Institutional-grade tools for crypto-asset derivatives
Block Scholes provides cutting-edge tools & research with use cases across crypto-asset derivatives.
Trusted by global leaders
Our Solutions
Our solutions leverage our institutional-grade data and pricing models across three verticals.
Comprehensive Derivatives Data
Access highly detailed historical and live data across all covered derivative instruments and markets, with connectivity to all major exchanges.
Rich Data Streams
Tap into our extensive crypto options data through our API, featuring:
Mark pricing for any perps / futures / options
Index prices for any perps / futures / options / spot
Settlement prices
Real-time composite implied volatilities (IVs)
Robust Composite IV
On‑demand volatility surface points for any strike/expiry to reduce development time and complexity.
Dynamic Adjustments
Exchange weights shift with market conditions to maintain data quality.
Trustworthy Updates
EIP712 signatures on every data point ensure verifiable quality & authenticity.
High-Frequency Pricing
Receive reliable pricing updates down to every second.
Institutional-grade Research
Powered by Block Scholes data and read by institutions around the world.
Become a member
Gain access to award-winning academic research and regulated, tradable market insights
Regulated Research
Access Block Scholes award-winning research team with deep experience in options trading for bespoke trade ideas, structured products, financial engineering, valuation and risk.
Exclusive Markets Insights
Discover a comprehensive 360‑degree perspective of the crypto market, encompassing nuanced derivatives insights within a wider macroeconomic landscape.
Proprietary Indices
Explore a new angle on data with Block Scholes’ exclusive indices, designed to summarise the market at a glance.
DeFi Deep Dive
Keep track of the latest on‑chain trends easily with our user‑friendly charts and straightforward analysis.
Powerful Data Analytics Platform
Block Scholes offers API-driven tools for portfolio pricing and risk management.
Portfolio Insights
API access to pricing, back-testing and volatility engines
Independent valuations of derivatives and structured products
Portfolio risk models, metrics and reports
Advanced Analytics
Our platform delivers high-level analytics, tools, and data for sophisticated traders and DeFi protocols.
Comprehensive Market Data
Real-time and historical data, including spot, futures, and options, are available in our cloud-native application.
In-Depth Trading Analysis
Custom visualizations and historical analyses provide unique trading insights.
Exclusive Models
Access advanced pricing models and proprietary data.
FAQ
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Block Scholes is an institutional-grade analytics, data, and research platform that provides interactive analytical tools and advanced quantitative models
Block Scholes offers interactive analytics, analysis of spot, futures, and options markets, historical data visualization, and custom charting in a cloud-native desktop environment.
The team at Block Scholes consists of professionals with extensive experience in derivatives structuring and trading, portfolio management, and senior roles at investment banks.
Block Scholes conducts original research, analysis, and market strategy covering digital assets, decentralised finance, derivatives, and macro.
Block Scholes provides institutional-grade analytics and advanced quantitative models, making it a valuable platform for institutional users seeking in-depth market insights and research tools.