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.BVOL24H: Daily Bitcoin Volatility

.BVOL24H Index Details

The BitMEX Daily Historical Bitcoin Volatility Index is referred to as the .BVOL24H Index. This index is calculated logarithmic percentage change taken from measurements taken the Bitcoin spot price every minute.

The settlement price is calculated from 1440 snaps over the 24-hour period.

Calculation Formula

P = Last Price (taken at 1 minute intervals)
Stdev = Sample Standard Deviation
Ln = Natural Logarithm
Sqrt = Square Root

.BVOL24H Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P1440/P1439))
              * Sqrt(1440)

.BVOL24H Index Historical Values

Index Values

These are BitMEX's daily calculations of Bitcoin volatility at the reference exchange. These values are used for settlements. The last 100 values are available below. More results can be retrieved from the API.