Nov 20, 2025
CME CF Bitcoin Volatility Indices
The CME CF Volatility Series serves as a transparent, representative and replicable indicator of the implied volatility embedded in digital asset options markets traded on the CME. The resulting indices represent forward looking, market based measures of how dispersed returns of the underlying digital assets are expected to be over a given time horizon.
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For more information on our volatility indices, please visit:
https://www.cfbenchmarks.com/documentation/products/volatility-series
The information contained within is for educational and informational purposes ONLY. It is not intended nor should it be considered an invitation or inducement to buy or sell any of the underlying instruments cited including but not limited to cryptoassets, financial instruments or any instruments that reference any index provided by CF Benchmarks Ltd. This communication is not intended to persuade or incite you to buy or sell security or securities noted within. Any commentary provided is the opinion of the author and should not be considered a personalised recommendation. Please contact your financial adviser or professional before making an investment decision.
Note: Some of the underlying instruments cited within this material may be restricted to certain customer categories in certain jurisdictions.
Weekly Index Highlights, January 19, 2026
Digital assets advanced over the most recent week, led by Bitcoin, +4.2%, and Ether, +7.0%. Among CF DACS Sub-Categories, Culture averaged +11.6%. Meanwhile, our CME CF implied volatility gauge, BVXS, ebbed, even as realized ticked higher, and BTC front-end rates fell 329 bps as USDT funding firmed.
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