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June 23, 2023

Fresh New Features: Relative Volatility charts

By: Amberdata

Welcome to Amberdata Derivatives Fresh New Features where we go in-depth on features that have recently been built for our ADD customers. Check out this week’s new feature releases.

This chart depicts the relative implied volatility between Bitcoin and Ethereum in delta spaces.

The spread is measured by (BTC_IV - ETH_IV)

Amberdata derivatives delta volatility spread BTC and ETH delta spaces

Select any expiration for BTC and ETH to view an overlay of Delta IV smile.

Amberdata derivatives delta volatility spread BTC and ETH delta spaces. Skew Delta IV smile comparison

This chart depicts the relative implied volatility between Bitcoin and Ethereum in delta spaces.

The ratio is measured by (BTC_IV / ETH_IV)

Amberdata derivatives delta volatility ratio BTC IV and ETH IV

These charts are best served with a side of fresh dealer gamma profiles!

BTC

Amberdata derivatives BTC dealers gamma profile at Deribit

ETH

Amberdata derivatives ETH dealers gamma profile at Deribit

How to find this chart? Options → Deribit → Current Relative Vol

Find the chart HERE:

Click here to learn more about Amberdata.

BTC Options Report

Tag(s): Trading , Cryptocurrency , Blockchain , Bitcoin , Ethereum , Data , API , Analytics , Derivatives , Research

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