C-VIX 30D 1m · 6h
Live
——24h
Positioning
Simulated
Long 50.0%Balanced50.0% Short
- Open interest
- —
- Long
- —
- Short
- —
- Borrow · 8h, crowded side
- —
- 24h notional
- —
Contract specification
| Underlying | Synthetic IV₃₀ · BTC + ETH surface |
| Settlement | USDG or native ETH, isolated margin |
| Leverage | 1× – 10× |
| Payout cap | 8× initial margin |
| Oracle | Deribit BTC + ETH surface, 20% clamp |
| Tick | 0.01 index points |
Payout cap
| Initial margin | Maximum profit | Maximum loss |
|---|---|---|
| 1,000 | +8,000 | −1,000 |
| 10,000 | +80,000 | −10,000 |
| 100,000 | +800,000 | −100,000 |
Above the cap a position stops accruing profit but keeps its collateral; it is not closed for winning.
Risk controls
- Payout capProfit capped at 8× initial margin, reserved from the pool at open
- Skew borrow feeQuadratic in the long/short ratio, paid by the crowded side
- Oracle clampSettlement moves at most ±20% per block
- Isolated marginA position can lose its own margin and nothing else
Typical use
- Directional desks buying convexity ahead of a catalyst without paying a spot delta.
- Theta farmers selling variance into compressed regimes.
- Structured product books hedging vega without maintaining an options inventory.