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Volatility Surface Visualizer

Volatility Surface Visualizer is an open-source Python client-server application that calculates cryptocurrency options implied volatility from Deribit mid-market prices using a naive Black-Scholes method, then plots it against delta or strike and time to expiration.

Independent OpenViST project profile, based on linked sources.

Volatility Surface Visualizer — OpenViST project profile in Exchanges & Trading.
OpenViST project illustration. See the linked sources for product details.
Understand the project

Practical overview

When it fits

Use it when a focused visual view of Deribit cryptocurrency options implied volatility is more useful than looking at individual mid-market prices.

Who it is for

  • Options-market readers who want to inspect implied volatility across strikes or deltas and expirations.
  • Developers who want to run or adapt a Python-based Deribit options visualization.

Documented uses

  • View implied volatility across option delta or strike and time to expiration.
  • Compare options volatility across expiration dates.
  • Start a separate websocket server for live data support.
Before you choose

Requirements & limits

  • The volatility calculation uses a naive Black-Scholes method applied to Deribit mid-market option prices.
  • The repository documents both a main server and a separate websocket process for live-data support.
  • The live-data websocket requires Deribit API key and secret credentials.

Check current requirements in the official documentation. Source-based guidance does not mean OpenViST has run or independently tested this project.

Source-based practical guide

Set up the visualizer server on Ubuntu

Prepare the documented dependencies and database, then start the application server.

Before you start

  • Python 3
  • python3-pip
  • npm
  • PostgreSQL

Steps

  1. Run the repository's setup script with ./setup.sh.

  2. Open PostgreSQL with sudo -u postgres psql.

  3. Create the volsurface database and a user with an encrypted password, then exit psql.

  4. Start the server with python3 server.py.

Expected outcome

The documented server process is started after the dependency and database setup stages.

Guide limitations

  • The README does not provide additional database configuration details or document a verification procedure.
Source-based practical guide

Start the documented live-data websocket process

Start the separate websocket server for live data support.

Before you start

  • The application server is running.
  • An apis.py file containing Deribit API key and secret credentials.

Steps

  1. Add an apis.py file with the Deribit key and secret.

  2. After the main server is running, start the websocket process with python3 liveData.py.

Expected outcome

The documented websocket server process is started for live data support.

Guide limitations

  • Deribit API authentication is required for the websocket endpoints.
Evidence and transparency

Sources & review

Source record details
Source availability
Active
Sources checked
18 October 2026
Original website title
dwasse/vol-surface-visualizer · Official homepage title · retained in its source language