Volmex Indices

Volmex Implied Volatility Index

The Volmex Implied Volatility Indices are designed to measure the constant, 30-day expected volatility of the Bitcoin and Ethereum options market (and other assets in the future), derived from real-time crypto call and put options.

Methodology Overview

This Volmex Implied Volatility Indices introduce the model-free IV methodology implemented in the Volmex Implied Volatility Index (e.g. EVIV Index and BVIV Index) created by Volmex Labs. It has four major components

1) Data consolidation

2) Filtering

3) Calculation

4) Smoothing

Read the Volmex Implied Volatility Indices methodology white paper

• Access the paper

Options Exchange Data Covered in Volmex Implied Volatility Indices

• Deribit

• OKX

Use Cases

• Hedging and risk management

  • The EVIV Index and BVIV Index are gems that behaves differently than an average market portfolio of crypto assets! It moves up when the market goes down, and reduces the losses in times of FUD. Add it to your portfolio now!

• Speculation

  • Volmex Implied Volatility Indices are simply the volatility! It is highly persistent and has a tendency to revert to its mean value. Perfect asset to speculate on!

• Market indicator

  • Volmex Implied Volatility Indices are the fear gauge of the market! It captures not only crucial information about the current market state but also what market thinks about what’s next. Use it to create trading strategies!

Access Volmex index data

• charts.volmex.finance

• Volmex API

  • Sample query:

  query { timeSeries (asset: "ETH", timeBucket: "1m", lookbackPeriod: "1d") { date } }