Attention - Important Notice

In accordance with Section 1.4 of our Terms of Service:
  • Persons that are located in or a resident of the United States of America or Québec (Canada) are prohibited from holding positions or entering into contracts at BitMEX.
  • Persons that are located in or a resident of Cuba, Crimea and Sevastopol, Iran, Syria, North Korea and Sudan, or any other jurisdiction where the services offered by BitMEX are restricted, are prohibited from holding positions or entering into contracts at BitMEX.
  • BitMEX reserves the right to immediately close the accounts and to liquidate the open positions of persons determined to have breached our Terms of Service.
AllXBTUSD3697.0+5.84%XBTH193597.0+4.93%XBTZ183670.0+5.55%XBTM193551.0+4.13%XBT7D_D950.00072-48.57%XBT7D_U1050.00658+7.87%ADAZ180.00000974+5.07%ADAH190.00000972+5.54%BCHZ180.0309+22.13%BCHH190.0305+21.51%EOSZ180.0007077+4.60%EOSH190.0006976+4.54%ETHUSD103.85+11.13%ETHZ180.02812+4.73%ETHH190.02804+4.94%LTCZ180.00843+3.31%LTCH190.00832+3.35%TRXZ180.00000440+10.28%TRXH190.00000437+7.64%XRPZ180.00009770+4.01%XRPH190.00009763+4.35%.BXBT3706.23+6.13%.BETH103.98+11.33%.BVOL24H3.81-10.14%Funding: 02:20:10 @ -0.0747%Time: 1:39:49 AM
.BVOL: Annualized Historical Volatility Index

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.

Calculation Formula

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)

Reference .BVOL Index & TWAP Historical Values

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.