Arbelos Ltd, a leading principal trading firm with a focus on cryptocurrency derivatives markets, and B2C2, a global leader in institutional liquidity for digital assets, have seamlessly completed the first bilateral option transaction on a Bitcoin volatility index, the BVIV Index (Bitcoin Volmex Implied Volatility).

The BVIV Index is a real-time index published by Volmex that measures the constant, forward-looking 30-day expected volatility of BTC, derived from real-time crypto call and put options.

“Volatility indices in traditional assets have long served as powerful tools for fund managers to express views on risk premia and to hedge tail risk. Arbelos Markets is excited to see the growth of vol products like BVIV within the cryptocurrency asset class.” said Joshua Lim, co-founder of Arbelos Markets.

This bilateral option transaction between two leading options desks on the best-in-class Bitcoin implied volatility index is a pivotal moment for cryptocurrency options and volatility space and pushes the industry forward. This is the first bilateral derivatives transaction linked to a Volmex Implied Volatility Index.

“Volatility products which are credible, observable, and tradable are a necessary part of a thriving crypto ecosystem.  Such a product enables those managing capital to both hedge against, or take a view on volatility, independently of their underlying portfolio.  B2C2 welcomes the growth of the BVIV Index for the crypto market and looks forward to providing deeper liquidity, both on OTC-linked products and on perpetual futures,” said Adam Farthing, Chief Risk Officer – Japan at B2C2.

Source: Arbelos Markets