Methodology, References, and Whitepapers
Every Volmex Index ships with a peer-reviewed methodology paper. Read the math before you license the data.
Implied Volatility Indices
Forward-looking 30-day expected volatility derived from real-time option flow across leading derivatives venues. The crypto-native analogue to CBOE’s VIX.
BVIV-US (ETF Volatility)
Implied volatility benchmark built on IBIT options — the most liquid regulated Bitcoin options market in the United States.
MVIV Index + Term Structures
Market-cap weighted aggregate of BVIV and EVIV. Term structure outputs at 1D, 7D, 14D, 30D, 60D, 90D, 180D.
Volmex Prime Rate (VPR)
Unified crypto cost-of-capital benchmark. Combines DeFi stablecoin lending yields with perpetual futures funding rates into a single rate.
Realized Volatility Indices
Exponentially-weighted moving averages of one-minute squared log-returns across 25+ crypto assets. Refreshed every minute.
Exponentially-Weighted RV
Higher-frequency realized volatility methodology with exponential decay weighting.
Spot-Volatility Correlation
Correlation between an asset’s log-returns and changes in its implied volatility — the structural input behind volatility carry strategies.
Bull & Bear IV Indices
Decomposition of implied volatility into directional components — captures asymmetric skew between upside and downside expectations.
Read the Math, Then Use the Data
Every methodology above is backed by a live index feed — pull it over REST and WebSocket, or watch it on real-time charts.