options market analyticsby GDTQ
Research interface / BTC

A clearer view of a fragmented options market.

Live tick data from a fragmented crypto options market, turned into analytics you can trace. Our own agents run the routine every day; a person watches them.

Explore the design How the numbers are made
Design preview · market values intentionally withheld
MARKET OBSERVATION / BTC
ILLUSTRATIVE LAYOUT
OPTIONS / EXPLAINED IN THREE DIMENSIONS

Volatility has a shape.

ILLUSTRATIVE MODEL · NOT MARKET DATA
Sample BTC options volatility surfaceA three-dimensional wireframe with higher implied volatility toward lower strikes and changing height across expiries. Values are illustrative.
01 / 03
Across strikes

The curve bends as the strike changes.

Coverage
BTC options
Indicators
Curated indicators
Research stance
Traced data
Human oversight
On the loop
01 / Explore the market

Measurements, with context.

Start with a market question. Each view pairs a history chart with definitions, source and time, so readers can inspect the measurement behind the headline.

This is a design preview. No indicator is cleared for public display. Publication approval for Deribit market data and derived data is not documented, and the review does not verify production feed health. Analytics and research only. Not investment advice, not an offer of financial services, no trading or asset management on this site.
No market data displayed
Volatility and skew / BTC

IV term structure by expiry

ATM implied volatility across listed expiries, with a fixed 30-day interpolation.

Chart data is not displayed in this design preview.
Design previewNo market values displayed
Indicator 01

ATM implied volatility by expiry

— awaiting data
BTC · by expiry · mark IV · input time pending
1Y LOW1Y HIGH
Range position appears with verified data
Indicator 02

25Δ risk reversal

— awaiting data
BTC · interpolated by delta · greeks archive needed for history
1Y LOW1Y HIGH
Range position appears with verified data
02 / The method

Not one agent, but many, each with a defined job.

Collections, computations and checks form a repeatable daily routine. Each published measurement needs its source and timestamp in the data layer.

01

Collect the market

Tick data enters a traced data layer. Contract terms, quoting and trading hours remain visible rather than being flattened away.

02

Compute and check

Agents run market observation and analytics daily. A broken limit raises an alert; a person watches and can stop the agents.

03

Review what goes out

Research and evaluation, and every report that goes out, require a person to approve the result.

03 / Sources and structure

One market, spread across venues that don't fit together.

The same underlying can be quoted in different units, settled in different assets and traded on different schedules. A useful cross-venue view has to respect those differences.

Read the collection research ↗
Public sourceDeribit options data
Reference dataBinance spot and perpetual markets
Other venue typesListed ETF options, RFQ platforms and OTC desks under agreement
ComparabilityContract size · settlement · quoting · hours · visibility
04 / Research

The data layer has a paper trail.

Collection and low latency processing are part of the research itself, not just plumbing behind the charts.

CVC '25 / Publication

A Low-Latency System for Collecting Massive Crypto Option Tick Data from Deribit

DOI 10.1109/CVC65719.2025.00013

View paper ↗
05 / By GDTQ

Agents you can trust, on data you can trace.

Options market analytics is a research view by GDTQ for financial institutions and market professionals. The public release will show dated, sourced measurements once the data and publication checks are complete.

Research collaboration

Explore a research project with GDTQ.

Contact and project links will connect to the GDTQ site when the destination is confirmed.