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Options Greeks & volatility surface
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Options Greeks & volatility surface

Explore option risk with a free calculator and timestamped crypto option snapshots from Deribit, OKX and Bybit.

No separate subscription: the free experience includes the calculator and the nearest 3 BTC expiries. Pro and Lifetime include BTC/ETH, up to 12 expiries and activity filters. Snapshots refresh at most once per minute; no AI credits are used. Pro →

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Option activity

US and international equity options, Cboe trade flow and dark pool feeds are not connected. Chart candles cannot replace an option chain. Volume/open interest is an activity ratio, not evidence of institutional buying or a gamma squeeze.

The example inputs are hypothetical. Black–Scholes values European options; the 256-step CRR tree approximates American early exercise. Rates and continuous dividend yields are annual percentages; time uses ACT/365. These vanilla models do not reproduce inverse crypto settlement, discrete dividends or venue execution prices.

Volatility (%) →