Trend
| Market | Trend · 7d | Last | 24h range | Open interest | Long / short | Borrow / 8h | 24h volume | Price source | Trade |
|---|---|---|---|---|---|---|---|---|---|
| C-VIX 30D10×Crypto Volatility Index · 30 daymark | — | —— | —— | — | 50.050.0 | — | — | Live | LongShort |
| FR-BASIS BTC20×Funding Rate Basis · BTCcarry | — | —— | —— | — | 50.050.0 | — | — | Modelled | LongShort |
| FR-BASIS ETH20×Funding Rate Basis · ETHcarry | — | —— | —— | — | 50.050.0 | — | — | Modelled | LongShort |
Funding legs
Basis matrix| Venue | BTC bps / 8h | ETH bps / 8h | Source |
|---|---|---|---|
| Binance | — | — | Stale |
| Hyperliquid | — | — | Stale |
| Robinhood Chain | — | — | Stale |
| ΔFR · the contract | — | — | Modelled |
C-VIX composition
Method| Surface | Weight | Implied vol | Latency |
|---|---|---|---|
| Waiting for the first index tick | |||
Latest prints
all markets- No prints yet
Implied volatility C-VIX 30D · 1m · 6h
Live
Funding basis ΔFR · bps / 8h · 1m · 6h
Modelled
Contract terms
Risk model| C-VIX 30D | FR-BASIS BTC | FR-BASIS ETH | |
|---|---|---|---|
| Underlying | Synthetic IV₃₀ · BTC + ETH surface | ΔFR = RH − mean(Binance, Hyperliquid) | ΔFR = RH − mean(Binance, Hyperliquid) |
| Settlement | USDG or native ETH, isolated margin | Continuous, per second | Continuous, per second |
| Leverage | 1× – 10× | 1× – 20× | 1× – 20× |
| Payout cap | 8× initial margin | 8× initial margin | 8× initial margin |
| Oracle | Deribit BTC + ETH surface, 20% clamp | — | — |
| Tick | 0.01 index points | 0.01 bps | 0.01 bps |
| Interval basis | — | 28,800s normalised | 28,800s normalised |
The index and the Binance and Hyperliquid legs are live venue reads. The native funding leg is modelled, open interest and volume are simulated house liquidity plus any paper fills, and trend lines reach back into seeded history. Each column says which it is. Data provenance