The Bitcoin Volatility Index will become the baseline reference rate for forward-looking volatility for bitcoin
LONDON–(BUSINESS WIRE)–CF Benchmarks, the FCA-regulated benchmarks administrator and the largest indices provider for cryptocurrencies, is delighted to announce the launch of the Bitcoin Volatility Index, facilitating the tracking and trading of 30-day forward-looking bitcoin price volatility.
Composed of the CF Bitcoin Volatility Real Time Index (BVX) and the CF Bitcoin Volatility Index Settlement Rate (BVXS), the indices aggregate implied volatility from bitcoin options contracts listed on the CME into a single value to gauge market volatility and uncertainty. The BVX prints approximately every second to provide bitcoin volatility real-time with the BVXS calculating a daily settlement rate based on a 30-minute window of BVX observations between 1530-1600 London time.
“Volatility indices have become a key indicator in financial markets providing particip
We współpracy z: https://www.crypto-reporter.com/newsfeed/cf-benchmarks-launches-volatility-index-for-bitcoin-60105/