Block Scholes Research

Research

Our derivatives insights reports cover a weekly Analytics Report which showcases our proprietary data and analytics platform to detail key derivative metrics. Our Volatility Report is released once per month, providing a deep-dive analysis of the crypto's volatility market and its reaction to recent events, or highlighting a notable market dislocation.

Crypto Derivatives

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Analytics Report - 7th Feb 23

Binary Volatility

Volatility Report - 27th Jan 23

Crypto Derivatives

Analytics Report - 24th Jan 23

Crypto Derivatives

Analytics Report - 17th Jan 23

Crypto Derivatives

Analytics Report - 10th Jan 23

Crypto Derivatives

Analytics Report - 3rd Jan 23

Crypto Derivatives

Derivatives Analytics - 20th Dec 22

Crypto Derivatives

Analytics Report - 13th Dec 22

Crypto Derivatives

Derivatives Analytics - 6th Dec 22

Block Scholes Implied Volatility Index (BSIV)

Volatility Report - 5th Dec 22

Crypto Derivatives

Derivatives Analytics - 29th Nov 22

Crypto Derivatives

Analytics Report - 22nd Nov 22

Crypto Derivatives

Analytics Report - 15th Nov 22

Crypto's Volatility Collapse

Volatility Report - 30th Oct 22

Crypto Derivatives

Analytics Report - 22nd Sep 22

Miner Splash in the Options Market

Volatility Report - 8th Sep 22

No Skews Is Good News

Volatility Report - 1st Aug 22

Weekly Market Commentaries highlight interesting charts of the week, delve into the details of market dynamics, or discuss our insights into crypto's futures markets and volatility surfaces. These reports provide an in-depth look at topical events in digital assets.

Perpetual Motion

2nd Feb 23

Skewed Over

26th Jan 23

21 Again

19th Jan 23

Shift Happens

12th Jan 23

Lose the Smirk

6th Jan 23

Unstable Stability

30th Dec 22

Smile Symmetry

23rd Dec 22

Pandemic Smiles

9th Dec 22

Ambivalent Conviction

2nd Dec 22

Divergence Between Extremes

28th Nov 22

Volatility Canyon

18th Nov 22

Fear, Uncertainty, and Due Diligence

10th Nov 22

Strange Skews

31st Oct 22

Fractional Reserve, Fractional Stability

26th May 22

Volatility In The Aftermath

16th May 22

Terra-Fying De-Peg

11th May 22

Our Thematic Reports explore a variety of topics in the blockchain ecosystem; diving into the depths of DeFi protocols, analysing the effects of different actors in the ecosystem and much more. Our reports shed light onto complex and often misunderstood concepts and provide readers with valuable and coherent insights.