Unified options analytics across Deribit, OKX, Bybit, and Coincall with sub-second latency for quantitative funds executing volatility strategies
Even veteran desks can't see the entire volatility surface across exchanges in real time. Deribit's skew diverges from Bybit's midcurve while OKX posts stale chains. No tool shows the normalized, real-time, interpolated IV curve across all venues in one place.
Unified live IV surface modeling from four exchanges with greeks interpolation and anomaly detection.
By the time a trader identifies a profitable risk reversal (e.g., long 25D put / short 25D call) on one exchange vs another, the edge is gone. Tools like Genesis Volatility are 5–15 minutes late.
Real-time risk reversal differentials across venues with millisecond resolution — not a charting tool, but a trading edge detector.
Traders relying on option-derived synthetic spot often misestimate greeks when funding or spot slippage distorts it — especially on lower liquidity CEXs like Coincall or Bybit.
Dynamic synthetic spot model using VWAP-adjusted price, not midmark alone, correcting delta and IV model accuracy in real-time.
Most traders run their own janky Python scripts to track spread trades like: (Long 0.3 delta call on OKX, short 0.3 delta call on Deribit) But latency, format, and API inconsistency ruin reliability.
Direct module for building and monitoring cross-venue vol arb legs with auto-calculated edge, latency-adjusted.
Some exchanges list strikes faster than others. There's alpha in being first to detect and price a new strike or expiry, especially in altcoins.
Instant detection of new strikes, expiries, and OI creation across supported venues.
Human traders often fail to detect early signs of realized vol divergence in low-volume underlyings — until it's too late to reposition gamma.
Machine-learned detection of abnormal vol clustering and projected kurtosis drift, per instrument.
Executing cross-exchange volatility arbitrage with real capital deployment requirements
Operating on Deribit, OKX, Bybit, and Coincall seeking cross-venue pricing inefficiencies
Seeking intraday IV skew exploitability with execution-grade precision and speed
Requiring real-time market microstructure visibility for systematic volatility strategies
Ingests live options chains and spot feeds across Deribit, OKX, Bybit, and Coincall with sub-second latency
Normalizes disparate formats and greeks into a unified, queryable format for cross-exchange comparison
Identifies IV inefficiencies, pricing divergences, skew anomalies, and real-time arbitrage routes
Real-time data pipeline engineered for institutional-grade speed requirements
Proprietary IV surface comparison engine normalizing exchange-specific calculations
In-house algorithms tuned specifically for short-lived crypto options mispricings
Portable integration designed for fund infrastructure and automated execution systems
Invite-only cohort of 20 active quantitative funds and select solo practitioners
Expanded access with additional exchange integrations and enhanced analytics suite
Limited to 20 institutional participants. Priority given to funds with active options trading operations.