Carr-Spada Model — Bitcoin Options Pricing Engine

MANUAL PRICER

LIVE DERIBIT MONITOR

MARKET INPUTS

BTC Spot (F₀)$84,000

Strike (K)$105,000

Maturity (T)90 days

Risk-free Rate (r)4.5%

JRLT JUMP PROCESS

Base Intensity (C)1.00

Jump Boost κ → J=C(1+κ)0.30

Left Decay G → R=G8.00

Right Decay M6.00

Right Boost δ → L=M/(1+δ)0.20

Tail Index Y1.50

Tail Boost ε → T̃=Y/(1+ε)0.10

SABR + STOCHASTIC CLOCK

Vol of Vol ν0.80

Correlation ρ (inverse lev.)+0.35

Elasticity β0.70

Calm Clock θ_c0.040

Frenzy Clock θ_f0.25

Mix Weight p_T0.20

COMPUTING

SET PARAMETERS AND PRESS PRICE OPTIONS

JRLT + SABR + COS — N=256

EXPIRY TYPE SPOT— UPDATED—

INSTRUMENTS

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LOADED

BEST CS EDGE

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MAX CS − MKT

BEST EDGE STRIKE

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STRIKE

AVG MKT IV

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ACROSS CHAIN

LAST TICK

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DERIBIT

CONNECT TO DERIBIT TO BEGIN LIVE MONITORING

PUBLIC WEBSOCKET — NO API KEY REQUIRED