A few of us trade vol on Deribit day-to-day and kept running into the same wall: the options\/tick data good enough to actually backtest on is priced like it’s meant for funds with five-figure data budgets, not for someone running their own book. Tardis is genuinely solid, but at that price it’s out of reach if you’re not a fund.<\/p>\n
So we built Volar: minute-level BTC, ETH, and SOL options chains, computed Greeks, SVI-fitted vol surfaces per tenor, and a dense 40-month BTC archive (2021-06 \u2192 2024-09) at per-minute resolution, not daily aggregates. Every row is source-tagged (live capture vs. historical vs. modeled) so you always know what you’re actually looking at.<\/p>\n
Pricing, to be upfront about it: free Sandbox tier if you just want to poke at the schema and sample data first, no card needed. Pro is $99\/mo for live BTC\/ETH\/SOL plus a 90-day rolling BTC window; the full historic archive is on the annual plan. Didn’t want to bury that distinction since I know this crowd will check.<\/p>\n
Genuinely interested in feedback, especially from anyone who’s tried to backtest a crypto vol strategy and hit walls with existing data, what’s missing, what’s annoying, what would actually make you trust a smaller vendor over an established one. Happy to answer anything on the data\/methodology side too.<\/p>\n
(Disclosure: I’m one of the people building this, didn’t want to post without saying so upfront.)<\/p>\n<\/div>\n
submitted by \/u\/ApprehensiveSand6787 <\/a>
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