PVOL — Polymarket Implied Volatility Index

Extracts implied volatility from Polymarket BTC prediction markets and benchmarks it against Deribit's institutional DVOL index. Built for YHack 2026.

Running the demo

cd frontend
npm install
npm run dev
# open http://localhost:5173

No backend needed. Historical data (frontend/src/data/history.json) is bundled directly into the app.

Deploying with Docker

docker compose up -d --build --force-recreate

Project structure

pvol/
├── frontend/               React + Vite app
│   └── src/
│       ├── data/
│       │   ├── history.json    precomputed PVOL/DVOL time series (Jul 2025 – Feb 2026)
│       │   └── index.js        transforms history into chart-ready format + latest snapshot
│       ├── components/
│       │   ├── Landing.jsx     marketing/landing page
│       │   ├── Dashboard.jsx   main analysis view
│       │   ├── Methodology.jsx math explanation page
│       │   ├── MetricCard.jsx  reusable metric display
│       │   ├── PivoltLogo.jsx  logo component
│       │   └── charts/
│       │       ├── CandleChart.jsx   lightweight-charts candlestick wrapper
│       │       ├── GapChart.jsx      PVOL − DVOL divergence
│       │       ├── Comparison.jsx    PVOL candles + DVOL line
│       │       ├── TwoLineChart.jsx  dual line series chart
│       │       └── PvolHistory.jsx   solo PVOL history chart
│       └── utils/
│           └── candles.js      toCandleSeries, toLineSeries, SMA, EMA
├── backend/                Python compute pipeline (offline)
│   ├── pvol_engine.py      IV inversion math + Polymarket/Deribit/CoinGecko fetching
│   └── compute_history.py  batch processor that writes history.json
└── docs/                   Product specs, API notes, model documentation

Recomputing history

To regenerate frontend/src/data/history.json (takes several minutes, hits external APIs):

cd backend
pip install fastapi uvicorn httpx requests numpy scipy python-dotenv
python compute_history.py
# then copy backend/data/history.json → frontend/src/data/history.json