Options

Velo uses TradingView's library to support seamless switching of coins and timeframes. Data updates live up to 5x per second and users may save up to 4 layouts that will persist across browser sessions, as well as display the chart in full screen.

The charting technology is provided by TradingView, a platform for traders and investors. It offers advanced charting tools where people driven by markets can track major upcoming events in the Economic calendar, chat, chart, and prepare for trades.

DVOL

DVOL is Deribit's implied volatility index. Velo displays the mark price of the index itself.

Price Overlay

Price overlay shows the mark price of the selected coin's perpetual future on Deribit.

Volume

Volume is viewable in contracts, notional, or premium terms, and in the form of call and put, call minus put, or total.

Contract volume is the actual number of contracts traded. Notional volume is the number of contracts traded times the price of each contract's underlying future. Premium is the dollar price of the option times the number of contracts traded.

Greeks

Greeks are calculated using the Black Scholes formula. Velo may price each option with a perpetual, dated, or interpolated underlying future.

  • Traded amounts of delta are viewable in terms of coins or dollars, and in the form of call and put, call minus put, or total.

  • Traded amounts of gamma are viewable in terms of coins or dollars.

  • Traded amounts of vega are viewable in terms of coins or dollars.

RV

The realized volatility for the selected underlying (BTC or ETH), shown by default as 30 day realized volatility and with a spread to the DVOL index. The spread to DVOL is best viewed only when RV is kept as the default 30 day measure.

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