The BitMEX 30 day Historical Volatility Index is referred to as the .BVOL Index. The Index is the rolling 30 day annualised volatility of the daily 11:30 UTC to 12:00 UTC Time Weighted Average Price (TWAP) of Bitcoin / USD. This TWAP is calculated by taking price measurements at 1 minute intervals for 30 minutes.
P = Daily TWAP from day 0 to day 30 (i.e. 31 prices to give 30 price movements) Stdev = Sample Standard Deviation Ln = Natural Logarithm Sqrt = Square Root .BVOL Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P30/P29)) * Sqrt(365)
These are BitMEX's daily calculations of volatility and time-weighted average price at the reference exchange. These values are used for settlements.
The last 100 days are available below. More results can be retrieved from the API.