Products

Institutional-grade tools for crypto-asset derivatives

Block Scholes provides cutting-edge tools & research with use cases across crypto-asset derivatives.

Trusted by global leaders

Derive

The Leading DeFi Options Exchange

“Block Scholes have been fantastic partners and instrumental to the successful launch of Lyra v2. Their reliable, performant data feeds have formed the backbone of over $800m in options trading volume in 2024 alone.”

D2X

Institutional Regulated Crypto Futures & Options Exchange

“The Block Scholes implied volatility service reliably provides us with key information for accurately pricing options and performing robust risk management on our digital derivatives market.”

Silver 8 Capital

Digital Assets Hegde Fund

“We selected Block Scholes as our provider of derivatives data, research and analytics after conducting a thorough review of available offerings. The products are built by an experienced team and underpinned by robust financial engineering, helping us to meet our trading objectives. A refreshingly institutional offering in this space!”

Our Solutions

Our solutions leverage our institutional-grade data and pricing models across three verticals.

Comprehensive Derivatives Data

Access highly detailed historical and live data across all covered derivative instruments and markets, with connectivity to all major exchanges.

Rich Data Streams

Tap into our extensive crypto options data through our API, featuring:

Mark pricing for any perps / futures / options
Index prices for any perps / futures / options / spot
Settlement prices
Real-time composite implied volatilities (IVs)
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Robust Composite IV

On‑demand volatility surface points for any strike/expiry to reduce development time and complexity.

Dynamic Adjustments

Exchange weights shift with market conditions to maintain data quality.

Trustworthy Updates

EIP712 signatures on every data point ensure verifiable quality & authenticity.

High-Frequency Pricing

Receive reliable pricing updates down to every second.

Institutional-grade Research

Become a member

Gain access to award-winning academic research and regulated, tradable market insights

Discover our research

Regulated Research

Access Block Scholes award-winning research team with deep experience in options trading for bespoke trade ideas, structured products, financial engineering, valuation and risk.

Exclusive Markets Insights

Discover a comprehensive 360‑degree perspective of the crypto market, encompassing nuanced derivatives insights within a wider macroeconomic landscape.

Proprietary Indices

Explore a new angle on data with Block Scholes’ exclusive indices, designed to summarise the market at a glance.

DeFi Deep Dive

Keep track of the latest on‑chain trends easily with our user‑friendly charts and straightforward analysis.

FAQ

Everything about Block Scholes products, team, and more!

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What is Block Scholes?

Block Scholes is an institutional-grade analytics, data, and research platform that provides interactive analytical tools and advanced quantitative models

What kind of products does Block Scholes offer?

Block Scholes offers interactive analytics, analysis of spot, futures, and options markets, historical data visualization, and custom charting in a cloud-native desktop environment.

Who is behind Block Scholes?

The team at Block Scholes consists of professionals with extensive experience in derivatives structuring and trading, portfolio management, and senior roles at investment banks.

What type of research does Block Scholes cover?

Block Scholes conducts original research, analysis, and market strategy covering digital assets, decentralised finance, derivatives, and macro.

How can Block Scholes benefit institutional users?

Block Scholes provides institutional-grade analytics and advanced quantitative models, making it a valuable platform for institutional users seeking in-depth market insights and research tools.