After a few months’ preparation, we launched Greeks Data Lab on June 10. It graphically displays options data from @Deribit, including Implied Vol, Skew, ATM Term Structure and options flows.
What’s more, there is no login required to access http://data.greeks.live!
And you can be redirected to our trading website by clicking Go to trade button at the top right corner.
So far, there are 8 charts shown on the site, and here is a brief introduction:
The ATM Implied Volatility Chart
It shows how implied volatility of 1 month, 3 months and 6 months ATM options change over time.
The three function keys in the upper right corner represent:
Zoom: zoom in on the time period when clicked, and can continue to zoom in continuously.
Zoom Reset: return to the last selected time period.
Restore: return to the default initial time period.
The ATM IV Term Structure Chart
It shows the ATM IV and FWD IV values for different expiration dates.
The IV Skew Chart
It shows the skew curve formed by the IV of options at different strike prices for the next two months.
The Option Flows Chart
It shows the volume and percentage of buy orders, sell orders, and block orders for call and put options for the past 24 hours and the past 1 hour.
The Options Open Interest Chart
It shows options open interest by different strike prices or expiration dates.