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cryptovolatility

A collection of 3 issues

Crypto Implied Volatility Surfaces: Construction Techniques, Skew Analysis, and Strategic Trading Applications

Introduction The explosive growth of cryptocurrency options on venues such as Deribit, CME, and OKX has introduced a rich set of market signals for traders and risk managers. Among the most powerful of these signals is the crypto implied volatility surface— a three-dimensional map that shows how implied volatility (IV)

Crypto Volatility Indexes: Construction Methodologies, Sentiment Interpretation, and Strategic Trading Applications

Crypto Volatility Indexes: Construction Methodologies, Sentiment Interpretation, and Strategic Trading Applications Introduction Since the launch of Bitcoin options and perpetual futures, traders have demanded a reliable way to quantify the market’s nervousness or complacency. Enter the crypto volatility index (CVI), a benchmark inspired by the Chicago Board Options Exchange

Cryptocurrency Implied Volatility Surface Analysis: Smile Dynamics, Option Pricing Models, and Tactical Hedging Strategies

Introduction: Why Volatility Surfaces Matter in Crypto Markets Cryptocurrency option markets have matured rapidly, and traders now demand the same quantitative rigor that dominates traditional equity and foreign-exchange derivatives. At the heart of modern options analytics lies the implied volatility surface—a three-dimensional map linking strike, maturity, and market-implied volatility.