Introducing CAPIVIX: New Real-Time Crypto Volatility Index for BTC and ETH

Do you trade cryptocurrencies and think it would be nice always to have the latest predictions for the next 30 days? Now it’s possible. We've just launched CAPIVIX (CoinAPI Volatility Index), our newest addition to the Indexes API. This index is designed to give you a clear picture of expected 30-day market volatility that updates in near real-time.

What CAPIVIX Makes Different

First, it's all about forward-looking data. Instead of just showing you what happened in the past, CAPIVIX calculates implied volatility for the next 30 days. This means you can better grasp what the market expects to happen.

Second, we're talking about serious real-time data here. The index updates every 100 milliseconds, using current options market data. This means you're always working with the freshest possible information.

The technical implementation pulls data from the options market, processes it, and delivers a clean, usable index that you can easily integrate into your trading systems or analysis tools.

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

Documentation

For those interested in the technical details, we've prepared comprehensive documentation covering both the general index structure and the specific calculation methodology.

Next Steps

Although we currently calculate the index for BTC/USD and ETH/USD pairs, we will update it and add more cryptocurrencies to it. To be always up-to-date we the newest information subscribe to our newsletter.