IV INDICES
SVIV®
Solana Volmex Implied Volatility 1 Day Index
About SVIV
Implied volatility benchmark for SOL options. Available as SVIV1D, SVIV7D, and SVIV14D.
SVIV measures the constant, forward-looking 30-day expected volatility of SOL, 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.