Real-Time Crypto Volatility, Rates, and Correlation
The same indices distributed through Bloomberg Terminal, LSEG Data & Analytics, TradingView and CoinMarketCap — viewable in one place.
Bitcoin Volmex Implied Volatility 30 Day Index
Forward-looking 30-day implied volatility of Bitcoin, distilled from real-time crypto option flow.
Ethereum Volmex Implied Volatility 30 Day Index
Forward-looking 30-day implied volatility of Ethereum, computed from the full option surface.
Solana Volmex Implied Volatility 1 Day Index
Implied volatility benchmark for SOL options. Available as SVIV1D, SVIV7D, and SVIV14D.
Market Volmex Implied Volatility Index
Market-cap-weighted aggregate of BVIV and EVIV — the crypto market implied-vol benchmark.
XRP Volmex Implied Volatility 1 Day Index
Implied volatility benchmark for XRP. Available as XVIV1D and XVIV7D.
BVIV-US Index (Volmex Bitcoin ETF Volatility)
Built on IBIT options — the most liquid regulated Bitcoin options in the United States.
Bitcoin Volmex Prime Rate Index
Unified BTC cost-of-capital benchmark combining DeFi lending and perp funding.
Ethereum Volmex Prime Rate Index
Unified ETH cost-of-capital benchmark combining DeFi lending and perp funding.
Solana Volmex Prime Rate Index
On-chain USD borrowing + SOL perpetual funding aggregated into a single real-time rate.
Bitcoin Volmex DeFi Lending Rate Index
USD-stablecoin borrowing rate aggregated across major DeFi lending venues.
Ethereum Volmex DeFi Lending Rate Index
USD-stablecoin borrowing rate aggregated across major DeFi lending venues.
Bitcoin Volmex Funding Rate Index
Perpetual futures funding rate aggregated across major venues.
Ethereum Volmex Funding Rate Index
Perpetual futures funding rate aggregated across major venues.
Bitcoin Volmex Realized Volatility 30 Day Index
Realized volatility of BTC across 1D / 7D / 14D / 30D / 60D / 90D windows. The exponentially-weighted variant is BVERV.
Ethereum Volmex Realized Volatility 30 Day Index
Realized volatility of ETH across 1D / 7D / 14D / 30D / 60D / 90D windows. The exponentially-weighted variant is EVERV.
Bitcoin Volmex Spot-Volatility Correlation 1 Month Index
Correlation between BTC log-returns and changes in BVIV. Available across 3D / 1W / 2W / 1M / 2M / 3M windows.
Ethereum Volmex Spot-Volatility Correlation 1 Month Index
Correlation between ETH log-returns and changes in EVIV. Available across 3D / 1W / 2W / 1M / 2M / 3M windows.
Bespoke Benchmarks, Built for Desks
Funding-weighted baskets, term-structure curves, exotic correlation indices — talk to us.