Downloading real time Bitcoin option data from Deribit API and formulate a quadratic equation to figure out the relationship between Strikes and mark IV
Summary: This project is to demonstrate how to download the cryptocurrency option data through Deribit public API and using the data to formulate a quadratic equation in order figure out the relationship between Strikes and mark IV on the volatility curve of both call & put.
The steps will be as following:
- Download the data from Deribit public API
- Extract the different strikes and mark IV on certain period option contract (eg.24 Jun 2022)
- Formulate a quadratic equation with strikes and mark IV
- Save the data and formula on CSV file
- Refresh the date every one minute
If you want to do more about Deribit API, please feel free to visit following link: Deribit API: https://docs.deribit.com/?python#deribit-api-v2-0-1