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.BVOL7D: Weekly Bitcoin Volatility

.BVOL7D Index Details

The BitMEX Weekly Historical Bitcoin Volatility Index is referred to as the .BVOL7D Index. This index is calculated logarithmic percentage change taken from measurements taken on the XBTUSD spot price every minute.

The settlement price is calculated from 10080 snaps over the 7-day period (1440 per day).

Calculation Formula

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

.BVOL7D Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P10080/P10079))
              * Sqrt(10080)

.BVOL7D 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.