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CF Volatility Series

CF Volatility Series

CF Volatility Series

About

The 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.

Documentation
Documents
  • CF Bitcoin Volatility Index Real Time Methodology
  • CF Bitcoin Volatility Index Settlement Methodology
  • Factsheet

Contact information

For more information about our indices and to explore licensing opportunities send us a message and we will come back to you as soon as possible.

Email
[email protected]
Email
[email protected]