📢 Interpolated IV Metrics

Skew is widely used to read crypto options, but it captures only one slice of a much richer volatility surface. Interpolated IV provides a structured view of how the market prices risk across specific deltas and maturities.
We’ve expanded our options coverage with standardized IV curves for BTC, ETH, SOL, XRP, BNB & PAXG, mapped at:

• 5D–50D deltas
• 1w, 1m, 3m, 6m maturities
• Calls & Puts

Why does this matter?

Raw options data is uneven as strikes are irregular, expiries are thin, and liquidity shifts throughout the day. Interpolation cleans the surface, fills gaps, and provides consistent values at every timestamp.

This allows you to:

🔹Pinpoint where the market is paying for downside protection
🔹Track shifts in call-side demand and rotations into higher-beta assets
🔹Compare crash risk across assets
🔹Monitor short-term stress vs longer-term repricing through the term structure
🔹Use clean, stable IV series directly in systematic strategies

📰 glassno.de/48Gquiw