The Cryptocurrency Volatility Index (CVX) is calculated from cryptocurrency option prices, representing the market's expectation of future volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable market implied volatilities.
The index methodology is documented in the peer-reviewed publication:
Woebbeking, F. Cryptocurrency volatility markets. Digital Finance, 3, 273–298 (2021). https://doi.org/10.1007/s42521-021-00037-3
Daily averages are available through our API, see documentation HERE. For additional data (e.g. real-time, intraday) and general inquiries please contact firstname.lastname@example.org
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