February 10, 2023

Fresh New Features - The Option Skew [Shadow]

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Welcome to Amberdata Derivatives Fresh New Features where we go in-depth on features that have recently been built for our ADD customers. Analyzing the Volatility Smile in both Strike View & Delta View.

Footprint Volatility Curves

We’ve added a cleaner way to analyze the current and past behavior of the volatility smiles.

Combine these charts with the “Volatility footprint” (below) for truly holistic insights.

Amberdata Derivatives Footprint Volatility Curves Deribit BTC

Shadow Skew Strikes

This Amberdata Derivatives chart depicts for the selected expiration, the implied volatility curves time, across a strike space.

Shadow Skew Delta

This chart depicts for the selected expiration, the implied volatility curves time, across a delta space. Using delta, instead of specific strikes gives the possibility to compare curves in time without any distortion caused by underlying price move.

Amberdata Derivatives Shadow Skew Delta Deribit BTC

How to find this chart? Options → Deribit → Historical

Find the chart HERE:

Click here to learn more about Amberdata.

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

Amberdata

Amberdata is the leading provider of global financial infrastructure for digital assets. Our institutional-grade solutions deliver data, analytics and comprehensive tools and insights that empower financial institutions to research, trade, and manage risk and compliance in digital assets. Amberdata serves as a...