December 2, 2024
Welcome to Amberdata Derivatives Fresh New Features, where we go in-depth on recently built features for AD Derivatives customers!
We’re excited to provide this new feature to all our GUI and API users. Check out the IBIT (+ other tickers) here!
With the launch of IBIT options on November 19th, we finally had the opportunity to trade long-term Bitcoin Volatility +2 years out!
Chart: IBIT Longterm ATM IV (minutely chart)
Chart: IBIT Term Structure (w/ Forward Volatility)
It’s interesting to see how IBIT options are priced versus Deribit options!
We can also compare the differential of IBIT volatility versus a 2xETF like BITX (which owns CME futures).
Chart: Realized Volatility (Close-to-Close)
Our API endpoints also have valuable data such as the most traded IBIT options, the average VOL traded, and VWAP price.
Chart: Most Traded IBIT options Nov 26th
All these new features as exciting and also include MSTR options!
Chart: MSTR Volatility Cone (RV)
Chart: MSTR ATM Volatility
Chart: MSTR Term Structure
AMBERDATA DISCLAIMER: The information provided in this research is for educational purposes only and is not investment or financial advice. Please do your own research before making any investment decisions. None of the information in this report constitutes, or should be relied on as a suggestion, offer, or other solicitation to engage in, or refrain from engaging, in any purchase, sale, or any other investment-related activity. Cryptocurrency investments are volatile and high risk in nature. Don't invest more than what you can afford to lose.
Tag(s):
Institutions
,
Trading
,
Cryptocurrency
,
Blockchain
,
Digital Asset
,
Data
,
API
,
Analytics
,
Derivatives
,
Research
,
Media