Prediction-market volatility infrastructure
The volatility layer for prediction markets.
Turn prediction-market prices into implied vol—and trade the mispricing. Scan Polymarket and Kalshi BTC and ETH markets—above/below, up/down, and range—convert prices into PM-IV, compare to options vol in real time, and act on edge in cents, not narratives.
BTC & ETH · Above/Below · Up/Down · Range
Example signal
Mispricing detected
- Market
- BTC 66K–68K Range · NO
- Price
- 36¢
- PM-IV
- 42
- Options IV
- 56
- Fair value
- 47¢
Illustrative BTC range market. PM Vol covers BTC & ETH across above/below, up/down, and range structures.
Probability is not volatility
Crypto prediction markets are liquid enough to contain real vol information—but traders still read isolated probabilities.
Probability pricing
A contract at 36¢ reads as “36% odds”—social, narrative-driven probability.
Volatility reality
That same price embeds implied vol. Options markets price this structurally; prediction markets do not—yet.
How PM Vol works
From market scan to actionable mispricing—in vol terms traders already use.
Scan
Polymarket, Kalshi, and crypto PM venues for BTC & ETH structures.
Convert
Binary, above/below, up/down, and range prices → PM-IV.
Compare
PM-IV vs Deribit/Derive/Paradex, DVOL/BVIV, realized vol, ATR.
Recommend
Fair value, edge in cents, liquidity, bands—explained by AI, not gimmicks.
Built for traders first
The core engine produces the pricing signal. AI is the interface—explaining what's cheap, rich, and when to exit.
- Fair value & edge in cents
- Liquidity & entry/exit bands
- Invalidation triggers
- AI trade briefs—not raw tables
AI layer (preview)
“Range NO is rich vs options vol. +11¢ edge at current liquidity. Size small—book thin below 40¢. Exit if PM-IV compresses below 48 or BTC spot breaks 67.2K.”
Illustrative recommendation copy — product in development.
Market coverage
Starting narrow on crypto prediction-market structures where vol mispricing is tradable.
Assets
Market types
From trader tool to volatility feed
The same signals that power discretionary trades become structured data for the ecosystem—including AI agents that need machine-readable context.
- PM-IV surface (BTC, ETH, SOL)
- PM-IV vs options-IV spread
- Range-break probability index
- Prediction-market skew index
- API for desks, MMs, vaults, bots & agents
Why now
Prediction markets are crossing from novelty into real financial venues—but pricing infrastructure is still primitive.
Options markets price volatility structurally. Prediction markets price probability socially. The spread between those two is the opportunity—and nobody has built the volatility layer for prediction markets yet.
Roadmap
Built by trading the signals first—opened to others when the edge is proven.
- 1
Now
Crypto PM vol wedge — BTC & ETH, multi-structure
- 2
Next
Internal scanner & trade against signals
- 3
Then
Dashboard & API for early traders
- 4
Scale
Feed business — indices, spreads, agent-ready API
Sign up for early access
We're in stealth—building the scanner and trading the signals internally first. Join the list for trader-focused updates.