AD Derivatives Newsletter

Share this post

Fresh Features: DVol & ∆25 RR-skew

amberdataderivatives.substack.com

Fresh Features: DVol & ∆25 RR-skew

@g_vol
Dec 9, 2022
Share this post

Fresh Features: DVol & ∆25 RR-skew

amberdataderivatives.substack.com

This week we released a new visual. [options → deribit→ DVol]

This chart depicts the relationship between Deribit’s DVOL index and 30-DTE, ∆25 RR-Skew.

The scatter plot reflects the past month of hourly data, enabling users to quickly see the relationship (slope) between 30-DTE ∆25 RR and DVOL.

Another new release is the DVol ratio (or spread) between BTC DVol and ETH DVol.

Here we see ETH Dvol (divided by) BTC Dvol, allowing users to quickly see the vol. premium of ETH.

Share this post

Fresh Features: DVol & ∆25 RR-skew

amberdataderivatives.substack.com
Comments
TopNewCommunity

No posts

Ready for more?

© 2023 Amberdata Inc.
Privacy ∙ Terms ∙ Collection notice
Start WritingGet the app
Substack is the home for great writing