Currently, the Greeks.live Data Lab has launched 11 charts. Below is a brief introduction using BTC as an example, presented in the default layout order.

Buttons

• You may switch to charts/tables by clicking the left button
• The zoom-in and zoom-out button is on the right

• On the left are chart-switching buttons.
• You may also click the calculator icon in the middle and switch to calculator mode.

1. ATM IV (At-the-Money Implied Volatility)

This chart displays the changes in implied volatility (IV) of at-the-money options (ATM) over time. It also overlays 7-day historical volatility (HV) for comparison.

By default, it shows the IV for 1 month, 3 months, and 6 months, along with 7-day HV. You can also choose to overlay HV for different days by clicking above and the upper-right corner.

2. 25Δ Skew (25-Delta Skew)

This chart shows the degree of volatility skewness between Call and Put options with a Delta of 0.25.

25Δ Skew = (25d Call IV - 25d Put IV) / ATM IV

3. Historical Volatility

This chart displays the historical volatility for options with different expiration dates. You can use the calculator view in the upper-right corner to customize.

Historical Volatility (HV), also known as Realized Volatility.

4. ATM Volatility Term Structure

This chart simultaneously shows the implied volatility for at-the-money options (ATM IV) and forward volatility (FWD IV) with different expiration dates.

FWD IV, for Forward IV. Divide the time period into near-term and far-term, and the IV after excluding near-term IV adjustments is the forward IV (similar to forward rates).

5. Option Flow (Option Trading Ratio)