Crypto Volatility Data on Bloomberg

Block Scholes now contributes institutional-grade implied volatility data for cryptocurrency options markets to Bloomberg. Constructed with a focus on institutional quality, the dataset is designed to robustly track the largest cryptocurrency options markets in real time. It enables professional traders, risk managers and quantitative analysts to price derivatives, assess market sentiment and manage portfolio risk in the digital asset space, with the convenience, power and flexibility of Bloomberg workflows.

By bringing Block Scholes cryptocurrency volatility data into Bloomberg, institutions can access BTC and ETH options intelligence within an established market data environment. The integration makes it easier to monitor volatility surfaces, compare skew and term structure, and work with forward levels alongside broader market workflows. For firms active in digital assets, it provides a direct route to high-quality crypto derivatives data inside the Bloomberg Terminal.

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Access

Block Scholes provides Bloomberg complete volatility surfaces for ETH & BTC across key tenors ranging from 1 week to a year. Which are available as a Live stream* (BSL1) or 3 snapshots a day (BSL2). Our data is constructed using the Stochastic Volatility Inspire (SVI) parametrization model as a Composite aggregate of the largest options markets at the time of delivery with data available in both Call/Put format and Risk-Reversal/Butterfly conventions for flexibility.

Block Scholes cryptocurrency implied volatility data found on Bloomberg is designed for professional traders pricing cryptocurrency options and volatility strategies, risk managers assessing skew, smile and demand for tail-risk protection, quantitative analysts building models, screens and systematic workflows around crypto derivatives and many more individuals across the digital assets space.

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_{* Please contact us to gain access to BSL1 via Bloomberg.}