June 23, 2023
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)
Select any expiration for BTC and ETH to view an overlay of Delta IV smile.
This chart depicts the relative implied volatility between Bitcoin and Ethereum in delta spaces.
The ratio is measured by (BTC_IV / ETH_IV)
These charts are best served with a side of fresh dealer gamma profiles!
BTC
ETH
How to find this chart? Options → Deribit → Current Relative Vol
Find the chart HERE:
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Tag(s):
Trading
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Cryptocurrency
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Blockchain
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Bitcoin
,
Ethereum
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Data
,
API
,
Analytics
,
Derivatives
,
Research