IV INDICES
BVIV®
Bitcoin Volmex Implied Volatility 30 Day Index
About BVIV
Forward-looking 30-day implied volatility of Bitcoin, distilled from real-time crypto option flow.
BVIV measures the constant, forward-looking 30-day expected volatility of BTC, calculated by consolidating option and futures data across leading derivatives venues into a unified option book and smoothing using exponentially-weighted averaging.
The methodology mirrors the construction of CBOE’s VIX, adapted for the structural realities of crypto option markets — fragmented liquidity, 24/7 settlement, and venue-specific funding.