XBTXBCXBJZECETHETCXMRXRPREPLTCFCTDASHCOINRecentAllXBTUSD1220.82+2.57%XBTH171254.64+2.21%DASH7D0.031834+18.96%ETH7D0.01304+0.69%XBJH17145888+4.05%XMR7D0.010178+2.45%XBCH178351.9+3.08%ETC7D0.001176+12.32%FCT7D0.002491-1.54%ZECH170.030304-4.70%XRP7D0.00000442-5.56%COIN_BH1750.00+11.11%REP7D0.003867-0.08%LTC7D0.00320-0.31%XBT/USD Spot1219.47+2.43%XBT/CNY Spot7956.70+1.73%XBT/JPY Spot142252.01+2.42%ETH/XBT Spot0.01300+0.93%ZEC/XBT Spot0.0325900+1.72%24H XBT Volatility2.13-30.84%Funding:  @ 0.0111%Time:
.BVOL24H: Daily Historical Volatility Index

.BVOL24H Index Details

The BitMEX Daily Historical 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 5 minutes.

The settlement price is calculated from 288 snaps over the 24-hour period.

Calculation Formula

P = Last Price (taken at 5 minute intervals)
Stdev = Sample Standard Deviation
Ln = Natural Logarithm
Sqrt = Square Root

.BVOL24H Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P288/P277))
* Sqrt(288)

.BVOL24H Index Historical Values

These are BitMEX's daily calculations of volatility 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.