BVIN - Bitcoin Volatility Index | CryptoCompare.com

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The Bitcoin Volatility Index (BVIN) is an implied volatility index that also represents the fair value of a bitcoin variance swap.

The index is calculated by CryptoCompare using options data from Deribit and has been developed in collaboration with Carol Alexander and Arben Imeraj at the University of Sussex Business School. It follows the research design of Alexander and Imeraj (2020) and as such it is the first rigorously constructed index that is suitable for use as a settlement price for bitcoin volatility futures.

You can find more information on the Bitcoin Volatility Index (BVIN) methodology page.

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