Index price

What is "Index price"?

Index price is a reference price of the underlying asset built from a basket of spot-market sources.

Why is it important?

• It serves as a reference for derivatives valuation.
• It is a baseline for metrics such as Premium and Basis.
• It helps evaluate dislocations between derivatives and spot markets.

How is it calculated?

• Index price is aggregated from multiple underlying spot price sources.
• Source selection, weighting, and filtering are defined by the exchange methodology.

Exchanges the metric covers

Index price is available for crypto derivatives on the following exchanges: