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CoinAPI Volatility Index (CAPIVIX)

The CAPIVIX Index measures market expectations of future volatility for major cryptocurrencies, providing a standardized gauge of market sentiment and risk perception similar to the VIX index in traditional markets.

Key Features:​

  • Calculates expected 30-day volatility for BTC/USD and ETH/USD
  • Incorporates options data from multiple major derivatives exchanges
  • Uses a methodology similar to the widely-accepted VIX calculation
  • Updates in near real-time to reflect changing market conditions

Methodology Overview:​

CAPIVIX utilizes near-term and next-term options prices to derive expected volatility, incorporating put-call parity and variance calculations to produce a forward-looking volatility measure.

Use Cases:​

  • Risk management and hedging strategies
  • Market sentiment analysis
  • Portfolio volatility forecasting
  • Options trading strategy development
  • Cryptocurrency market research