Volatility Lab & Greeks Engine
3D Implied Volatility Surface, 52-Week IV Rank Gauges & Risk Exposures
BTCUSDT 3D Implied Volatility Surface (Moneyness vs DTE)
Live Spot: $76650.00 | Strike Manifold: $75000 – $78000 | Dynamic Vol Skew
Black-Scholes Inversion
Calibrating 3D Volatility Manifold...
52-Week IV Rank & Percentile
Custom HMM EngineBTCUSDTACTIVE
Spot: $76650.00•IV: 52.0%
42%Rank
38%Pctl
ETHUSDT
Spot: $2465.00•IV: 58.0%
55%Rank
51%Pctl
SOLUSDT
Spot: $101.50•IV: 72.0%
68%Rank
72%Pctl
BNBUSDT
Spot: $727.00•IV: 45.0%
38%Rank
41%Pctl
XRPUSDT
Spot: $1.30•IV: 65.0%
71%Rank
69%Pctl
Volatility Regime Historical Milestones
Markov HMM ModelAug 15
Low Vol
VIX 13.2
Aug 20
Normal
VIX 15.4
Aug 25
Normal
VIX 16.1
Aug 28
Elevated
VIX 19.8
Sep 01
Normal
VIX 16.2
Sep 02
Normal
VIX 16.5
Portfolio Greeks Exposure Heatmap
Delta-Neutral Track| Symbol | Delta (Δ) | Theta/Day (Θ) | Vega (ν) | Gamma (Γ) | Status |
|---|---|---|---|---|---|
| BTCUSDT | +120 | +$45 | -80 | 15 | COMPLIANT |
| ETHUSDT | -80 | +$62 | -120 | 20 | COMPLIANT |
| SOLUSDT | +140 | +$35 | -95 | 40 | COMPLIANT |
| BNBUSDT | -21 | +$38 | -45 | 25 | COMPLIANT |
| XRPUSDT | +48 | +$28 | -62 | 30 | COMPLIANT |