Volatility / Activity
ATM Implied Volatility
Implied volatility is viewable standardized to expirations in 1 week (7 days), 1 month (30 days), 3 months (90 days), or 6 months (180 days).
At the money implied volatility for each listed expiration is interpolated between the options with strike prices surrounding the price of the underlying future.
At the money implied volatility for each standardized expiration is interpolated between the values for expirations surrounding the date.
Skew is saved and shown as a moving average typically working out to 240 seconds.
25 Delta Skew
25 delta skew is viewable standardized to expirations in 1 week (7 days), 1 month (30 days), 3 months (90 days), or 6 months (180 days).
25 delta put implied volatility for each listed expiration is interpolated between the options with deltas surrounding -0.25.
25 delta call implied volatility for each listed expiration is interpolated between the options with deltas surrounding 0.25.
25 delta skew for each listed expiration is calculated in the following manner:
(25 delta put implied volatility - 25 delta call implied volatility) / at the money implied volatility
25 delta skew for each standardized expiration is interpolated between the values for expirations surrounding the date.
Skew is saved and shown as a moving average typically working out to 240 seconds.
Active Options
The 6 options contracts for the selected coin with the highest volume in the last 24 hours.
Put/Call
Volume: The trailing 24 hour options volume in contracts, broken down by put or call.
OI: The latest open interest in contracts for all options, broken down by put or call.
OI (Premium): The latest open interest in premium (OI * option price in dollars) for all options, broken down by put or call.
Term Structure
The term structure with at the money and forward at the money implied volatility for each expiration on the selected coin.
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