of BTC surfaces
Check out one day of five-minute BTC options surface snapshots, including volatility metrics.
// Use cases007
Use cases
See the surface dynamics precisely, not its noise.
Risk reversals, butterflies, forward curves and skew dynamics, computed in real time. Relative value and regime shifts are visible in the data, without building redundant overhead in-house.
For PM · Head of DerivativesMake use of reliable benchmarks.
Mark structured products and bespoke options against a documented, auditable surface, or manage risk effectively. Methodology, parameters and assumptions are delivered on request for full transparency.
For Head of Structuring · Model Risk// Contact008
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