Volatility Lens
Loading30-day implied volatility from an external options index. Compare volatility expectations before selecting a strike.
Calls, puts and the research behind your next position. Prism brings contract discovery, volatility insights and wallet-signed trading into one options platform.
Explore options ↗Explore volatility, compare funding and test risk scenarios. These research tools inform your decisions; they do not change orders, reserve funds or charge position fees.
30-day implied volatility from an external options index. Compare volatility expectations before selecting a strike.
Predicted funding on two external perpetual markets, normalized to eight hours. Context for an options hedge.
Model a capped-profit position and its reserve requirement. This hypothetical cap does not limit your existing options.
Model reserve covers the profit cap.
Stress-test a price filter. Moves within 20% pass through; larger moves take a 5% step, capped at 20% per update.
Explore a quadratic fee: the crowded side’s rate rises with the square of the larger-to-smaller position ratio.
Volatility Lens uses an external 30-day implied-volatility index, not a newly issued Prism Options index. Carry Compass compares external funding estimates, not a native-chain basis product. The three models do not change contract payoffs, oracle prices, liquidation rules or execution fees. Their charts are calculated from your inputs. No orders or wallet signatures are requested.
Prism brings options discovery, volatility research and wallet-signed trading into one workspace. Explore an underlying, compare calls and puts, and choose the contract that fits your time horizon.
Compare underlying assets, contract types and expiries. Open a market to inspect pricing, collateral and execution details.