PredVIX

Prediction Market Volatility Index
Aggregate PredVIXσ
Volume-weighted across active markets
Top Markets Analysed◉
Top 50 by 24h volume
High Volatility▲
PredVIX > 3.0
Low Volatility▼
PredVIX < 1.5
Category◎
Filter scope
Top Volatile Markets
High PredVIX
Most Certain Markets
Low PredVIX
About PredVIX
PredVIX is an implied volatility index adapted for binary prediction markets. Unlike options where volatility is model-derived, prediction market uncertainty is directly observable from market prices.
Core Formula
implied_vol = price × (1 - price)
predvix = sqrt(252 / days) × sqrt(implied_vol)
Interpretation: PredVIX combines price uncertainty (max near 50/50) with the annualisation factor sqrt(252/days). Because of that time factor it is NOT a pure price-uncertainty ranking: a near-dated market can show a higher PredVIX than a far-dated coin-flip at the same price. For the price-uncertainty component alone, read the per-market implied_vol (0–0.25).
Colour Thresholds
Green: PredVIX < 1.5 — Low volatilityAmber: 1.5–3.0 — ModerateRed: > 3.0 — High volatility
Calculator output only. PredVIX measures implied uncertainty — it is not a trading signal or financial recommendation.