IV INDICES
HYVIV®
Hyperliquid Volmex Implied Volatility 14 Day Index
About HYVIV
Forward-looking 14-day implied volatility of Hyperliquid, computed from the full option surface.
HYVIV measures the constant, forward-looking 30-day expected volatility of HYPE, 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 established volatility index construction, adapted for the structural realities of crypto option markets — fragmented liquidity, 24/7 settlement, and venue-specific funding.
