Crypto options

Tactical leverage and asymmetric payoff. European-style options on BTC and ETH, cash-settled in USDT, with a full greeks dashboard.

Cash-settled at expiry against the spot index — no early exercise risk.

Short-dated 0DTE for tactical hedges, weeklies and quarterlies for structured plays.

Delta, gamma, theta, vega and rho per contract, plus implied volatility surface.

The greeks, decoded

Delta (Δ)

Sensitivity to a $1 move in the underlying.

Gamma (Γ)

Rate of change of delta per $1 move.

Theta (Θ)

Daily time decay of the option premium.

Vega (ν)

Sensitivity to a 1% change in implied volatility.

Rho (ρ)

Sensitivity to a 1% change in interest rate.

Browse the live option chain, model PnL with our payoff builder, and submit one-click structured strategies.

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