T3Index Launches Crypto Volatility Skew Indices
Posted by Colin Lambert. Last updated: October 7, 2021
Financial indexing firm T3Index has launched two new crypto indices, measuring volatility skew for Bitcoin and Ethereum.
The new indices, BitSkew and EthSkew, measure perceived tail-risk in crypto markets, specifically the 30-day implied skewness in the two cryptocurrencies. The firm has also updated and published tick data for the new indices for a more granular view.
The index is model-free and designed to use the full range of option strikes to best capture the market outlook on expected skewness. This transparent, reliable and time-tested approach enables the index to present precise and meaningful information to market participants.
Last year T3Index launched volatility indices on Bitcoin and Ethereum, earlier this year trading commenced in the products (The Full FX Any Other Business, 16 March 2021).
