Deribit's Options Data

Lai Hoang (Creator)
Dirk Baur (Creator)

UWA Business School

Dataset

Description

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 available	30 Apr 2020
Publisher	The University of Western Australia
Date of data production	12 Feb 2020

Keywords

bitcoin options
Deribit
bitcoin
implied volatility
volatility forecasting

Contact person

Lai Hoang

DOI
10.26182/5eabbcb4fbf28

Access Dataset

Deribit_w_IV.csv
File: application/octet-stream, 142 MB
Type: Dataset
Licence: CC BY
instrument_name.csv
File: application/octet-stream, 482 KB
Type: Dataset
Licence: CC BY
Price_5m.csv
File: application/octet-stream, 153 MB
Type: Dataset
Licence: CC BY
Deribit_BTC_option_all.rds
File: application/octet-stream, 16.5 MB
Type: Dataset
Licence: CC BY

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