Crypto Options Analytics

Real-time cryptocurrency options analytics dashboard with implied volatility surfaces, Greeks visualization, and pricing model calibration.

Features

Analytics

• IV Surface Visualization: 3D implied volatility surface across strikes and expirations
• IV Curve Charts: Term structure and smile visualization
• Greeks Dashboard: Delta, gamma, theta, vega, rho for all options
• Model Calibration: Adjust pricing model parameters in real-time

Data

• Deribit API Integration: Live options data from Deribit exchange
• Real-time Updates: Streaming market data
• Multi-expiry Support: View options across all available expirations

Pages

• Analytics: IV surfaces and model calibration tools
• Trading: Options chain and execution interface
• Portfolio: Position tracking and P&L
• Settings: API configuration and preferences

Tech Stack

• Frontend: React 18, TypeScript, Vite
• Styling: Tailwind CSS
• Charts: Recharts, Plotly.js (3D surfaces)
• Math: math.js for options calculations
• API: Deribit public API

Getting Started

# Install dependencies
npm install

# Start development server
npm run dev

# Build for production
npm run build

Use Cases

• Volatility analysis and trading
• Options pricing model research
• Greeks monitoring for risk management
• Market microstructure analysis

License

MIT