Research Analytics
Bitcoin Strike Options — Real-time Analysis Dashboard
📚 About this Dashboard
MVP-0 Belief Vol: Tracks belief volatility (σ̂) in logit space, detects jumps, and identifies market regimes (calm vs news).
MVP-1 Quoter: Shows bid/ask spreads in logit units, order imbalance (toxicity proxy), and reservation price adjustments.
MVP-2 Surface: Visualizes the volatility surface across all strikes, showing spread asymmetry and liquidity depth.
MVP-3 Greeks: Greeks in logit-domain (Δx, Γx, νb) for risk management and portfolio hedging across all strikes.