The analytical layer institutions rely on for derivatives. Volatility surfaces, structured data, and market-leading research — delivered via API, on-chain oracle, and the Bloomberg Terminal.
* Data shown is for illustrative purposes only
● BTC ATM 30D 54.2%
● ETH ATM 30D 62.7%
● SOL ATM 30D 88.4%
● BTC 25D RR -4.1%
● ETH 25D RR -2.8%
● BTC Skew 7D -6.2%
● ETH Fly 30D 2.4%
● BTC Term Slope +2.3
90%+
Of on-chain options volume powered by BS data
60+
Years combined financial markets expertise
30+
Data sources and venues integrated
Bloomberg Terminal
Institutional investors gain direct access to our analytics — including implied volatility surfaces — giving portfolio managers the tools for sophisticated crypto derivatives analysis within their existing workflows.
BTC-USD IMPLIED VOLATILITY SURFACE
Source: Block Scholes
STRIKE
7D
30D
60D
90D
0.8×
58.2
52.4
48.1
45.8
0.9×
52.1
48.7
45.2
43.1
ATM
48.5
46.2
43.8
41.5
1.1×
51.3
47.9
44.6
42.2
1.2×
56.7
51.4
47.3
44.1
Powered by Block Scholes Composite IV
On-Chain Volatility Infrastructure
Data Sources
Deribit
OKX
Bybit
CME
+Many More
Block Scholes
SVI-calibrated surfaces
Outputs
On-chain
Applications
Research
Margin Engines
DEXs
Block Scholes delivers institutional-grade implied volatility surfaces on-chain, aggregating real-time data from 30+ exchanges into SVI-calibrated outputs powering DeFi protocols, margin engines, and trading applications.
Products & Solutions
From real-time data feeds and oracle infrastructure to research and strategy tools.
90%+ of on-chain options volume
Access real-time, high-frequency derivatives data via secure push and pull-based Oracle solutions. Designed for DeFi protocols, exchanges, and institutional systems.
On-chain (Push)
Off-chain (Pull)
Tailored integrations
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Transaction Confirmed
Block: 10000001 · Tx: 0x2a84...80c
{ loading... }50M+ data points/hour
Programmatic access to tick-level, minutely, and derived data across spot, perpetual, and options markets — built for quants, analysts, and institutional workflows.
WebSocket API
REST API
22+ venues
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Discover market-leading insights in crypto-asset derivatives, trusted by global financial institutions. Award-winning research from Cambridge and Imperial.
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Block Scholes Bot
Volatility Insights
Block Scholes
📉 BTC 7d ATM IV: 58.4% (+3.2%)
09:41
BLOCK SCHOLES
Perp Open Interest Backs Recent BTC Rebound
Real-time analytics dashboard — IV timeseries, volume breakdown & open interest across BTC, ETH and SOL derivatives markets.
Real-time analytics dashboard — IV timeseries, volume breakdown & open interest across BTC, ETH and SOL derivatives markets.
Volatility Insights
AI-powered
Natural language in, backtests out. Institutional volatility data combined with AI-powered conversational interface for strategy research.
MCP-native
Trade-by-trade PnL
Greeks evolution
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STRATEGY PROMPT
"Every time BTC 7d ATM volatility spikes 5% on a rolling daily basis, sell a 14-day 40-delta call and hold until expiry."
Trade Log
Client Testimonials
Digital Assets Hegde Fund
Silver 8 Capital
Institutional Regulated Crypto Futures & Options Exchange
D2X
The Leading DeFi Options Exchange
Derive
Digital Assets Hedge Fund
“We selected Block Scholes as our provider of derivatives data, research and analytics after conducting a thorough review of available offerings. The products are built by an experienced team and underpinned by robust financial engineering, helping us to meet our trading objectives. A refreshingly institutional offering in this space!”
Institutional Regulated Crypto Futures & Options Exchange
“The Block Scholes implied volatility service reliably provides us with key information for accurately pricing options and performing robust risk management on our digital derivatives market.”
The Leading DeFi Options Exchange
“Block Scholes have been fantastic partners and instrumental to the successful launch of Lyra v2. Their reliable, performant data feeds have formed the backbone of over $800m in options trading volume in 2024 alone.”
Bybit
Bloomberg
ADCB
Panoptic
Derive
Silver 8 Capital
D2X
Hyperdelta
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RWAX
Joyride
Latest Updates
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Block Scholes Brings Crypto Options Data to the Bloomberg Terminal
Institutional investors now have access to analytics such as implied volatility surfaces directly within their existing workflows.
Block Scholes Named #1 UK Crypto Company to Watch in 2026
Block Scholes stands out by offering in-depth, intelligent data on crypto markets with advanced trading tools.
Block Scholes to supply institutional-grade trading data to Sygnum bank
Sygnum, the world's first digital asset bank, joins Block Scholes' fast-growing portfolio of enterprise clients.
Read the latest coverage featuring Block Scholes across leading industry publications.
View all →Credentials
Trusted by institutions worldwide. Our FCA registration enables us to deliver trade recommendations and financial products to professional market participants — a credential held by few in the cryptocurrency sector.
Registration #989043 — authorized for regulated activities in the UK
Research paper awarded by the University of Cambridge
Research paper awarded by Imperial College London
Named top company to watch in 2026 by The Data City — 124% annual growth
