Implied volatility
Bitcoin options implied volatility under the bound tenor methodology.
A source-agnostic metric surface. Values appear only when a DEAL dataset version has been materialized into this domain metric registry.
Bitcoin options implied volatility under the bound tenor methodology.
Twenty-five-delta options skew under the bound tenor methodology.
Put-to-call ratio under the bound volume or open-interest methodology.
Aggregate Bitcoin options open interest.
Estimated options gamma notional under the source methodology.
Implied volatility with expiry and strike/delta/moneyness dimensions; no interpolation is implied.
Venue coverage, entity labeling, measurement windows, aggregation rules and source methodology can materially change a metric. Open the Data Catalog and Source Network to inspect those dependencies before relying on a chart.