Options Volatility
options_volatilityCrypto options implied volatility (Deribit): DVOL index with 1y percentile, ATM IV term structure (7/30/90d) and inversion, 25-delta risk reversal and butterfly per expiry, 30d IV vs realized volatility, spot–vol correlation, 24h/7d skew and term changes, and the implied 1σ move for 1/7/30 days — how fast a move options price, not its direction. Pass several underlyings ("BTC,ETH") to compare.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| currency | Yes | Underlying symbol or comma-separated list (max 4), e.g. "BTC" or "BTC,ETH". |