Data You Can Trust

Oracle Solutions

Access real-time, high-frequency derivatives data via secure push and pull-based Oracle solutions. Designed for DeFi protocols, exchanges, and institutional systems.

Discover our Push & Pull Oracles

Data API

Programmatic access to tick-level, minutely, and derived data across spot, perpetual, and options markets — built for quants, analysts, and institutional workflows.

Discover our APIs

Calls

Forward:
80000
01MAY24
Puts
BS IV
Bid
Ask
Strike
Bid
Ask
BS IV
0.7
8000
12000
15000
85000
350
375.50
380
0.7
0.7
8000
12000
15000
86000
350
375.50
380
0.7
0.7
8000
12000
15000
88000
450
475.50
520
0.7
0.7
8000
12000
15000
87000
350
375.50
380
0.7

Derive

The Leading DeFi Options Exchange

“Block Scholes have been fantastic partners and instrumental to the successful launch of Lyra v2. Their reliable, performant data feeds have formed the backbone of over $800m in options trading volume in 2024 alone.”

D2X

Institutional Regulated Crypto Futures & Options Exchange

“The Block Scholes implied volatility service reliably provides us with key information for accurately pricing options and performing robust risk management on our digital derivatives market.”

Silver 8 Capital

Digital Assets Hegde Fund

“We selected Block Scholes as our provider of derivatives data, research and analytics after conducting a thorough review of available offerings. The products are built by an experienced team and underpinned by robust financial engineering, helping us to meet our trading objectives. A refreshingly institutional offering in this space!”

Oracle Solutions

The uniquely complete financial data engine for next-gen crypto-native applications.

Robust Composite IV

On-chain access to volatility surface points for any strike or expiry — minimise smart contract complexity and latency.

Chain Configurable

Our unique architecture enables seamless deployment to your required blockchain.

Trustworthy Updates

EIP712 signatures on every data point ensure verifiable quality & authenticity.

High-Frequency Pricing

Receive reliable pricing updates down to every second across the whole surface.

On Chain (Push)

Quick and simple direct delivery in your smart contract. Any data you need, in a couple lines of code  

Start Integrating

Off Chain (Pull)

Blazing fast feeds, delivered off-chain & secured on-chain. Live or delayed updates, packaged for cost-effective delivery to your smart contracts.

API Reference

On-demand (Tailored)

Specifically fit to the smart contract design matching your ambitions & vision. We make it happen.

Request

Trusted by clients - our data powers 80% of options volumes on DEXes

Data API

TradFi precision, DeFi Reliability, CeFi speed. Robust connectivity powering mission-critical systems across the financial industry spectrum.

Robust Composite IV

On‑demand volatility surface points for any strike/expiry to reduce development time and complexity.

Blazing Throughput

50 Million+ data points/hour processed with speed, stability, and precision.

22+ Venues. One Feed.

Includes major venues and custom synthetic sources for full market coverage.

Trusted Market Feeds

Derived data updated as fast as every 200ms. Retrieve it via REST or WebSocket using a streamlined JSON-RPC interface.

Web Socket API 

Stay ahead of markets with live greeks, volatility and rates updates. Realtime pricing for spot, perpetuals, futures & options across the crypto universe.

Start Integrating

REST API 

Live, recent or historical access to the entire universe of crypto data for derivatives and beyond.

API Reference

Bespoke

Delivery fit to your system needs , from AWS S3 bucket access links to adhoc CSV data dumps. We make it happen.

Request

FAQ

Everything about Block Scholes products, team, and more!

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What is Block Scholes?

Block Scholes is an institutional-grade analytics, data, and research platform that provides interactive analytical tools and advanced quantitative models

What kind of products does Block Scholes offer?

Block Scholes offers interactive analytics, analysis of spot, futures, and options markets, historical data visualization, and custom charting in a cloud-native desktop environment.

Who is behind Block Scholes?

The team at Block Scholes consists of professionals with extensive experience in derivatives structuring and trading, portfolio management, and senior roles at investment banks.

What type of research does Block Scholes cover?

Block Scholes conducts original research, analysis, and market strategy covering digital assets, decentralised finance, derivatives, and macro.

How can Block Scholes benefit institutional users?

Block Scholes provides institutional-grade analytics and advanced quantitative models, making it a valuable platform for institutional users seeking in-depth market insights and research tools.