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.EVOL7D: Weekly Ether Volatility

.EVOL7D Index Details

The BitMEX Weekly Historical Ether Volatility Index is referred to as the .EVOL7D Index. This index is calculated logarithmic percentage change taken from measurements taken on the ETHXBT 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

.EVOL7D Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P10080/P10079))
              * Sqrt(10080)

.EVOL7D Index Historical Values

Index Values

These are BitMEX's daily calculations of Ether 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.