PANews reported on December 3 that the Chicago Mercantile Exchange (CME Group) announced the launch of a new crypto benchmark, the Bitcoin Volatility Index, to quantify market uncertainty. This index references the implied volatility of Bitcoin and micro-Bitcoin options, similar to the VIX in the stock market, and aims to optimize option pricing and risk management. The Bitcoin volatility benchmark launched by CME and CF Benchmarks includes the real-time index BVX and the settlement index BVXS. Both are the first benchmarks to directly measure 30-day forward implied volatility, derived from the CME Bitcoin and Micro Bitcoin options order books, and use variance swap pricing to isolate volatility exposure. BVX is published every second during trading hours, while BVXS is published at 16:00 London time.PANews reported on December 3 that the Chicago Mercantile Exchange (CME Group) announced the launch of a new crypto benchmark, the Bitcoin Volatility Index, to quantify market uncertainty. This index references the implied volatility of Bitcoin and micro-Bitcoin options, similar to the VIX in the stock market, and aims to optimize option pricing and risk management. The Bitcoin volatility benchmark launched by CME and CF Benchmarks includes the real-time index BVX and the settlement index BVXS. Both are the first benchmarks to directly measure 30-day forward implied volatility, derived from the CME Bitcoin and Micro Bitcoin options order books, and use variance swap pricing to isolate volatility exposure. BVX is published every second during trading hours, while BVXS is published at 16:00 London time.

CME launches Bitcoin volatility index, similar to the VIX in the stock market.

2025/12/03 08:38

PANews reported on December 3 that the Chicago Mercantile Exchange (CME Group) announced the launch of a new crypto benchmark, the Bitcoin Volatility Index, to quantify market uncertainty. This index references the implied volatility of Bitcoin and micro-Bitcoin options, similar to the VIX in the stock market, and aims to optimize option pricing and risk management.

The Bitcoin volatility benchmark launched by CME and CF Benchmarks includes the real-time index BVX and the settlement index BVXS. Both are the first benchmarks to directly measure 30-day forward implied volatility, derived from the CME Bitcoin and Micro Bitcoin options order books, and use variance swap pricing to isolate volatility exposure. BVX is published every second during trading hours, while BVXS is published at 16:00 London time.

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