Use Cases

Digital Options and Prediction Markets: Using IV for an Edge

Prediction markets on tokens like BTC and ETH are structurally identical to digital options — binary payoffs based on price outcomes. Traders using implied volatility data from the options market gain a quantitative edge over prediction market pricing, identifying mispricings where binary contract odds diverge from options-implied probabilities.

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SVI-Calibrated Surfaces for On-Chain Structured Products

Structured product protocols access SVI-calibrated volatility surfaces for pricing complex on-chain payoffs — covered calls, principal-protected vaults, and barrier options. Arbitrage-free surfaces across the full strike-expiry grid ensure institutional-grade accuracy for DeFi structured product vaults.

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Implied Volatility Feeds for On-Chain Lending Protocols

On-chain lending protocols integrate implied volatility feeds into their risk engines for volatility-aware collateral management. Real-time IV data enables dynamic parameter adjustments that respond to changing market conditions across crypto derivatives markets.

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Volatility Data for DeFi Margining and Collateral Engines

Supplying implied volatility data to DeFi margining engines that set dynamic collateral requirements. Protocols consume real-time IV feeds to adjust margin parameters based on current market conditions, protecting liquidity providers while maintaining capital efficiency across on-chain derivatives.

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Derivatives Pricing for Real-World and Tokenized Assets

Volatility models and index data for pricing derivatives on real-world and tokenized assets — commodities, equities, and FX pairs. Institutional-grade SVI surfaces and composite indices bridge DeFi infrastructure with traditional financial products for on-chain derivative protocols.

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Fair Mark Price Evaluation for Perpetual DEX Protocols

Providing fair mark price evaluations for perpetual DEX protocols by consuming DEX orderbooks and merging with spot and perpetual index data. Composite pricing from on-chain and centralised sources eliminates single-venue dependency and delivers institutional-grade reference prices for perpetual futures settlement.

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Fair Pricing Infrastructure for On-Chain Options Protocols

How on-chain options protocols use SVI-calibrated implied volatility surfaces for fair pricing across listed and non-listed tokens. Composite IV data aggregated from 22+ venues with EIP712-signed data points delivers verifiable, institutional-grade derivatives pricing infrastructure.

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Integrating Volatility Oracle Data into Smart Contracts

A guide to integrating implied volatility surface data into smart contracts via push and pull-based oracle delivery. EIP712-signed SVI-calibrated data enables on-chain protocols to price any option, on any point of the smile, for any supported token.

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AI-Driven Strategy Backtesting via MCP

AI agents design, execute, and iterate on cross-asset derivatives backtests through MCP — mixing options, futures, perpetuals, and spot in a single conversation. Theoretical and listed pricing modes reveal the gap between model edge and executable edge.

Automated Risk Monitoring with Agent-Driven Alerts

AI agents continuously monitor portfolio risk metrics — tracking vol skew shifts, term structure inversions, and Greeks thresholds — via MCP data feeds. Automated alerts fire when risk parameters breach predefined bounds, enabling institutional teams to respond before dislocations impact portfolios.

AI Research Assistants for Crypto Derivatives Analysis

AI assistants query historical and live derivatives data conversationally — pulling IV surfaces, funding rates, open interest, and term structures on demand. Analysts ask questions in natural language and receive structured data responses grounded in real market data.

Autonomous Trading Agents Powered by MCP Derivatives Data

AI trading agents query real-time implied volatility surfaces, term structures, and Greeks natively via Model Context Protocol. Autonomous agents monitor vol regime shifts, identify mispricings, and execute systematic strategies without custom API integration.

Institutional Risk Dashboards with Regulatory-Grade Data

Building institutional risk dashboards for real-time portfolio VaR monitoring, vol skew tracking, and compliance-ready reporting. FCA-registered data provenance ensures regulatory-grade audit trails for institutional risk teams.

Weekly Derivatives Analytics: Options Market Structure and Vol Regimes

Weekly derivatives analytics covering BTC and ETH options market structure, volatility regime analysis, futures term structure dynamics, and macro-driven trading insights. Institutional-grade research grounded in calibrated data across major exchanges.