Deribit's Options Data



This repository contains data collected from the bitcoin options exchange Deribit and the R codes used in the following paper:
Lai T. Hoang, Dirk G. Baur, 2020, Forecasting Bitcoin Volatility: Evidence from the Options Market.
Date made available30 Apr 2020
PublisherThe University of Western Australia
Date of data production12 Feb 2020


  • bitcoin options
  • Deribit
  • bitcoin
  • implied volatility
  • volatility forecasting

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