Bloomberg — Cryptocurrency Implied Volatility Data

Block Scholes provides institutional-grade cryptocurrency implied volatility data through Bloomberg, designed for professional traders, risk managers and quantitative analysts who need reliable tools for pricing derivatives, assessing market sentiment and managing portfolio risk in digital asset markets. The dataset covers BTC and ETH volatility surfaces across a range of standard tenors, giving users a consistent way to analyse term structure, skew and tail-risk.

What makes the product particularly valuable is its combination of institutional-quality methodology and practical usability. The data is built using a robust composite approach and an SVI-based framework designed to track the largest crypto options markets in real time with greater rigour than fragmented single-venue observations. This allows users to work with a more stable and representative view of crypto implied volatility, rather than stitching together raw market data themselves.

The product is also designed to fit naturally into institutional workflows. It is available as both a live streaming feed and scheduled daily snapshots, and supports multiple market conventions, including Call/Put and Risk-Reversal/Butterfly formats. This means clients can use the data for a wide range of applications, from derivatives pricing and relative value analysis to risk monitoring, valuation and research.

The key differentiation is that Block Scholes brings specialised crypto derivatives expertise directly into Bloomberg. Instead of offering only raw or venue-level data, we provide structured, decision-useful volatility analytics that help institutions analyse digital asset options markets with a level of rigour more comparable to traditional asset classes. By embedding this intelligence within Bloomberg, we make crypto options analysis more accessible, standardised and actionable for professional market participants.