Spot vs. Vol

Plots historical values for a range of spot indicators, and volatility at various times to expiration

Select a time period to plot historical value for the selected spot indicator. Can also sweep with the mouse from left to right on the graph to select a given time interval.

Spot indicators for selected cryptocurrency include:

Candlesticks: Chart used in technical analysis that displays the high, low, open, and closing prices of the cryptocurrency.

Return: Return over the selected time window.

Average: Average over the selected time window.

Volume: Volume over a selected time window.

% Positive: Percentage of positive and negative returns over a selected time window.

Beta-ATM30: Beta coefficient for a 30-day at-the-money (ATM) implied volatility.

Additionally:

Volatility: Select to plot implied ATM volatility or realized volatility.

Trail/Fwd: For realized volatility only, select Trailing or Forward. Trailing volatility is realized volatility over the preceding time window. Forward volatility is realized volatility over the following time window.

Window (days): For implied volatility, select a time to expiration. For realized volatility, choose a time window.