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Using a Spot and Implied Volatility Scatter Plot

Article Amberdata research
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Summary

The document introduces a chart that plots spot price against implied volatility (DVol) for Deribit options. Its purpose is to help traders inspect the relationship between the two variables and see how implied volatility corresponds to different spot levels or bullish and bearish moves.

The note gives a navigation path to the chart in the Amberdata interface, but it provides no chart example, underlying data, calculation method, or measured correlation. The visualization is therefore presented as a way to explore spot and volatility together, not as evidence of a stable predictive relationship. Traders would need to assess the data and time period themselves before using any observed pattern to inform a trade.

Key ideas

  • The scatter chart compares spot price levels with implied volatility.
  • It can help users inspect how implied volatility varies across different spot levels.
  • The document offers no sample data or validation of predictive value.

Tags

OptionsVolatilityCrypto

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.