$250 billion in daily crypto derivatives volume.Most participants trade with analytics built for simpler markets.
Options traders are flying blind
Spot dashboards everywhere. Futures analytics abundant. But options, the instrument where institutional capital expresses its views, have been neglected. No higher-order Greeks. No cohort intelligence. No positioning signals. No volatility regime detection. The most sophisticated instrument in crypto, served by the least sophisticated tools.
Nobody else does this.
Laevitas, Block Scholes, Amberdata, Kaiko, Greeks.live. They show metrics. None of them tell you what phase of the volatility cycle you are in. We do.
Full market snapshots. Order book to level 1000. Every cycle, every asset.
Unreplicable depth
Full order books, IV surfaces, and a complete Greeks framework for 2,500+ instruments across BTC, ETH, SOL, XRP, AVAX, and TRX. All from Deribit, where crypto options liquidity lives. Growing every day since September 2025.
This dataset cannot be replicated retrospectively.
1st through 4th order sensitivities. Delta through Ultima. Plus 5 proprietary surface Greeks nobody else calculates.
ORIA: Seven-Layer Intelligence
Options Reusable Intelligence Architecture. Seven analytical layers aggregate thousands of options into 24 liquidity-weighted cohorts per asset, then compute 127+ derived metrics per cycle: concentration dynamics, smart money detection, cross-asset contagion, skew intelligence, and a volatility lifecycle state machine.
When smart money repositions, ORIA sees it first.
From stealth accumulation and whale sweeps to smart money hedging. Each scored by actionability tier. Early warnings 10-30 min before flash crashes.
Cayø Largo
The deepest options intelligence in crypto. Not a dashboard. A seven-layer analytical engine with 11 waves of enhancements that sees what others can't.
Vol Lifecycle Detection
Real-time classification into six volatility cycle phases: Compression, Early Expansion, Expansion, Peak, Stress, Normalization. Position before the move, not after.
Greeks Framework
37 sensitivities per option. 1st through 4th order derivatives plus 5 proprietary surface Greeks. Complete risk decomposition unavailable elsewhere in crypto.
Cohort Intelligence
24 liquidity-weighted cohorts per asset. Capital rotation detection. Silent repositioning alerts before volume confirms the move.
GEX and Gamma Pinning
Flip level detection. Pin probability by strike. Suppression and amplification zones. Dynamic pin targets.
Punta Allen
Every signal gets logged with full market context. Query historical patterns, validate hypotheses, and build strategies against our proprietary dataset. Measure edge, not intuition.
Strategies that prove themselves get capital behind them.
Why this can't be copied quickly
ORIA runs 7 analytical layers, 11 enhancement waves, and 127+ computed columns across 3 tables. A competitor would need to replicate the entire pipeline before building what sits on top.
10-minute snapshots with order book depth accumulating since September 2025. Every day of collection deepens a dataset that cannot be rebuilt retrospectively.
Exclusive Deribit focus. Every model calibrated to crypto options microstructure. Pattern recognition that broader, shallower approaches cannot achieve.
From Observation to Execution
The same infrastructure we provide to clients, we build for ourselves. Every signal, every detection algorithm, every early warning system exists to be tested, validated, and eventually backed with real capital. As our data compounds and our models mature, we're building toward systematic strategy deployment alongside our analytics platform.
Data and Analytics
Real-time options intelligence platform. API development. Early client onboarding.
Backtesting Engine
Strategy validation on proprietary dataset. Historical pattern querying. Edge measurement.
Asset Management
Systematic strategy deployment. Proprietary capital allocation. Fund structure.
Paweł Lachowicz, PhD
PhD in astrophysics. 15+ years in quantitative finance: prop trading, risk management, 8 years as banking quant building derivatives pricing and risk models.
Built the Halcyon Waters data infrastructure, the 37-Greeks framework, the seven-layer ORIA engine, and the volatility lifecycle state machine.
LinkedInThe data compounds daily. The moat widens with every cycle.